Suppose I have a large sample of (x[i], y[i]). The sample variances and sample covariances are
sample_var x = 1/(n-1) sum ( x[i] - mean(x) )^2 sample_var y = 1/(n-1) sum ( y[i] - mean(y) )^2 sample_covar(x,y) = 1/(n-1) sum ( y[i] - mean(y) )(x[i]-mean(x)) If I want to obtain the standard error of the above estimates, what can I do? What should I calculate? Thank you for your help. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
