How to Derive OLS Estimator in Matrix Form and What are Projection and Residual Maker Matrixes?
【Five Minute Econometrics】(Econometric Tutorial) Topic 21: How to Derive the OLS Estimator in Matrix Form and What are the Projection and the Residual Maker Matrixes?
00:00 The Derivation of the OLS Estimator in Matrix Form
03:16 The Projection Matrix P and the Residual Maker Matrix M
Hi, I am Bob. Welcome to the Five Minute Econometrics, a tutorial on basic econometric concepts and estimation methods. Today, we will examine two matrixes used in the OLS regression. They are the projection matrix and the residual maker matrix. They can help us better understand the OLS estimation method. We start with the derivation of the OLS estimator in matrix form.
Related Topics:
What is the matrix form of the regression model?
• What is the Matrix Form of Regression...
What is the Frisch-Waugh-Lovell (FWL) Theorem?
• What is the Frisch-Waugh-Lovell (FWL)...
#OLSEstimator #ProjectionMatrix #ResidualMakerMatrix #Econometrics #Tutorial #FiveMinuteEconometrics
【Free Courses on My YouTube Channel】
Economics in Real Life:
• Economics in Real Life
Solutions to Introductory Econometrics A Modern Approach 7th Edition:
• Solutions to Introductory Econometric...
Solutions to Microeconomics Theory and Applications with Calculus:
• Solutions to Microeconomics Theory an...
Stata Tutorials:
• Stata Tutorials
Five Minute Econometrics (Econometrics Tutorials):
• Five Minute Econometrics (Econometric...
Introductory Microeconomics:
• Introductory Microeconomics (2022)
Introductory Stata:
• Introductory Stata (2022)
Drum Covers:
• Drum Covers
【粵語Cantonese】現實生活中的經濟學:
• 【Cantonese粵語】現實生活中的經濟學
【國語Mandarin】現實生活中的經濟學:
• 【Mandarin國語】現實生活中的經濟學
【粵語Cantonese】微觀經濟學基礎:
• 粵語Cantonese微觀經濟學基礎2022
【粵語Cantonese】五分鐘計量經濟學（計量經濟學輔導）:
• 【Cantonese粵語】五分鐘計量經濟學(計量經濟學輔導)
【國語Mandarin】五分鐘計量經濟學（計量經濟學輔導）:
• 【Mandarin國語】五分鐘計量經濟學(計量經濟學輔導)
On the Road:
• On the Road
【Become a Supporter/Member of the channel ($2.99) to get PDF transcripts for】
1. Solutions to Microeconomics Theory and Applications with Calculus 5th Edition,
2. Solutions to Introductory Econometrics A Modern Approach 7th Edition,
3. Introductory Stata (2022),
4. Introductory Microeconomics (2022), and
5. Introductory Stata: Summary Statistics and Data Management
/ @bobwenecon
In addition to the videos on my YouTube channel, you can also learn Stata from my free Alison online courses.
Introductory Stata: Summary Statistics and Data Management
https://alison.com/course/introductor...
Introductory Stata: Graphics and Data Visualization
https://alison.com/course/introductor...
Watch video How to Derive OLS Estimator in Matrix Form and What are Projection and Residual Maker Matrixes? online without registration, duration hours minute second in high quality. This video was added by user Dr. Bob Wen (Stata, Economics, Econometrics) 25 May 2024, don't forget to share it with your friends and acquaintances, it has been viewed on our site 315 once and liked it 9 people.