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Basic statistics help, regression

  1. Feb 10, 2012 #1
    1. The problem statement, all variables and given/known data
    Ive two questions not directly relating to a problem but just stat in general.

    i)
    In Swedish what is called the "help variable" for a regression equation: y=u'*B where u' is the vector of explaining variables (x1,...,xn) can apparently be written in many ways..

    One way is this:

    ([itex]\bar{X}[/itex]-μ) / s*√(u[itex]^{T}[/itex](X[itex]^{T}[/itex]X)[itex]^{-1}[/itex]u)

    OR

    in some cases Ive found its written:

    ([itex]\bar{X}[/itex]-μ) / s*√(1 + u[itex]^{T}[/itex](X[itex]^{T}[/itex]X)[itex]^{-1}[/itex]u)

    ii)

    is variance s=√(μ/n)?

    2. Relevant equations

    What is the difference? It obviously affects the interval when you calculate it whether or not you have a 1 there or not.


    3. The attempt at a solution
     
  2. jcsd
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