Recent content by Econstats

  1. E

    Does the standard error of the regression not need to be corrected by n?

    The standard error of an estimator is defined as the square root of the the estimator variance (or mean squared error (MSE) for unbiased estimators). More specifically, if we wanted to get the standard error of the sample mean \bar{X}, we would divide the variance of the sample that \bar{X} was...