## Blogs about: Ols Ordinary Least Squares Regression

#### Introduction to CAPM, the Capital Asset Pricing Model

: introduction It can be difficult to find a clear statement of what the Capital Asset Pricing Model ( … more →

#### Regression 1 – Inapplicability of the Fundamental Theorem

: Introduction Aug 12. Edit: I’ve added a few remarks in one place. As usual, search on “e … more →

Tags: math OLS, mathematics

#### Regression 1 – Normality, and the Chi-square, t, and F distributions — 1 comment

: Introduction (There are more drawings of the distributions under discussion, but they’re at th … more →

#### Regression 1 – Assumptions and the error sum of squares

: There’s one thing I didn’t work out in the previous post: the relatinship between the er … more →

#### Regression 1: Assumptions, Expectations, and Variances — 1 comment

: introduction We have spent a lot of time getting least-squares fits to data. We’ve also spent … more →

Tags: math OLS, mathematics

#### Regression 1: Secrets of the Correlation Coefficient

: introduction It was only on this round of repression regression studies that it really registered wi … more →

Tags: math OLS, mathematics

#### Regression 1 – Multicollinearity in Review

: As I draft this, I plan to do four things in this post. Summarize the methods I’ve used to ana … more →

#### Regression 1: ADM polynomials – 3 (Odds and Ends)

: Edit Jan 29: a reference to the diary post of Jan 21 has been corrected to refer to Jan 14. There ar … more →

#### Regression 1: ADM polynomials – 2

: Let’s look again at a polynomial fit for our small set of annual data. We started this in the … more →

#### Regression 1: Archer Daniel Midlands (polynomials) – 1

: Now I want to illustrate another problem, this time with the powers of x. The following comes from D … more →

#### Regression 1: Example 8, Fitting a polynomial

: I want to revisit my old 2nd regression example of May 2008. I have more tools available to me today … more →

#### the relationship between the raw and the orthogonalized data

: OK, so we orthogonalized the hald data, including the constant (the column of 1s). What’s the … more →

#### Regression 1: eliminating multicollinearity from the Toyota data

: We have seen that we can eliminate the multicollinearity from the Hald data if we orthogonalize the … more →

#### Regression 1: eliminating multicollinearity from the Hald data

: I can eliminate the multicollinearity from the Hald dataset. I’ve seen it said that this is im … more →

#### Regression 1 – Example 7: Nylon Yarn

: I have found some data which illustrates a few points I want to make when I summarize what I’v … more →

Tags: math OLS, mathematics

#### Regression 1 – Example 6 Revisited (Housing Starts)

: There was more I had intended to say about the housing starts data, i.e. example 6. Here it is. Revi … more →

Tags: math OLS, mathematics

#### Regression 1 – Example 6: Housing Starts

: Time for another regression using Ramanathan’s data. Here’s the description of this data … more →

Tags: math OLS, mathematics

#### Regression 1 – Example 5: A Toyota Car

: Edit: 2011 Nov 26. I computed a correlation matrix of the parameters when I meant to compute the cor … more →

#### Regression 1: Multicollinearity in the Centered Hald Data

: Edit, 2011 Nov 25: added a link to the Norms and Condition Numbers post. Find “Edit”. Le … more →

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