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-5
votes
0answers
21 views

identifiability of a linear regression [on hold]

If we have a generative model $X_2=X_1a_1+\varepsilon$ where $\varepsilon \sim \mathcal{N}(0,\sigma_2^2)$ do we have $X_1=X_2a_2+\varepsilon '$ where $\varepsilon \sim \mathcal{N}(0,\sigma_1^2)$ ...
1
vote
0answers
21 views

Linear regression coefficient for continuous functions [closed]

A correlation can be computed between two sets of points or between two continuous functions. A linear regression can be computed between two sets of points. Can it be computed between two ...
1
vote
1answer
97 views

Minimizing sum of absolute deviations

Suppose we want to find coefficients $b$ in $\underset{b}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n | y_{i}-b_{1}x_{i}-b_{0}\mid$. If we rewrite this problem in terms of linear ...
1
vote
0answers
48 views

Mathematical model building with dependent and independent variables [closed]

I have been working with data and building models on data. I have developed models in regression using cubic and power series. It works fine for variables with one dependent and one independent ...
8
votes
0answers
203 views

Testing contrasts in statistics: Is this provably a hard problem, or not?

Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ populations is a linear combination $\sum_{i=1}^r c_i ...