standard_error_of_regression_coefficient
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| standard_error_of_regression_coefficient [2026/07/01 05:58] – hkimscil | standard_error_of_regression_coefficient [2026/07/01 06:02] (current) – hkimscil | ||
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| ====== in Multiple Regression ====== | ====== in Multiple Regression ====== | ||
| In multiple regression, the SE of a coefficient \(\beta _{j}\) is calculated using matrix algebra as | In multiple regression, the SE of a coefficient \(\beta _{j}\) is calculated using matrix algebra as | ||
| - | * $SE(\hat{\beta}_j) = \sqrt{s^2 \cdot C_{jj}}$, | + | * $SE(\hat{\beta}_j) = \displaystyle |
| * where $(s^{2})$ is the residual variance and | * where $(s^{2})$ is the residual variance and | ||
| * $(C_{jj})$ is the corresponding diagonal element of the variance-covariance matrix $((X^TX)^{-1})$. | * $(C_{jj})$ is the corresponding diagonal element of the variance-covariance matrix $((X^TX)^{-1})$. | ||
| + | how to calculate standard error of regression coefficient in multiple regression | ||
standard_error_of_regression_coefficient.txt · Last modified: by hkimscil