Simple linear regression: Difference between revisions

Revision as of 18:42, 6 July 2009

Revision as of 23:25, 21 July 2009

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</math>

Hence the [[Hessian matrix]] of ''Q'' is given by

:<math>

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Since <math> |D^2 Q(\alpha, \beta)| > 0 </math> and <math> 2n > 0 </math>, <math> D^2 Q(\alpha, \beta) </math> is positive definite for all <math> (\alpha, \beta) </math> and <math> (\hat{\alpha}, \hat{\beta}) </math> is a minimum.

The [[covariance matrix]] is given by the inverse of the Hessian matrix.

[[Category:Regression analysis]]