1
vote
1answer
99 views

Least Squares Fits to Experimental Data

My attempt at making sense of the problem: The problem provides us with the sum of squares (SS; I believe that's the $18.1$). We can use the SS along with the number of samples $(21)$ to get the ...
2
votes
1answer
277 views

Retrieving standard deviations from OLS estimates

I am running a fixed effects regression in Stata: $y=\alpha+\beta D$ (omitting the FE), where $D$ is a dummy variable. Basically, I want the mean of group $D=0$ and of group $D=1$ after controlling ...
3
votes
2answers
849 views

Standard deviation of the sum of regression coefficients

I'm doing OLS estimation with an independent variable lagged as t-1, t-2, t-3, and t-4 (four beta coefficients). I would like to have the sum of these coefficients for interpreting the net impact of ...
8
votes
4answers
676 views

Bias towards natural numbers in the case of least squares

Why do we seek to minimize x^2 instead of minimizing |x|^1.95 or |x|^2.05. Are there reasons ...