Timeline for How do I calculate the variance-covariance matrix for a set of 2-D data points with errors: (x, y, dy)
Current License: CC BY-SA 3.0
12 events
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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| Dec 29, 2016 at 16:32 | history | edited | Steven C. Howell | CC BY-SA 3.0 |
square the errors for the weight matrix
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| Dec 29, 2016 at 16:31 | vote | accept | Steven C. Howell | ||
| Dec 29, 2016 at 16:31 | answer | added | Steven C. Howell | timeline score: 0 | |
| Dec 29, 2016 at 15:25 | history | edited | Steven C. Howell | CC BY-SA 3.0 |
fix typo
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| Dec 29, 2016 at 1:38 | history | tweeted | twitter.com/StackStats/status/814284425710157829 | ||
| Dec 24, 2016 at 1:36 | history | edited | Steven C. Howell | CC BY-SA 3.0 |
add further information
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| Dec 23, 2016 at 17:08 | answer | added | Steven C. Howell | timeline score: 1 | |
| Dec 23, 2016 at 15:29 | comment | added | Steven C. Howell | @whuber, The $dy$ values are the error estimates for the dependent variables, $y$. I just updated the question to reflect this. | |
| Dec 23, 2016 at 15:28 | history | edited | Steven C. Howell | CC BY-SA 3.0 |
explain the varables
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| Dec 23, 2016 at 15:26 | comment | added | whuber♦ | I believe the answer to this question requires a clearer explanation of what exactly the "$dy$" values represent. (I suspect their squares might be proportional to the diagonal elements of $M$, but there's not enough information here to be sure.) Could you tell us about the $dy$? | |
| Dec 23, 2016 at 15:02 | history | asked | Steven C. Howell | CC BY-SA 3.0 |