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2 votes

Considering 96 observation for estimating the intercept (rule of thumb)

As I recall, that recommendation for 96 is to get a precise estimate of the intercept (log-odds at reference conditions) in a logistic regression model. If all you care about is how changes in ...
EdM's user avatar
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1 vote
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How to solve the ARCH effect problem in estimating linear bivariate regression model?

Estimate a GARCH model where the conditional mean equation ($\mu_t$ below) corresponds to your bivariate regression. This way you will estimate the regression coefficients efficiently and will have ...
Richard Hardy's user avatar
1 vote

Expectation of reciprocal residual sum of squares

It depends. Suppose your points fall on a lattice. There's then a (small but) non-zero probability that $r_i$ is zero, so the expectation of $1/\|r_i\|^2$ is definitely infinite. Also, for any ...
Thomas Lumley's user avatar

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