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typos mentioned in Inference Basics lecture
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pnewhook committed Feb 14, 2013
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Expand Up @@ -137,12 +137,12 @@ hist(sapply(sampleLm,function(x){coef(x)[2]}),col="blue",xlab="Slope",main="")
From the [central limit theorem](https://www.khanacademy.org/math/probability/statistics-inferential/sampling_distribution/v/central-limit-theorem) it turns out that in many cases:

$$\hat{b}_0 \sim N(b_0, Var(\hat{b}_0))$$
$$\hat{b}_1 \sim N(b_0, Var(\hat{b}_1))$$
$$\hat{b}_1 \sim N(b_1, Var(\hat{b}_1))$$

which we can estimate with:

$$\hat{b}_0 \approx N(b_0, \hat{Var}(\hat{b}_0))$$
$$\hat{b}_1 \approx N(b_0, \hat{Var}(\hat{b}_1))$$
$$\hat{b}_1 \approx N(b_1, \hat{Var}(\hat{b}_1))$$

$\sqrt{\hat{Var}(\hat{b}_0)}$ is the "standard error" of the estimate $\hat{b}_0$ and is abbreviated $S.E.(\hat{b}_0)$

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## Standardized coefficients

$$\hat{b}_0 \approx N(b_0, \hat{Var}(\hat{b}_0))$$
$$\hat{b}_1 \approx N(b_0, \hat{Var}(\hat{b}_1))$$
$$\hat{b}_1 \approx N(b_1, \hat{Var}(\hat{b}_1))$$

and

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## Confidence intervals

$$(\hat{b}_1 + T_{\alpha/2}\times S.E.(\hat{b}_1),\hat{b}_1 - T_{\alpha/2} \times S.E.(\hat{b}_1))$$
$$(\hat{b}_1 - T_{\alpha/2}\times S.E.(\hat{b}_1),\hat{b}_1 + T_{\alpha/2} \times S.E.(\hat{b}_1))$$

```{r,dependson="sampleReg"}
summary(sampleLm4)$coeff
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