Download Cheatsheet of Formulae - Intermediate Statistics 2 | and more Study notes Statistics in PDF only on Docsity! ECON 2202 FORMULAE ns d t d / )( 21 ; 11 )( 222 2 n dnd n dd s iid 2 2 2 1 2 1 2121 nn xx Z 21 2121 11 nn s xx t p 2 )()( 2 )1()1( 21 2 22 2 11 21 2 2 2 12 21 nn xxxx nn snsn s ii p 2 2 2 1 2 1 2121 n s n s xx t 1 )/( 1 )/( int* 2 2 2 2 2 1 2 1 2 1 2 2 2 2 1 2 1 n ns n ns n s n s df 21 21 11 )1( )( nn pp pp Z pp 21 2211 21 21 nn pnpn nn XX p p n s td d2/ 2 2 2 1 2 1 2/21 nn Zxx 2 2 2 1 2 1 ,2/21 * n s n s txx df 21 2/21 11 nn stxx p 2 22 1 11 2/21 )1()1( n pp n pp Zpp 2 2 2 )1( ns 2 min 2 max s s F 2 2 j i s s F k i i ii E EO 1 2 2 )( r i c j ij ijij E EO 1 1 2 2 )( SST = SSB + SSW k i n j ij i xxSST 1 1 2)( 2 1 )( xxnSSB i k i i k i n j iij i xxSSW 1 1 2)( ji kNk nn MSW q 11 2),(, SST = SSB + SSBL + SSW 2 1 )( xxkSSBL j b j b MSWt kb 2 )1)*(1(,2/ SST = SSA + SSB + SSAB + SSE 22222 2 2 2 222222 )()( ))(( yynxxn yxxyn n y y n x x n yx xy ynyxnx yxnxy yyxx yyxx r 2 1 2 n r r t 222 2 2221 )( ))(( xxn yxxyn n x x n yx xy xnx yxnxy xx yyxx b xbyb 10 1 1 bs b t ibi stb 2/ MSE kn SSE s 1 21 )( xx b n x x MSE xnx MSE xx MSE sb 2 2 2221 )( SST = SSE + SSR 22 2 ynyyySST 222 ˆˆ ynyyySSR SST SSE SST SSR R 12 xybybyyyeSSE 10 222 ˆ )1/( )1/( 1 1 1 )1(1 222 nSST knSSE kn n RRR A )1( 1 2 jR VIF 2 2 2/ 1 ˆ xx xx n sty p 2 2 2/ 1 1ˆ xx xx n sty p
