Timeline for Calculate the confidence that the data point is NOT explained by the regression
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jun 3 at 7:33 | vote | accept | Tibor | ||
| May 29 at 19:24 | comment | added | BigBendRegion | "Event studies" in finance sound similar. There are many tests that are used. | |
| May 29 at 15:35 | answer | added | Stephan Kolassa | timeline score: 2 | |
| May 29 at 15:25 | comment | added | minginator | You could do something like a Chow test (en.wikipedia.org/wiki/Chow_test) or variants of it, but this assumes that you know the break point. | |
| May 29 at 15:18 | comment | added | Dave |
Welcome to Cross Validated! I wanted to calculate a probability that this residual cannot be explained by the variance of the data. I think you need to pin down what you mean by this before how to do that can be determined. Could you please clarify what you mean?
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| S May 29 at 15:10 | review | First questions | |||
| May 29 at 17:12 | |||||
| S May 29 at 15:10 | history | asked | Tibor | CC BY-SA 4.0 |