9 февр. 2012 г. · It is often assumed that the data errors are normally distributed, at least approximately, or that the central limit theorem can be relied on to produce ...

23 мар. 2024 г. · The point is that the entire set of errors does have a normal distribution, whereas for each X value this is NOT true.

2 сент. 2020 г. · As a general principle it is not necessarily true that random measurement errors are mean zero or Normal or constant variance. Some examples.

9 мар. 2017 г. · If the error is the sum of many iid random variables then it will be approximately normally distributed, as just seen.

30 дек. 2014 г. · If we drop just homoskedasticity we can calculate robust standard errors and clustered standard errors easily. If we drop normality altogether ...

26 сент. 2023 г. · In OLS, the errors do not have to have a normal distribution or even any particular distribution at all. All OLS does is solve the correspondence.

9 сент. 2020 г. · Normal errors are much more important to inference (hypothesis testing and confidence intervals) than prediction. See my recent answer here.

7 нояб. 2018 г. · In linear regression, if the random error is normally distributed, does this mean the response is normal as well? In particular if ϵ ~ N(0,σ2) ...

26 сент. 2021 г. · Short answer. Note that ε = Y − µ and that E(ε) = 0, Var(ε) = σ2, i.e. if ε ∼ N(0,σ2) then Y ∼ N(µ, σ2). If ε = Y − µ then Y = µ + ε.

6 июл. 2020 г. · Under the assumption of a normal error distribution, ˆβ has a normal distribution with variance related to the underlying error variance σ2.