Regression proofs and definitions

Idempotent (G^r = G where r is any integer value).

Symmetric (G = G^T )

what is R²?

ANOVA table for general form

Orthogonal ANOVA table

F test statistic

Cook’s distance

Ridge estimator

what is the Gauss-Markov theorem

How can you apply the Gauss-Markov theorem to compare the variance of weighted LSE’s?

what is Lasso regression

derive and formulate expectation and covariance matrix

derive and formulate expectation and covariance matrix

derive and formulate expectation and covariance matrix

Prove Gauss-Markov theorem

Maximum likelihood function derivation

MLE for θ: maximise log⁡ L w.r.t. θ, which is equivalent to minimising the sum of squared errors

MLE for σ² : differentiate and set equal to 0

Formulate the expected value for SS_error