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The variance of OLS estimator

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Message #3422 of 4094 |

Dear all statisticians_group member.

Can any body help me to show how to derive the variance of Ordinary Least
Squares (OLS) estimator?

y=a+bx+e
I have seen the variance of OLS estimator a and b.
var[a] and var[b], but I don't know how to derive those variance. Please help
me. Thank you very much.

Sat May 2, 2009 12:23 pm

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"A. Riadi" <a_riadi_a@...>

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Message #3422 of 4094 |

Expand Messages	Author	Sort by Date
Dear all statisticians_group member. Can any body help me to show how to derive the variance of Ordinary Least Squares (OLS) estimator? y=a+bx+e I have seen...	A. Riadi a_riadi_a	May 2, 2009 12:24 pm
A Riadi, I advise you to consult a standard textbook on this topic. These variances are almost always presented in introductory statistics texts. ... From: A....	Andrew Hartley khahstats	May 2, 2009 5:37 pm
Thank you for your advice. I have read from this link: http://connection.cwru.edu/econ326/mod4/A/Computing%20Variance%20of%20Simple%20OLS%20Estimator.doc It...	Riadi a_riadi_a	May 2, 2009 9:55 pm
A Riadi, for some reason the link you provided is not opening for me. However, if you express the model in matrix form, as y=x*beta + epsilon, where the...	Andrew Hartley khahstats	May 2, 2009 11:06 pm
hello everyone, im new to the group. just thought i'd say hello and ask for some help with a stats problem. im studying bees and am trying to find if there is...	slop badgerd senoryardstick	May 3, 2009 1:00 am
David, if you obtain a p-value, what would it tell you about your proposed null hypothesis (H) of absolutely no correlation between distance D & relatedness R?...	Andrew Hartley khahstats	May 3, 2009 4:35 am
thanks for your your advice andrew, though im not sure how i would go about permuting all the possible combinations of 10 nests without some sort of computer...	slop badgerd senoryardstick	May 3, 2009 6:05 pm
David, Yes I hope someone in the group has worked with your type of spatial correlation data. True, you would need computer software to permute even an...	Andrew Hartley khahstats	May 3, 2009 6:51 pm

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