Proof : Gauss Markov theorem
https://pages.stat.wisc.edu/~st849-1/lectures/Ch04.pdf
https://math.stackexchange.com/questions/1542602/proof-of-gauss-markov-theorem
Proof of Gauss-Markov theorem
Theorem: Let $Y=X\beta+\varepsilon$ where $$Y\in\mathcal M_{n\times 1}(\mathbb R),$$ $$X\in \mathcal M_{n\times p}(\mathbb R),$$ $$\beta\in\mathcal M_{n\times 1}(\mathbb R ),$$ and $$\varepsilon\in\
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What makes inequality true in proof of Gauss Markov theorem
Elsewhere on this site, I found a very compact proof of the Gauss-Markov theorem, seen below. I don't understand the justification for the middle step with the inequality. Specifically, what proper...
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https://gregorygundersen.com/blog/2022/02/08/gauss-markov-theorem/
The Gauss–Markov Theorem
Informally, the Gauss–Markov theorem states that, under certain conditions, the ordinary least squares (OLS) estimator is the best linear model we can use. This is a powerful claim. Formally, the theorem states the following: Gauss–Markov theorem. In a
gregorygundersen.com