VIDEOVariance-Covariance Matrix: An In Depth Tutorial

Covers: theory of Variance-Covariance Matrix
Estimated time needed: 20 minutes
Questions this item adddesses:
  • What is the variance covariance matrix and how does it describe the underlying distribution of data?
How to use this item?

Watch the whole video, Brandon does a great job of describing how to calculate the variance-covariance matrix, how to read one, and how to apply it real life contexts.

Fail to play? Open the link directly: https://www.youtube.com/watch?v=locZabK4Als
Author(s) / creator(s) / reference(s)
Brandon Foltz
Shortlist
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Linear Regression

Nour FahmyTotal time needed: ~50 minutes
Learning Objectives
Learn about linear regression.
Potential Use Cases
Linear regression is a fundamental regression technique.
Target Audience
INTERMEDIATE
Go through the following annotated items in order:
BOOK_CHAPTER 1. Linear regression: An Intro
  • The theoretical underpinnings of linear regression.
30 minutes
BOOK_CHAPTER 2. Classes of Restricted Estimators
  • What is an estimator? Enumerate the different ways one can estimate data.
10 minutes
VIDEO 3. Variance-Covariance Matrix: An In Depth Tutorial
  • What is the variance covariance matrix and how does it describe the underlying distribution of data?
20 minutes
ARTICLE 4. F-Statistic: A quick refresher
  • How do you determine the F-statistic and why do we use it?
10 minutes
ARTICLE 5. Scikit-learn implementation of Linear Regression
  • Implementing linear regression in scikit learn.
10 minutes

Concepts Convered