MTH-416, REGRESSION ANALYSIS Lecture Notes - Lecture 48: Simple Linear Regression, Standard Deviation, Observational Error
6 Apr 2023
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Document Summary
As a measure of the distance between any two points, 1 squared distance (wssd) x x. "2 x , use the weighted sum of i k. D ii j x ij x i j. The pairs of points with small values of x -space. "iid are near neighbours , i. e. , they are relatively close together in. 2 iid are widely separated is x -space. "iid can be used to obtain an estimate of pure error. residuals at two points with a small value of. The estimate is obtained from the range of residuals at the points i and. There is a relationship between the range of a sample from a normal population and the population standard deviation. For example, for sample size = 2, this relationship is. 2 so obtained is an estimate of the standard deviation of pure error.
