Chapter 2 M2: MLR with matrices
In this module, we start exploring new ground: looking at regression the way the professionals do (i.e., with matrices and random variables). Along with this, we’ll be getting used to thinking about multi-dimensional spaces, which can make it easier to understand what’s happening in regression as well as in other methods we’ll see later on.
I’ve also included some material here on random variables, distributions, expected value, variance, etc. Not all of this will necessarily be new to you, but it can serve as an extra reference.
Some of these sets of notes come with a “response moment.” You don’t need to write down your answers to these (unless they also show up on the pre-class questions assignment), but it’s good to take a minute or so to think about them – they are designed to help you check your own understanding of what you’ve just seen.