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MathGroup Archive 1995

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linear regression

  • To: mathgroup at christensen.cybernetics.net
  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg1626] linear regression
  • From: deb at alceon.com (David E. Burmaster)
  • Date: Fri, 7 Jul 1995 00:23:04 -0400

Dear MathGroupers

I have 20 pairs of data {xi, yi} for i = 1, 2, ...., 20
and I want to fit a straight line using ordinary least-squares.

I want to use the package Statistics`LinearRegression` to fit a model of
this form:

        y = a x + b, with x as the indep variable and y as the dep variable

The package reports the best fit for the coefficients with estiamtes of
their standard errors... so far so good...

Now for the question: Since the estimates for the two coefficients are
correlated, is there an easy way to get the correlation of ahat and bhat??

Or to draw the tilted ellipse of contours of their joint probability
distribution??

Thank you for your help!

and Happy Fourth!

Dave
David E. Burmaster
Alceon Corporation
Cambridge, MA







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