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Thread: Simple Linear Regression

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    Simple Linear Regression




    Dear Experts,

    Q1) In simple linear regression:

    a) Under what situations will the estimates b0 and b1 not be well-defined?

    b) What is the meaning for this mathematical meaning?

    Q2) In simple linear regression, how to estimate a 0.9 quantile of the conditional distribution?

    Thanks a lot!

    Tony_Danny

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    Re: Simple Linear Regression

    Hi! We are glad that you posted here! This looks like a homework question though. Our homework help policy can be found here. We mainly just want to see what you have tried so far and that you have put some effort into the problem. I would also suggest checking out this thread for some guidelines on smart posting behavior that can help you get answers that are better much more quickly.

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    Re: Simple Linear Regression


    Dear CowboyBear,

    I have ever read through the various textbooks on regression and no one cover what is meant by "not well-defined". I think the word "well-defined" can have numerous meanings, not understand the exact meaning. For example, if the distribution of the error term is not normal, then the regression estimates are not well-defined. For another example, if there exist influential observations, they are also not well-defined.

    For the second question, I had never came across with quantile regression!

    Best,

    Tony_Danny

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