Confidence intervals of linear multiple regression
3 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
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

My question is that why in post:https://stats.stackexchange.com/questions/16493/difference-between-confidence-intervals-and-prediction-intervals
and
they use sqaure root of Variance

rather than the standard error?? Where is the
?

0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Linear Regression dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!