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2017 Aug 14
1
weight in lm
...;t see why that page doesn't cite: https://en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation ... which had several citations including to Johnson, Kotz and Balakrishnan, v 1, ch 13 sect 8.2. I dug out my copy from the bottom of a large pile of tomes that I had not reshelved and can confirm that the formula is almost (but not quite) the same as appears in print. JK&M give a formula (p 127) with no derivation or citation: E[S] = sigma*( 2/n )^(1/2)*Gamma(n/2)/Gamma[ (n-1)/2 ] Whereas the Wikipedia page citing a 1968 TAS article gives: E[S] =...
2017 Aug 14
1
weight in lm
> On 14 Aug 2017, at 13:43 , Spencer Graves <spencer.graves at effectivedefense.org> wrote: > > > > On 2017-08-14 5:53 AM, peter dalgaard wrote: >>> On 14 Aug 2017, at 10:13 , Troels Ring <tring at gvdnet.dk> wrote: >>> >>> Dear friends - I hope you will accept a naive question on lm: R version 3.4.1, Windows 10 >>> >>> I