Deriving & Understanding the Variance Formulas
نویسنده
چکیده
Throughout, we will only look at simple linear regression. The formulas are easier to understand, and the intuition is entirely the same. (The formulas are the same too, just reinterpreting X as vectors or matrixes as appropriate.) Also, just like in class we will do everything conditional on X. That means we will treat the values X1, X2, . . . , Xn as fixed numbers; they are not random. This doesn’t change any of the intuition either.
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