You are on page 1of 95

ST-609: Linear Models

Dr. Ismail Shah


ishah@qau.edu.pk

Department of Statistics
Quaid-i-Azam University

1 / 123
Introduction

2 / 123
Linear Models and Regression Analysis

3 / 123
Linear Models and Regression Analysis

4 / 123
Linear Models and Regression Analysis

5 / 123
Linear Models and Regression Analysis

6 / 123
Linear Models and Regression Analysis

7 / 123
Linear Models and Regression Analysis

8 / 123
Linear Models and Regression Analysis

9 / 123
Step in Regression Analysis

10 / 123
Step in Regression Analysis

11 / 123
Step in Regression Analysis

12 / 123
Step in Regression Analysis

13 / 123
Step in Regression Analysis

14 / 123
Step in Regression Analysis

15 / 123
Step in Regression Analysis

16 / 123
Step in Regression Analysis

17 / 123
Step in Regression Analysis

18 / 123
Step in Regression Analysis

19 / 123
Step in Regression Analysis

20 / 123
Step in Regression Analysis

21 / 123
Step in Regression Analysis

22 / 123
Step in Regression Analysis

23 / 123
Step in Regression Analysis

24 / 123
Step in Regression Analysis

25 / 123
The Simple linear regression model

26 / 123
The Simple linear regression model

27 / 123
The Simple linear regression model

28 / 123
The Simple linear regression model

29 / 123
The Simple linear regression model

30 / 123
Direct regression

31 / 123
Reverse (inverse) regression method

32 / 123
Orthogonal regression

33 / 123
Least absolute deviation regression

34 / 123
Ordinary least squares estimates

35 / 123
Ordinary least squares estimates

36 / 123
Ordinary least squares estimates

37 / 123
Ordinary least squares estimates

38 / 123
Ordinary least squares estimates

39 / 123
Ordinary least squares estimates

40 / 123
Ordinary least squares estimates

41 / 123
Properties of the direct regression estimators

42 / 123
Properties of the direct regression estimators

43 / 123
Properties of the direct regression estimators

44 / 123
Properties of the direct regression estimators

45 / 123
Properties of the OLS

Can you prove this!

46 / 123
Residual sum of squares

47 / 123
Properties

48 / 123
Properties

49 / 123
Centered Model

50 / 123
Centered Model

51 / 123
Centered Model

52 / 123
Matrix Algebra

53 / 123
Matrix Algebra

54 / 123
Matrix Algebra

55 / 123
Matrix Algebra

56 / 123
Matrix Algebra

57 / 123
Matrix Algebra

58 / 123
Matrix Algebra

59 / 123
Matrix Algebra

60 / 123
Multiple linear regression model

61 / 123
Multiple linear regression model

62 / 123
Multiple linear regression model

63 / 123
Multiple linear regression model

64 / 123
Multiple linear regression model

65 / 123
Multiple linear regression model

66 / 123
Multiple linear regression model

67 / 123
Multiple linear regression model

68 / 123
Multiple linear regression model

69 / 123
Multiple linear regression model

70 / 123
Multiple linear regression model

71 / 123
Multiple linear regression model

72 / 123
Multiple linear regression model

73 / 123
Multiple linear regression model

74 / 123
Multiple linear regression model

75 / 123
Multiple linear regression model

76 / 123
Multiple linear regression model

77 / 123
Multiple linear regression model

78 / 123
Multiple linear regression model

79 / 123
Multiple linear regression model

80 / 123
Multiple linear regression model

81 / 123
Multiple linear regression model

82 / 123
Multiple linear regression model

83 / 123
Multiple linear regression model

84 / 123
Multiple linear regression model

85 / 123
Multiple linear regression model

86 / 123
Multiple linear regression model

87 / 123
Multiple linear regression model

88 / 123
Multiple linear regression model

89 / 123
Multiple linear regression model

90 / 123
Multiple linear regression model

91 / 123
Multiple linear regression model

92 / 123
Multiple linear regression model

93 / 123
Multiple linear regression model

94 / 123
Multiple linear regression model

95 / 123

You might also like