update week 37
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@@ -339,7 +339,7 @@ p(\bm{\beta}\vert\bm{D})\propto p(\bm{D}\vert\bm{\beta})p(\bm{\beta}).
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\]
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!et
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We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta}$!
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We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta})$!
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!split
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@@ -710,10 +710,10 @@ unknown parameter such as the parameters $\bm{\beta}$ from linear regression.
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With the OLS expressions for the parameters $\bm{\beta}$ we found
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$\mathbb{E}(\bm{\beta}) = \bm{\beta}$, which means that the estimator of the regression parameters is unbiased.
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We found also that the variance of the estimate of the $j$-th regression coefficient is
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In the exercises this week we show that the variance of the estimate of the $j$-th regression coefficient is
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$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $.
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This quantity will be used to
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This quantity can be used to
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construct a confidence interval for the estimates.
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