Multivariate covariance and variance matrix operations

From the course by Johns Hopkins University
Advanced Linear Models for Data Science 2: Statistical Linear Models
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From the lesson
Introduction and expected values
In this module, we cover the basics of the course as well as the prerequisites. We then cover the basics of expected values for multivariate vectors. We conclude with the moment properties of the ordinary least squares estimates.

Meet the Instructors

  • Brian Caffo, PhD
    Brian Caffo, PhD
    Professor, Biostatistics
    Bloomberg School of Public Health