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Re: st: standard errors in regression


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: standard errors in regression
Date   Tue, 15 Aug 2006 12:02:17 -0500

I'd double that: the explicit expressions are good for small
(bivariate) situations, but the general formulae in multiple
regression are through matrix inversion and stuff (or better yet,
heteroskedasticity consistent versions, etc.)

On 8/15/06, Alan Neustadtl <alan.neustadtl@gmail.com> wrote:
[...]
Many statistics books devote the bulk of their attnetion to the
bivariate case and less time to the extension of statistical tests to
the multivariate case since th elogic is similar.  Furthermore, I
notice disagreement about the df's across books.  Of couse, the df's
are less importnt with larger sample sizes.
--
Stas Kolenikov
http://stas.kolenikov.name
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