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Suppose that you fit a linear regression model with including three parameters B = (Bo. B1. B2). You calculate the variance-covariance matrix of the
Suppose that you fit a linear regression model with including three parameters B = (Bo. B1. B2). You calculate the variance-covariance matrix of the least squares estimators and get 0.73 -0.2 -0.1 -0.2 1.21 0.3 -0.1 0.3 0.50 a) Based on this, what is the standard error of 3? b) What is the variance of Bo + B?
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Statistics And Data Analysis For Financial Engineering
Authors: David Ruppert
1st Edition
1461427495, 978-1461427490
