linear regression;

  1. J

    Nullity test

    Good evening, I have a problem i can't solve. The data is: n=25 Y_i= Beta1 + Beta2 * x_i + Beta3 * z_i + epsilon_i B_hat = (2.341 1.616 0.014) SSR= 233.726 SST= 5843.15 sqrt(X*Xt)^(-1)_(3,3)= 0.00107 (square root of the bottom right coefficient of the (X*Xt)^(-1) matrix). The questions i'm on...
  2. S

    Why are two t-values identical?

    I have the following regression problem: The time series YA and YB are both regressed on X1 and an intercept term of ones. eA1 and eB1 are the residuals plus estimated intercept. Define X as X1 augmented with X2: X = [X1 X2]. (The means of the regressors in X are in general unequal to...
  3. V

    [Linear Regression, Theory] Adequacy of Simpler Linear Regression model

    Hi Folks, That's my first post so bear with me. Also, apologies in advance for the basic question, but rummaging through Wikipedia, YouTube (which has wonders!) Google of course and other resources did not help me figure this one out. Say that we compare this model E(y|x) = beta[0] +...