Derivation of OLS estimator (univariate case)
Oscar Galvez-Soriano
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Derivation of OLS estimator (univariate case)
255 просмотров · 1 г. назад
Oscar Galvez-Soriano
105 подписчиков
255 просмотров · 1 г. назад
This video explains the step-by-step derivation of the Ordinary Least Squares (OLS) estimator in the univariate case. We start from the linear regression model and use basic calculus to find the estimator that minimizes the sum of squared residuals.
#econometrics #ols #estimator #derivation #linearregression