Re: ecotrix

Posted by happy on Jun 14, 2017; 3:12am
URL: http://discussion-forum.276.s1.nabble.com/ecotrix-tp7605527p7605531.html

d. p value provide the smallest level of significance at which the null hypothesis would be rejected, it can't exceed 1, where test statistic (like t-statistic and f-statistic) can exceeds 1.

j. Y^ = a + bX + u
  because slope coefficient is 0.

 Y^ = a +u

in deviation form
y^ = u - E(u)

which doesn't depend on X
E((y^)^2) also doesn't depend on X

So, both conditional and unconditional variance will be same