2020-05-18から1日間の記事一覧

Deriving covariance and variances of coefficients <slope and intercept> of Simple Linear Regression <Var(beta), Cov(beta0, beta1)>

Suppose a simple linear regression model: This post will explain how to obtain the following formulae: ①. \begin{align} \displaystyle Var( \hat{\beta _ 1}) &= Var \left ( \frac{ \sum ^{n}_{i=1} (X_i - \bar{X} ) Y_i }{s^{2}_{x}} \right ) \\…