a***m
发帖数: 74 | 1 In a multivariate linear regression model, if the observations are
correlated with a known pairwise correlation coefficient,
how would the parameter and standard error estimate deviate from the same
model with independent observations?
If the correlation is very small, are there ways to correct the parameter
and standard error obtained from the model with independent observations to
estimate the parameter and standard error for the model with correlated
observations?
Any help is appreciated! |
|
