November 2016
Intermediate to advanced
303 pages
10h 25m
German
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7Lineare Regression
Anmerkung zur Notation
Eine Reihe von Formeln, die in der linearen Regression, insbesondere der einfachen linearen Regression, wichtig sind, werden im Rahmen der Aufgaben eingeführt.
Vorweggenommen werden soll hier die Einordnung wichtiger statistischer Modelle. Welches Modell man für richtig erachtet, ist dabei wichtig für die Wahl der richtigen Formel, insbesondere in der schließenden Statistik. Auf Vollständigkeit wird hierbei verzichtet. Viellmehr sollen die Modelltypten erwähnt werden, die dann auch in den Aufgaben eine Rolle spielen werden.
(Xi, Yi)T , i = 1, . . . , n seien Zufallsvektoren; Xi und Yi sind dabei Zufallsvariablen. Gegeben sei ein einfaches lineares Regressionsmodell
für das die folgenden Annahmen gelten: ...
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