standard_error_of_regression_coefficient
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| standard_error_of_regression_coefficient [2026/07/01 03:03] – old revision restored (2026/05/30 07:20) hkimscil | standard_error_of_regression_coefficient [2026/07/01 06:02] (current) – hkimscil | ||
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| \end{eqnarray*} | \end{eqnarray*} | ||
| + | ====== in Multiple Regression ====== | ||
| + | In multiple regression, the SE of a coefficient \(\beta _{j}\) is calculated using matrix algebra as | ||
| + | * $SE(\hat{\beta}_j) = \displaystyle \sqrt{s^2 \cdot C_{jj}}$, | ||
| + | * where $(s^{2})$ is the residual variance and | ||
| + | * $(C_{jj})$ 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.1782875017.txt.gz · Last modified: by hkimscil