# Tagged Questions

93 views

### Bound for Arithmetic Harmonic mean inequality for matrices?

NOTE: This question has originally been posted in MSE, but it did not generate any interest. It was first posted there, because the question itself is a pure matrix-algebra question. Nevertheless, ...
271 views

### (Why) do overfitted models tend to have large coefficients?

I imagine that the larger a coefficient on a variable is, the more ability the model has to "swing" in that dimension, providing an increased opportunity to fit noise. Although I think I've got a ...
61 views

### Var(AZ)=A Var(Z) A^T?

I am learning linear models, and I do not understand the following: $\text{Var}(AZ)=A \text{Var}(Z) A^T$ where $A$ is a constant matrix. I want to know the variance $\widehat{\beta}$ in a linear ...
212 views

### Should raw data or residuals be used to check homogeneity of variance?

Unexpectedly for me (!) I've recently learnt that: "We have assumed that the error terms, $\epsilon_{ij}$, of the variates in each sample will be independent, that the variances of the error terms ...
161 views

### Variance decomposition in linear regression model

Consider the linear model $y = \mathbf{X}\mathbf{\beta} + \epsilon$. The residual variance-covariance matrix is given by $\text{Var}(\epsilon)$. Greene's textbook* states that: Var(\epsilon) = ...
How can I obtained the estimated variance of a linear model when using R, i.e. $$\widehat{var(y)}.$$