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nicefella
  • Member for 11 years, 8 months
  • Last seen more than 9 years ago
  • Maybach, Germany
48 votes
7 answers
18k views

Intuitive explanation of convergence in distribution and convergence in probability

13 votes
3 answers
26k views

Simple linear regression fit manually via matrix equations does not match lm() output

7 votes
1 answer
2k views

When is the inverse of the Fisher Information exact? (MLE)

6 votes
1 answer
3k views

Hypothesis testing with Neyman–Pearson (finding cutoff quantile of Poisson dist)

6 votes
1 answer
7k views

Distribution of test statistic under null and alternative

5 votes
1 answer
7k views

Show that the sample covariance converges in probability to the $Cov(X,Y)$

5 votes
1 answer
300 views

Show that $\widehat{\operatorname{Cov}(\hat{\mu},Z_i)}$ is always zero even $\operatorname{Cov}(\mu,Z_i)$ is not always $0$

4 votes
1 answer
260 views

Identifying $\beta_1$ with one instrumental variable and one exogenous variable

4 votes
2 answers
242 views

If $E[Y|X]=a$ for some constant $a\neq 0$, then does $cov(X,Y)=0$?

4 votes
1 answer
3k views

Finding an unbiased estimator with the smallest variance

4 votes
1 answer
56 views

Significance of $1$ in the model: $Y_i=1[B_0+B_1X_i\geq \epsilon_i]$ in Binary Choice Model?

3 votes
3 answers
454 views

Confused on the interpretation of regression coefficients

3 votes
0 answers
237 views

Asymptotic distribution of $\hat{B_1}$in simple linear regression

2 votes
1 answer
105 views

Algebraic manipulation of $Var(Y|X)=E[(Y-E(Y|X))^2|X]$

2 votes
1 answer
163 views

Show that $E[\mu_i^2|X_i]=\sigma^2$ and $Var(\mu_i|X_i)=\sigma^2$

2 votes
2 answers
199 views

Why is this test statistic standard normal? Simple question

1 vote
0 answers
85 views

Finding a Random Variable $X$ on the sample space with given cdf

1 vote
1 answer
4k views

Using R to calculate qt (t-dist) using qf(f dist) help?

1 vote
1 answer
75 views

How to find the levels (+ or -) using the words in a Fractional Factorial?