ANOVA Matrix Form Multiple Linear Regression

In this video I present the Analysis of Variance (ANOVA) in the case of the Matrix Form of the Multiple Linear Regression Model. I provide formulas and shortcuts for calculating SSE and SST. We then proceed to construct the ANOVA table and discuss the F statistic and how to determine the critical value and when to reject the Null Hypothesis. 0:00 Introduction 0:44 SSR, SSE and SST 03:13 SSE in the Matrix Form 04:24 SST in Matrix Form 08:26 ANOVA Table 13:22 F statistic 14:55 Hypothesis Testing #ANOVA #Econometrics #Regression