FRM: Regression #3: Standard Error in Linear Regression
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FRM: Regression #3: Standard Error in Linear Regression
A simple (two-variable) regression has three standard errors: one for each coefficient (slope, intercept) and one for the predicted Y (standard error of regression). While the population regression function (PRF) is singular, sample regression functions (SRF) are plural. Each sample produces a (slightly?) different SRF. So, the coefficients ...
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