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 ...
White (2004) remark, their results do not justify using the variance of the bootstrap distribution to consistently estimate the asymptotic variance of the QMLE. Here, we fill this gap for the spe- cial case of the least squares estimator for linear dynamic models. In particular, we give ...
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 estimators is derived and evaluated numerically. The results suggest that, generally...
Standard Error of Estimate (SEE) A linear regression gives us a best-fit line for a scatterplot of data. The standard error of estimate (SEE) is one of the metrics that tells us about the fit of the line to the data. The SEE is the standard deviation of the errors (or residuals)....
What does the standard error of the difference tell us? Using the computer output given below, find the standard error of estimate. Calculate the standard error of the estimated slope. The standard error is equal to ___. In literal terms, what is the standard error of the mean? What...
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
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 ...
Standard error of regression: as a biased estimator of the standard deviation of an error term 来自 掌桥科研 喜欢 0 阅读量: 109 作者:坂野,慎哉,Sakano,Shinya 关键词:回帰の標準誤差 不偏推定量 ガンマ分布 ガンマ関数 一般化ガンマ分布 standard error of regression unbiased estimator gamma ...
美 英 un.标准差的标准误 英汉 un. 1. 标准差的标准误 释义: 全部,标准差的标准误
Using the computer output given below, find the standard error of estimate. What is the standard error of estimate? Find the standard error of the given values of x and n: x=112, n=242. For the data set shown below. How to compute the standard error? The value in the numerator of ...