update week 37

This commit is contained in:
Morten Hjorth-Jensen
2024-09-09 06:10:45 +02:00
parent 0cc7d1ed49
commit b16b859d7d
8 changed files with 194 additions and 194 deletions
+3 -3
View File
@@ -339,7 +339,7 @@ p(\bm{\beta}\vert\bm{D})\propto p(\bm{D}\vert\bm{\beta})p(\bm{\beta}).
\]
!et
We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta}$!
We have a model for $p(\bm{D}\vert\bm{\beta})$ but need one for the _prior_ $p(\bm{\beta})$!
!split
@@ -710,10 +710,10 @@ unknown parameter such as the parameters $\bm{\beta}$ from linear regression.
With the OLS expressions for the parameters $\bm{\beta}$ we found
$\mathbb{E}(\bm{\beta}) = \bm{\beta}$, which means that the estimator of the regression parameters is unbiased.
We found also that the variance of the estimate of the $j$-th regression coefficient is
In the exercises this week we show that the variance of the estimate of the $j$-th regression coefficient is
$\bm{\sigma}^2 (\bm{\beta}_j ) = \bm{\sigma}^2 [(\mathbf{X}^{T} \mathbf{X})^{-1}]_{jj} $.
This quantity will be used to
This quantity can be used to
construct a confidence interval for the estimates.