Is there any difference between a regression model and a fitted model?

Posted by Sungyeon Hong on Saturday 26 October 2013 at 13:28

(category : Informations Générales)

Is there any difference between a regression model and a fitted model?

Posted by Sungyeon Hong on Saturday 26 October 2013 at 13:28

Comments

Yes, there is. In the context of this course, a regression model refers to any member of the parametric class of Gaussian linear models Y = X*beta + epsilon, where epsilon follows N(0,sigma^2*I). Fitted model refers to a certain member of this class obtained by estimating the parameter beta using the maximum likelihood / least squares estimator.

Posted by Mikael Kuusela on Saturday 26 October 2013 at 18:00

Wow, thanks for your clear comment!

Posted by Sungyeon Hong on Saturday 26 October 2013 at 19:43