Timeline for Why shouldn't the denominator of the covariance estimator be n-2 rather than n-1?
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| Mar 9, 2017 at 17:31 | history | edited | CommunityBot |
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| Dec 11, 2015 at 20:30 | comment | added | mpettis | I came here because I had the same question as the OP. I think this answer gets at the nub of the point @whuber pointed out above: that the rule of thumb is that df ~= n - (parameters estimated) can be "vague, unrigorous, and potentially misleading." This points out the fact that though it looks like you need to estimate two parameters (xbar and ybar), you really only estimate one (xbar or ybar). Since the df should be the same in both cases, it must be the lower of the two. I think that is the intent here. | |
| Nov 24, 2015 at 14:14 | comment | added | whuber♦ | Could you elaborate on how this bears on the question of what denominator to use? The algebraic relation in evidence derives from the fact that the residuals relative to the mean sum to zero, but otherwise is silent about which denominator is relevant. | |
| Nov 24, 2015 at 8:09 | review | Late answers | |||
| Nov 24, 2015 at 8:27 | |||||
| Nov 24, 2015 at 7:54 | review | First posts | |||
| Nov 24, 2015 at 7:57 | |||||
| Nov 24, 2015 at 7:54 | history | answered | Uditg_ucla | CC BY-SA 3.0 |