I just revisited class 1.7.4 (Regression class 4 by Karan sir). As per your answer, é is standard error i.e. sqrt(MSR). But Karan sir has clearly stated that "e" here is calculated as y-y'. It's not standard error. And he did not divide it by n-k-1. Please clarify.
I just revisited class 1.7.4 (Regression class 4 by Karan sir).
As per your answer, é is standard error i.e. sqrt(MSR).
But Karan sir has clearly stated that “e” here is calculated as y-y’. It’s not standard error. And he did not divide it by n-k-1.
Please clarify.
Thanks for the answer Kumail. But please see the photo again (highlighted area) S*²r is further written as ΣW×é²÷ΣW. It has not been divided by n-k-1. Please confirm if n-k-1 has to be incorporated in it.
Thanks for the answer Kumail. But please see the photo again (highlighted area)
S*²r is further written as ΣW×é²÷ΣW. It has not been divided by n-k-1. Please confirm if n-k-1 has to be incorporated in it.
JB Statistic Hypothesis testing
Please accept my request on LinkedIn. I want to discuss something
Please accept my request on LinkedIn. I want to discuss something
See lessJB Statistic Hypothesis testing
Actually, as per Karan sir it is wrong.
Actually, as per Karan sir it is wrong.
See lessCorrecting Heteroscedasticity by white corrected standard errors
I just revisited class 1.7.4 (Regression class 4 by Karan sir). As per your answer, é is standard error i.e. sqrt(MSR). But Karan sir has clearly stated that "e" here is calculated as y-y'. It's not standard error. And he did not divide it by n-k-1. Please clarify.
I just revisited class 1.7.4 (Regression class 4 by Karan sir).
See lessAs per your answer, é is standard error i.e. sqrt(MSR).
But Karan sir has clearly stated that “e” here is calculated as y-y’. It’s not standard error. And he did not divide it by n-k-1.
Please clarify.
Correcting Heteroscedasticity by white corrected standard errors
Thanks for the answer Kumail. But please see the photo again (highlighted area) S*²r is further written as ΣW×é²÷ΣW. It has not been divided by n-k-1. Please confirm if n-k-1 has to be incorporated in it.
Thanks for the answer Kumail. But please see the photo again (highlighted area)
See lessS*²r is further written as ΣW×é²÷ΣW. It has not been divided by n-k-1. Please confirm if n-k-1 has to be incorporated in it.
Hypotheses Testing
Suppose my sample size n=12. Then, T stat = (1.5-2)/12÷√12 = -0.1443 T critical= 1.7958 So we accept the Null?
Suppose my sample size n=12.
Then, T stat = (1.5-2)/12÷√12 = -0.1443
T critical= 1.7958
So we accept the Null?
See lessMultivariate class 1.4.2
Actually that's exactly my doubt. How is the mean of IID, mu?
Actually that’s exactly my doubt. How is the mean of IID, mu?
See less