# Tagged Questions

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### What is “estimated unbiased variance of the error term”?

Disclosure: This is a homework question. I have fit a multiple linear regression model in eviews, and I am asked to calculate "estimated unbiased variance of the error term, i.e., $\hat\sigma^2$". ...
238 views

### If you run OLS regression on cross sectional data, should you test for autocorrelation in residuals?

I have a set of observations, independent of time. I am wondering whether I should run any autocorrelation tests? It seems to me that it makes no sense, since there's no time component in my data. ...
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### Modelling a skewed, 10-point Satisfaction variable

I am trying to replicate and hopefully improve on an analysis done in a study to find determinants of patient satisfaction after shoulder surgery. Satisfaction is heavily skewed (with over 60% of ...
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### Hierarchical regression using residuals

Edit: Perhaps my first asking (see below) was a little too ambitious. The crux of the question is this: in a linear regression setting, is there anything statistically invalid about regressing the ...
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### Hypothesis testing using only RSS

I have been presented with an interesting regression question: Suppose I have a "black box" that will calculate the residual sum of squares: $RSS=(Y-X\hat{\beta})'(Y-X\hat{\beta})$ for any standard ...
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### Does multi-response linear regression introduce artificial correlation among response residuals?

This is a multi-response linear regression experiment. I generate a random matrix of gaussian noise $\mathcal{N}(0,1)$ sized 10x6 called $Y_N$. I then generate an independent response $X$ via either ...
### Proof that sum of residuals and sum of $\hat{Y}$ residuals is 0
Can someone give me a hint on how to do this. All I was given is the MLR model $$Y=BX+E$$ (all of them are vectors) and the hat matrix $H$ lemma.