variance-covariance

As a first step, the program draws simulations of the main and ancillary parameters from their asymptotic sampling distribution, in most cases a multivariate normal with mean equal to the vector of parameter estimates and variance equal to the variance-covariance matrix of estimates.4

American Grace Robert D. Putnam 2010

However, the way the reduction occurs uses the variance-covariance matrix to select the data series that correlate most closely with the dependent variable temp.

Whitfield SubCommittee: Edward Wegman Testimony « Climate Audit 2006

There are variance-covariance methods that could be used maybe to do what you describe.

Whitfield SubCommittee: Witnesses to be questioned « Climate Audit 2006

In the STATA code I apply a variance-covariance matrix that is specifically derived for handling data sets where some variables are in groups.

Lambert on square root cosine latitude « Climate Audit 2005

The correction for the group clustering effect is to account for it in the specification of the variance-covariance matrix.

Lambert on square root cosine latitude « Climate Audit 2005

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading The variance-covariance matrix of β ˆ We'll generally want to ask questions about single coef fi cients in the model-e. g, is β2 different from zero?

Recently Uploaded Slideshows thaddunning 2010

For this, we'll only need the (square roots of the) diagonal elements of the variance-covariance matrix of β.

Recently Uploaded Slideshows thaddunning 2010

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading The variance-covariance matrix of β ˆ Each element of the p × 1 vector β is itself a random variable, ˆ with a variance and a covariance with every other element.

Recently Uploaded Slideshows thaddunning 2010

The proposed mixture model for functional clustering of gene expression profiles provides a flexible framework for estimating the number of mixing components, the periodic means of each component, and the variance-covariance structures.

PLoS ONE Alerts: New Articles Ning Li et al. 2010

Statistical inference The regression model Estimating the model The OLS estimator Hypothesis testing The variance of the OLS estimator When the assumptions break down Background reading Deriving the variance-covariance matrix of β ˆ Since β = β + (X X) − 1 X ˆ

Recently Uploaded Slideshows thaddunning 2010