Mastering Regression Analysis: From Linear Models to QR Decomposition & Maximum Likelihood.

‪@MEARLADVISOR_1‬

Unlock the foundations of regression analysis with this in-depth lecture.
📊 In this session, the professor walks through the mathematical and statistical underpinnings of regression analysis, with a focus on linear regression, moment generating functions (MGFs), and practical applications in finance and other disciplines.

You’ll learn:

✅ The basics of multiple linear regression

✅ The role of the moment generating function in proving distribution properties

✅ Why β-hat (beta hat) follows a multivariate normal distribution

✅ How the QR decomposition simplifies least squares estimation

✅ The meaning of the hat matrix (Q Qᵀ) in regression

✅ Key statistical results: independence of β-hat & residuals, chi-squared & t-distribution links

✅ Why ordinary least squares (OLS) are also maximum likelihood estimates

This lecture blends theory with practical insights, making it perfect for students, researchers, and professionals who want to master regression analysis for finance, economics, data science, and applied statistics.

🔔 Don’t forget to subscribe for more lectures on statistics, econometrics, and quantitative finance!
#RegressionAnalysis, #linearregression, #statisticslecture