Interview Question

Interview City of London, England (UK)

derive the formula for the variance of OLS from scratch

Tags:
technical
Answer

Interview Answer

4 Answers

0

delta^2*(x'x)^(-1)

Interview Candidate on Oct 19, 2011
3

I think you meant: sigma^2*(x'x)^-1

Anonymous on Apr 12, 2012
0

Both of these are wrong. Beta_hat = (X'X)^(-1)(X'Y)

Anonymous on Aug 18, 2013
0

https://en.wikipedia.org/wiki/Proofs_involving_ordinary_least_squares

Anonymous on Jul 16, 2015

Add Answers or Comments

To comment on this, Sign In or Sign Up.