OurBigBook.comSite Source code

Normal linear-model confidence ellipsoid

With

σ^{2} = ∥ Y - X β ∥^{2} / (n - p)

, a simultaneous

(1 - α)

confidence region for

β

is

(β - β)^{T} X^{T} X (β - β) \leq p σ^{2} F_{p, n - p} (1 - α) .

Table of contents 48 1
- Cook's distance Normal linear-model confidence ellipsoid 34

 Ancestors (6)

 Incoming links (1)

Solution