0
votes
0answers
15 views

Random variable variance

I have the model yi=β1+β2Xi+ui where ui∼iid N(0,σ2). I estimate β1 and β2 by drawing a straight line between the first (x1,y1) and last dot (xn,yn). So, β̂ 2 will be the slope of this straight line. ...
0
votes
0answers
24 views

Identification of linear regression function under $\ell_1$-norm criterion.

Consider a linear system \begin{align*} y = \theta^Tx + e, \end{align*} where $x\in\mathbb{R}^n$ and $e\in\mathbb{R}$ are independent Gaussian random variables with distribution $\mathcal{N}(0,I_n)$ ...
0
votes
0answers
41 views

standard deviation of residuals: PCR vs MLR

Does anyone know, why the standard deviation of the residuals of a PCR (principal component regression) is greater than the one of a "normal" MLR (multivariate linear regression)? Thanks!
0
votes
1answer
73 views

Regression vs. Normal Distribution

I have to estimate something using historical data. Should I find the equation of the curve of best fit to estimate? Or use a confidence interval, standard deviation, and a z-score to calculate it? ...
1
vote
2answers
387 views

Normal Distribution from Standard Deviation?

So I have a data set $(x_{1},y_{1}), (x_{2},y_{2}),\dots,(x_{n},y_{n})$ and from it I have the values of $\sum x$, $\sum x^{2}$, $\sum y$, $\sum y^{2}$, $\sum xy$. My question is, how do I find a ...
0
votes
1answer
69 views

Standard error of a statistic

the standard error of a standard deviation is given as : s/n^(1/2). Would the standard error of kurtosis and skewness follow the same idea? For example, se of kurtosis = kurtosis/n^(1/2)?
2
votes
0answers
2k views

Help with problem: Estimated Standard Deviation of Regression Equation (Simple Linear)

This is a practice problem. I've solved part (a). I have provided verified answers (from the published key) to all parts (a), (b) and & (c). I need help solving (b) and (c). Consider a simple ...