correcting typos

This commit is contained in:
Morten Hjorth-Jensen
2021-09-10 06:41:29 +02:00
parent 146e70d762
commit 5ea4680ee7
7 changed files with 10 additions and 15 deletions
+1 -2
View File
@@ -1036,8 +1036,7 @@ where we have used that $\mathbb{E} (\mathbf{Y} \mathbf{Y}^{T}) =
\sigma^2 \, \mathbf{I}_{nn}$. From $\mbox{Var}(\bm{\beta}) = \sigma^2
\, (\mathbf{X}^{T} \mathbf{X})^{-1}$, one obtains an estimate of the
variance of the estimate of the $j$-th regression coefficient:
$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 \sqrt{
[(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} }$. This may be used to
$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $. This may be used to
construct a confidence interval for the estimates.