Hi Folks,
Could anyone point me to a good reference on linear regression models? Specifically,
I am trying to gain an intuitive feel for how the standard error values are calculated
for the parameter estimates. My understanding is that these are computed using the
variance-covariance matrix computed from the input data matrix. Although I think I
understand the math, I still don't have a good gut feel for why one parameter is
attributed with a larger standard error than the next parameter.
Also, I am interested in knowing how to test that two parameters are significantly
different from one another.
Thanks in advance for your help.
-James
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