Hi,
this question may be off topic:
the unbiased estimator of the variance of the errors in a
linear regression moedel with p coefficients is:
sigma2=sum((y-yi)^2)/(length(y)-p-1)
But what if i estimate transformations of the dependent an
independent variables (e.g. Box-Cox) too? May I calculate
the variance using
sigma2=sum((y-yi)^2)/(length(y)-2*p-1)
or should I use the first formula then?
Thank you,
Tim
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