Timeline for Can I use chi-square to test goodness-of-fit in a generalized least-squares regression?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Jul 18, 2021 at 16:48 | vote | accept | Mathieu | ||
| Mar 23, 2018 at 13:03 | comment | added | deasmhumnha | Yes, but note that the GLS estimator is unchanged by scaling of C. The relative structure of C is what provides improved efficiency to GLS, not the absolute scale, just as the magnitude of the variance in LLS is unimportant as long as it is approximately constant. | |
| Mar 23, 2018 at 11:05 | comment | added | Mathieu | Won't the coefficient of determination will be the same if I multiply $C$ by an arbitrary factor? My initial choice of $\chi^2$ was motivated by the need to estimate whether my assigned uncertainties ($C$) are sufficient to explain the fit residuals $r$. It seems to me that I'm losing that piece of information if I use $R^2$. | |
| Mar 23, 2018 at 9:05 | history | edited | deasmhumnha | CC BY-SA 3.0 |
added 275 characters in body
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| Mar 23, 2018 at 8:49 | history | answered | deasmhumnha | CC BY-SA 3.0 |