YouTube T2-14 Linear regression: Sample Regression Function

Nicole Seaman

Director of CFA & FRM Operations
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In theory, there is one population (and one population regression function). Each sample varies and generates its own sample regression function (SRF). Therefore, the regression coefficients generated by the SRF are random variables; e.g., their standard deviations are the standard errors produced by the regression summary. In this illustration, the population is n = 420 pairs of: student test scores (TESTSCR) regressed against student-teacher ratios (STR).

David's XLS: http://trtl.bz/2G8CSN3

 
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