Tagged Questions
0
votes
1answer
48 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 ...
2
votes
1answer
128 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 ...
1
vote
0answers
112 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) = ...
1
vote
2answers
167 views
Notation for nested factors that are random variables in R
I need to compute the estimate the variance component for my data.
I have the following model, y = gene, cell line, gene*cell line, DNA extract[cell line]
How do I write this for the lme function? ...
3
votes
1answer
354 views
How to obtain the variance of my dependent variable in a linear regression with R?
How can I obtained the estimated variance of a linear model when using R, i.e.
\begin{equation}
\widehat{var(y)}.
\end{equation}
