Results for: standard-error-of-the-regression-coefficient

What does a high t statistic mean?

Assuming you mean the t-statistic from least squares regression, the t-statistic is the regression coefficient (of a given independent variable) divided by its standard error. The standard error is essentially one estimated standard deviation of the data set for the… Full Answer

Properties of regression coefficient-statistics?

8.7.4 Properties of Regression Coefficients: (a) Correlation coefficient is the geometric mean between the regression coefficients. (b) If one of the regression coefficients is greater than unity, the other must be less than unity. (c) Arithmetic mean of the regression… Full Answer

What rhymes with efficient?

deficient omniscient proficient sufficient beneficent coefficient inefficient insufficient self-sufficient drag coefficient phi coefficient absorption coefficient regression coefficient correlation coefficient differential coefficient multiple correlation coefficient ummm, sufficient. that's the only thing that's come to my head

What does a large F-statistic mean?

The F-statistic is a test on ratio of the sum of squares regression and the sum of squares error (divided by their degrees of freedom). If this ratio is large, then the regression dominates and the model fits well. If… Full Answer

When are OLS estimators BLUE?

For Classical Regression Model the OLS or Ordinary Least Squares - estimators (or the betas) are BLUE (Best, Linear, Unbiased, Estimator) when : The regression is linear in the coefficients, it is correctly specified and has an additive error term… Full Answer