Class 5 (Module II)

28 Março 2022, 09:30 • Jorge Filipe Campinos Landerset Cadima

[Slides 139-153] and Linear Model Exercise 18 a)b)c)e). The problem with using the Normal distribution for beta-hat_j: the unknown variance sigma^2 of the random errors. Estimating sigma^2 with the Residual Means Square (QMRE) and its effect on the pivot quantity for inference on the model parameters beta_j. Confidence intervals for individual beta_j. Hypothesis tests for individual beta_j. An example: Exercise 18 (videiras dataset).
Nota: Esta aula foi leccionada na segunda-feira, dia 4.4.22, das 9h45 às 12h25, na Sala S1, simultaneamente presencial e por zoom.