Is there a residual variance function 
Author Message
 Is there a residual variance function

Hi

What function should I use to estimate the  residual variance?

Thanks for your help
MH



Sat, 27 Mar 2004 09:59:46 GMT  
 Is there a residual variance function

Quote:

>What function should I use to estimate the  residual variance?

Least squares or maximum likelihood estimator?

One or multiple independent variables?

If Excel's statistical functions were reliable, you'd use

=INDEX(LINEST(Y,X,,True),5,2)

to get the residual sum of squares. Unfortunately, they're not reliable, so
you'd need to roll your own. See

http://groups.google.com/groups?q=g:thl1548527874d&hl=en&selm=3BB1DAE...
05%40mediaone.net

for the best approach for single independent variable least squares
estimators.



Sat, 27 Mar 2004 14:11:31 GMT  
 Is there a residual variance function
Interesting thread

Do you think the reliability has improved with Excel 2000 or later?

The Covariance is fixed in Excel 2000
http://support.microsoft.com/support/kb/articles/Q215/7/06.ASP?LN=EN-...
n&FR=0


Quote:

> >What function should I use to estimate the  residual variance?

> Least squares or maximum likelihood estimator?

> One or multiple independent variables?

> If Excel's statistical functions were reliable, you'd use

> =INDEX(LINEST(Y,X,,True),5,2)

> to get the residual sum of squares. Unfortunately, they're not reliable,
so
> you'd need to roll your own. See

http://groups.google.com/groups?q=g:thl1548527874d&hl=en&selm=3BB1DAE...

- Show quoted text -

Quote:
> 05%40mediaone.net

> for the best approach for single independent variable least squares
> estimators.



Sat, 27 Mar 2004 19:39:46 GMT  
 
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