C Ordinary Least Squares and Poisson Regression Models

With an assumption of normality for the regression error term, OLS also corresponds to Maximum Likelihood (ML) estimation. The note contains the statistical model and all expressions that are needed to carry out estimation and essential model diagnostics. Both concise matrix notation as well as more extensive full summation notation are employed, to provide a direct link to “loop” structures in the software code, except when full summation is too unwieldy (e.g., for matrix inverse). Some references are provided for general methodological descriptions.