Confidence intervals of linear multiple regression

4 Ansichten (letzte 30 Tage)
Mingyang Sun
Mingyang Sun am 2 Apr. 2021
Bearbeitet: Mingyang Sun am 2 Apr. 2021
Considering following linear multiple regression model:
where observations , coefficents and is a white Gaussian noise term.
By the definition of the confidence interval:
where is the critical value, and standard error
I understand that
and
they use sqaure root of Variance
rather than the standard error?? Where is the ?

Antworten (0)

Produkte

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by