Measurement Errors, Linear Regression, Variance, Correlation.
is explicitly shown where needed but it can just as well be dropped for brevity. The * above the y is not a multiplication sign. We’ll explain what it is shortly. The error term ϵ is assumed to be normally distributed with a zero mean and variance σ²_ϵ, i.e. ϵ ~ N(0, σ²_ϵ). For the ith row in the