Content deleted Content added
Kchstspmohi (talk | contribs) m The indexing for the regression coefficients here uses the variable k, but the description uses the variable j. I changed the description to k so that it matches the example equation |
|||
Line 20:
for each observation ''i'' = 1, ... , ''n''.
In the formula above we consider ''n'' observations of one dependent variable and ''p'' independent variables. Thus, ''Y''<sub>''i''</sub> is the ''i''<sup>th</sup> observation of the dependent variable, ''X''<sub>''ik''</sub> is ''k''<sup>th</sup> observation of the ''k''<sup>th</sup> independent variable, ''
In the more general multivariate linear regression, there is one equation of the above form for each of ''m'' > 1 dependent variables that share the same set of explanatory variables and hence are estimated simultaneously with each other:
| |||