Tagged Questions
0
votes
2answers
301 views
How do I calculate standard errors for sums of OLS coefficients?
I'm estimating a simple OLS regression model of the type: $y = \beta X + u$
After estimating the model, I need to generate a weighted combination of coefficients (e.g. $w_1 \beta_1 + w_2 \beta_2$) ...
3
votes
1answer
242 views
What is the impact of low predictor variance on logistic regression coefficient estimates?
Let's say I am using a logistic model to predict whether it rains (yes or no) based on the high temperature and have collected data for the past 100 days. Let's say that it rains 30/100 days. ...
2
votes
1answer
4k views
Standard errors for multiple regression coefficients?
I realize that this is a very basic question, but I can't find an answer anywhere.
I'm computing regression coefficients using either the normal equations or QR decomposition. How can I compute ...
0
votes
2answers
2k views
Extract standard errors of coefficient linear regression R [duplicate]
Possible Duplicate:
How do I reference a regression model's coefficient's standard errors?
If I have a dataset:
...
1
vote
0answers
95 views
Can I combine Standard errors of coefficients with an unbalanced data set?
I have just read the answers to the question ...... Adding coefficients to obtain interaction effects - what to do with SEs?
.......and found this really helpful! I am looking to do something similar ...
