Timeline for Is the average of N linear regression coefficients equivalent to the regression coefficients for the entire dataset?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 21, 2023 at 22:41 | vote | accept | hhh3 | ||
| Oct 21, 2023 at 11:51 | answer | added | Steven Gubkin | timeline score: 0 | |
| Oct 20, 2023 at 16:21 | comment | added | seanv507 | so using the averaged coefficients will give you a higher residual on the full data set than the regular LS estimate. | |
| Oct 20, 2023 at 15:00 | comment | added | hhh3 | I read that the estimates are unbiased and that their averages therefore tend the true coefficients. I was just wondering if there is a difference between the two ways of describing the coefficients. From the answers below, it seems they the rate at which they 'converge' is the same. | |
| Oct 20, 2023 at 11:49 | comment | added | seanv507 | why do you ask? you could combine the separate covariances to get the same coefficients | |
| Oct 20, 2023 at 11:22 | answer | added | Math-fun | timeline score: 1 | |
| S Oct 20, 2023 at 11:14 | review | First questions | |||
| Oct 20, 2023 at 11:33 | |||||
| S Oct 20, 2023 at 11:14 | history | asked | hhh3 | CC BY-SA 4.0 |