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Le Max
  • Member for 9 years, 11 months
  • Last seen more than 7 years ago
  • Vienna
174 votes
7 answers
864k views

What's the difference between variance and standard deviation?

52 votes
5 answers
304k views

R - QQPlot: how to see whether data are normally distributed

26 votes
4 answers
14k views

Difference between regression analysis and analysis of variance?

21 votes
4 answers
102k views

Whats the relationship between $R^2$ and F-Test?

13 votes
1 answer
23k views

What are the connections between: the normal, the $\chi^2$ & the F distributions?

11 votes
2 answers
20k views

What are the degrees of freedom of a distribution?

9 votes
1 answer
712 views

Under which assumptions does the ordinary least squares method give efficient and unbiased estimators?

5 votes
2 answers
7k views

How to derive the first order autocorrelation coefficient of an AR(1) process?

5 votes
1 answer
16k views

Interpretation of a Durbin-Watson test?

5 votes
2 answers
13k views

How to get the expected counts when computing a chi-squared test?

4 votes
3 answers
171 views

Regression by the model $y_t = β + u_t$

4 votes
0 answers
4k views

What is the difference between a stochastic and a deterministic trend?

3 votes
1 answer
117 views

Proof of distribution $\chi_n ^2$?

2 votes
1 answer
115 views

The multiple regression model - The minimum sum of squares

2 votes
1 answer
78 views

Test on the properties of two betas?

1 vote
0 answers
63 views

How do you estimate a forecast interval for a conditional forecast?

1 vote
2 answers
492 views

Generalization for interpreting a test?

1 vote
1 answer
182 views

What happens to the covariance matrix when the errors are independent?

1 vote
0 answers
201 views

Standard deviation of errors

1 vote
1 answer
3k views

Gretl - calculate the estimated variance of the residuals

1 vote
1 answer
78 views

Whats the biggest difference in calculating a simple regression model with/without a constant term? [duplicate]

1 vote
1 answer
418 views

Does $y'y= \hat y' y + e'e$ hold for the least square model?

1 vote
1 answer
81 views

Showing that a certain random variable has variance $1$

0 votes
1 answer
1k views

Show that $E(XY) = σ_{XY} + μ_Xμ_Y$?

-1 votes
1 answer
98 views

How to test a large sample if it is normaly distributed?