bakav
Apr11-11, 04:27 PM
Hi,
can we assume that the noise term in multiple regression model has a Normal distribution with mean 0 and with covariance matrix (instead of the scalar variance). I know about the multivariate regression where noise has a covariance matrix. But my question is about the possibility of having a covariance matrix for a multiple regression model.
Thanks
can we assume that the noise term in multiple regression model has a Normal distribution with mean 0 and with covariance matrix (instead of the scalar variance). I know about the multivariate regression where noise has a covariance matrix. But my question is about the possibility of having a covariance matrix for a multiple regression model.
Thanks