Regression

Deriving the OLS formula as a means of approximating the conditional expectation function

Applying the SVD to the regression framework

To what extent do the coefficients obtained from a regression carried out at the group level correspond to the estimates at the individual level?

Deriving the OLS estimator via the maximum likelihood approach

Establishing the OLS formula via the method of moments approach

Deriving the OLS estimator - projection method

This post is the first in a series of my study notes on regression techniques. It covers regression as a solution to the least squares minimisation problem