Timeline for Regression Analysis -- Correlation of Residuals
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 13, 2016 at 22:11 | vote | accept | Minaj | ||
| Jan 13, 2016 at 21:39 | comment | added | Glen_b | What are "high level ideas"? If the errors are dependent in some way (perhaps detected by examining residuals) an appropriate model depends on the form of dependence you have. | |
| Jan 13, 2016 at 20:45 | answer | added | Repmat | timeline score: 2 | |
| Jan 13, 2016 at 19:51 | answer | added | Jordan Collins | timeline score: 0 | |
| Jan 13, 2016 at 19:17 | comment | added | Minaj | Did you mean using bootstrapping to estimate the confidence intervals? | |
| Jan 13, 2016 at 18:55 | comment | added | Minaj | @Repmat how would bootstrapping remove the correlations? Same question for clustering -- how does it solve this issue? | |
| Jan 13, 2016 at 18:51 | comment | added | Repmat | Robust standard errors that do not require serially uncorrelated errors. Ala Newey west, bootstrap or clustering to name a few. | |
| Jan 13, 2016 at 18:51 | comment | added | JohnK | Residuals are correlated by construction, do you perhaps mean the errors? | |
| Jan 13, 2016 at 18:47 | history | asked | Minaj | CC BY-SA 3.0 |