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.
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