STAT 440 - Forecasting
Lecture Review #11 - Matrix Computations in Regression

A copy of the class handout on matrix arithmetic can be found here. A copy of the class handout on doing matrix computations in Microsoft Excel is here.

Review questions:

1) What is the matrix formula for computing linear regression coefficients?

2) Why is the “X” matrix in this computation augmented with a column of 1’s?

Computational exercises:

Standard story line: we’re predicting a student’s "knowledge festival" grade, given the number of hours of sleep s/he got the night before, and the number of times s/he skipped class. Data are below.

Use matrix methods to compute the intercept and slopes. Use statistical software (Excel or SPSS or whatever) to check your answers.