MTH-416, REGRESSION ANALYSIS Lecture Notes - Decision Rule, Simple Linear Regression, Indian Institute Of Technology Kanpur
6 Apr 2023
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Document Summary
Sometimes in practice, a model without an intercept term is used in those situations when all. For example, in analyzing the relationship between the velocity ( )y of a car and its acceleration ( velocity is zero when acceleration is zero. Using the data ( the direct regression least-squares estimate of. 1,2,, i n x i i i x y i i. 1b is positive which insures that 1b. 1 i x e y i i n. 2 x i and an unbiased estimator of. 1,2,, ) n i s i are independent and identically distributed following a normal. N now we use the method of maximum likelihood to estimate the parameters of the. 2 (0, distribution linear regression model y i x i i. The likelihood function of the given observations ( x y and unknown parameters i i. The normal equations are obtained by partial differentiation of log-likelihood with respect to and equating them to zero as follows:
