Economics Stack Exchange Archive

Finding N and R-Squared in Multiple linear regression model

• posted by: defel on 2012-04-10
• tagged: econometrics
• score: -1

For an estimated egression of the form:

Yi = b0 + b1X1 + b2X2 + ei for i=1…N where b0 b1 and b2 are all OLS esimators

And given the following:

a matrix BETA containing the estimators

the var-cov(BETA)

the standard error of the regression

How can I use this information to calculate the R-Squared and the Number of observations?

No Answers

There were no answers to this question.

---

All content is licensed under CC BY-SA 3.0.