Consider the multiple regression model y=xβ +εlon . Assume that εlon∼N_(n)(0,σ (2)I) and therefore y∼N_(n)(xβ ,σ (2)I) . b. We have seen that ((n-k-1)S_(e)(2))(σ...
a) Variance
b) Degrees of freedom
c) Sample size
d) Regression coefficient