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Inference in the General Normal Linear Model

Inference in the General Normal Linear Model. Hypothesis Testing Under General Linear Model. Current model: Y=X ? + e How is the dependent variable, Y, influenced by changes in explanatory variables?

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932 views • 67 slides

Hypothesis Testing Under General Linear Model

Hypothesis Testing Under General Linear Model. Previously we derived the sampling property results assuming normality: Y = X b + e where e t ~N(0, s 2 ) ? Y~N(X b , s 2 I T ) b s =(X ' X) -1 X ' Y, E( b s )= b Cov( b s )= ? ? = s 2 (X ' X) -1 b l ~N( b , s 2 (X ' X) -1 )

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433 views • 30 slides

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Inference in the General Normal Linear Model

Hypothesis Testing Under General Linear Model