Multiple Linear Regression Hypothesis Testing in Matrix Form
In this video I cover the basic ideas and formulas needed to carry out simply hypothesis testing in the matrix formulation of the multiple linear regression model. I also talk about the Mean Squared Error (MSE) as an estimator of the sigma squared in the regression model. I then cover how we use the t-test in a regression model and how we can identify the Rejection regions based on the formulation of our hypothesis.
#Regression
#Matrix
#Hypothesis
0:00 Introduction
0:51 Mean Squared Error
2:14 Standard Error
5:42 Test Statistic (t statistic)
8:15 Rejection Regions