Question: Consider the matrix form of a linear regression model: Y = XB + e . . Show that the least squares estimator of B is

Consider the matrix form of a linear regression model: Y=XB+e.. Show that
the least squares estimator of B is given by b=(X'X)^-1 X'Y. Hello, can u solve this? I dont understand how d/db b'X'Xb =2X'Xb. Can you help?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!