Covariance Matrix, Regression Analysis, Standard Error, Confidence Interval, Hands On Tutorials.
the intercept β_1. ϵ is an [n x 1] size column vector of the model’s regression errors. When the model is fitted on a sample of size n, the fitted model’s equation can be written as: y = Xβ_cap + e Where, y and X have the same meaning as before. β_cap is a [3 x 1] size column vector contained the