0
$\begingroup$

Suppose we have a variable y which is dependent on 2 variables say x1 and x2.

Then I can understand how we can compute Sum of squares due to x1 and x2. For instance we may have Type I Sum of squares where each variable is entered sequentially or Type III sum of squares where each variable is entered in the last.

My query is : How do we go from the Sum of Squares to the OLS coefficients?

Are the OLS coefficients different if we have unbalanced data and we use Type I vs Type III sum of squares ?

I am a self taught kind of person so please pardon my simple query.

$\endgroup$

Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Browse other questions tagged or ask your own question.