Somewhat to my surprise, last month I got a great response to my post, "My Must-Read List" (HT's to Mark Thoma & Tyler Cowen). This past week I learned a lot by reading some terrific new papers on a variety of econometrics topics. Here they are, with some commentary, and in no particular order:
Friday, October 12, 2012
Degrees of Freedom in Regression
Yesterday, one of the students from my introductory grad. econometrics class was asking me for more explanation about the connection between the "degrees of freedom" associated with the OLS regression residuals, and the rank of a certain matrix. I decided to out together a quick handout to do justice to her question, and it occurred to me that this handout might also be of interest to a wider group of student readers.
So, here's what I wrote.
Subscribe to: Posts (Atom)