- F Statistic You Are Given X Data Of Size N Describe Monte Carlo Algorithm For Checking That In An Ols Regression Y B 1 (20.85 KiB) Viewed 10 times
F-statistic: You are given x data of size n. Describe Monte Carlo algorithm for checking that in an OLS regression y = B
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
F-statistic: You are given x data of size n. Describe Monte Carlo algorithm for checking that in an OLS regression y = B
F-statistic: You are given x data of size n. Describe Monte Carlo algorithm for checking that in an OLS regression y = B + B₁x + u, with u~ N(0,1), F-statistic has 0 F-distribution F(1, n - 2).