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Multiple Regression

[Home] [Up] [Introduction] [Criterion] [OLS] [Assumptions] [Inference] [OLS] [MLE] [Multiple Regression]


The Multiple Linear Regression Model is an generalization of the Simple Linear Regression Model that was described in the previous sections.

The mathematical treatment of the Simple Linear Regression Model was based upon "standard" algebra. Due to the complexity of the Multiple Regression Model, it is necessary to make use of Elementary Matrix Algebra such that the formal derivations remain compact - hence more "readable".

The multiple regression model is explained in the context of two statistical approaches:

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the Ordinary Least Squares approach to multiple regression

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the Maximum Likelihood Estimation approach to multiple regression

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Introduction
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OLS
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Multiple Regression
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