This paper considers the estimation of the 'standard error of estimate' after a preliminary test of restrictions in a linear regression model. A finite-sample expression for the risk of a family of such pre-test
The standard error of the estimate is a measure of the accuracy of predictions. Recall that the regression line is the line that minimizes the sum of squared deviations of prediction (also called the sum of squares error). The standard error of the estimate is closely related to this ...
The results of a multivariate linear regression analysis, which includes the HWDI and age variables, yielded a BF% for men of 34.508 - 0.159 (HWDI) + 0.161 (age) [adjusted [R.sup.2] = 0.215, standard error of estimate (SEE) = 5.37%, p < 0.001], and, for women, 53.35 - 0.265 ...
If the error term is normally distributed and satisfies the four assumptions detailed in the simple regression chapter, the estimators are normally distributed with expected values equal to the parameters they estimate: a∼N[α,standarddeviationofa]bi∼N[βistandarddeviationofbi] To compute the ...
The standard error of theregression(S), also known as the standard error of theestimate, represents the average distance that the observed values fall from the regression line. Conveniently, it tells you how wrong the regression model is on average using the units of the response variable. Smal...
Standard error is used to estimate the standard deviation of the sampling distribution. If the standard error is high then the dataset is considered unstable meaning that addition of new observations will have a higher effect on the sample mean. Also, a small standard error indicates that the ...
More importantly, the function form of h(‧) is usually unknown, then there is no way to systematically estimate h(X i ). This is why, in practice, we usually only run OLS with robust standard error. The critical points: If the errors are homoskedastic and you use the heterosked...
美 英 un.概算标准误差;预测的标准误 英汉 un. 1. 概算标准误差 2. 预测的标准误
In general, how is the magnitude of the standard error of estimate related to the value of correlation?Correlation and Standard errorThe linear regression between two variables is referred to as correlation. The standard error is the spread of the sampling distribut...
We suggest a procedure based on Efrons bootstrap method as a way of estimating the standard error. It is shown, through simulations, that the bootstrap method provides a more accurate estimate of the standard error of the empirical Bayes estimator than the traditional large sample method.doi:...