The Geometry of the

Gauss-Markov Theorem

Paul A. Ruud
Econometrics Laboratory
University of California, Berkeley

Tue Aug 1 11:30:32 PDT 1995

• Introduction
• Ordinary Least Squares Geometry
  • Summary of Ordinary Least Squares
  • Geometry
• The Gauss-Markov Theorem
  • Assumptions
  • Theorem
  • Projections
• Geometry of the Gauss-Markov Theorem
  • Spherical Distributions and Variance Spheres
  • Projections of the Variance Sphere and Variance Ellipsoids
• Mathematical Appendix
  • OLS as Orthogonal Projection
  • Proof of the Gauss-Markov Theorem
  • Variance Ellipsoids