Loading...

FRM: Regression #3: Standard Error in Linear Regression

206,056 views

Loading...

Loading...

Transcript

The interactive transcript could not be loaded.

Loading...

Rating is available when the video has been rented.
This feature is not available right now. Please try again later.
Published on Apr 24, 2008

A simple (two-variable) regression has three standard errors: one for each coefficient (slope, intercept) and one for the predicted Y (standard error of regression). While the population regression function (PRF) is singular, sample regression functions (SRF) are plural. Each sample produces a (slightly?) different SRF. So, the coefficients exhibit dispersion (sampling distribution). The standard error is the measure of this dispersion: it is the standard deviation of the coefficient. For more great Financial Risk Management videos, visit the Bionic Turtle website! http://www.bionicturtle.com

Loading...

Advertisement
When autoplay is enabled, a suggested video will automatically play next.

Up next


to add this to Watch Later

Add to

Loading playlists...