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41 The variance formula for the multiple regression
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YouTubeAxiom Tutoring
41 The variance formula for the multiple regression
This video explores the variance formula for beta one hat in econometrics, highlighting how it changes from simple to multiple regression. We delve into the intuition behind the new term, 1 minus rj squared, and its crucial role in accounting for multicollinearity. Learn why this term acts as a penalty when regressors overlap in information ...
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