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Competitive Stats
Q151Section III (Statistics)151 of 180

Regression residuals — correlated and heteroscedastic even when the errors aren't

In the multiple linear regression setup under the assumption that the random errors ε1,ε2,…,εn\varepsilon_1,\varepsilon_2,\dots,\varepsilon_n are uncorrelated and homoscedastic, the residual variables e1,e2,…,ene_1,e_2,\dots,e_n are:

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