For a paper summarizing the most important theorems and proofs of regression theory.

1. Click here for The Theorems, containing

• Distributuions and expectations of quadratic forms
• Idempotent matrices
• Properties of Least squares estimates
• Likelihood function
• Distribution of regression statistics
• Markov Theorem
• Hypothesis testing
• Constrained estimation
• Lagrange multiplier, Wald and Likelihood ratio tests
• Recursive residuals