## A Compilation of Theorems about Regression Theory

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