 The Truth about Linear Regression by Cosma Rohilla Shalizi (source code)

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= The Truth about Linear Regression by Cosma Rohilla Shalizi
{c}
{tag=Work by Cosma Rohilla Shalizi}
{title2=20 October 2025 manuscript}

Primary text: https://www.stat.cmu.edu/~cshalizi/TALR/TALR.pdf

Cited passages: Chapter 21, section 21.3, printed pp. 363–365: Gauss–Markov optimality among response-linear unbiased estimators under stated covariance assumptions. The manuscript distinguishes optimal linear prediction from additional Gaussian sampling assumptions.

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