跳到主要內容

發表文章

目前顯示的是 三月, 2015的文章

Internal Restriction on Residuals in Linear Regression Model

Mei-Yu Lee (2014) proposes a new concept about the central limit theorem of the residuals from the view of the restriction of the residuals. Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures, Journal of Statistical and Econometric Methods, 3(3), 1-22. The general concept of central limit theorem is about a group of variables, {X1, ..., XT}, whose average value approaches to the population mean when T is large enough.
Thus, when the number of the residuals becomes larger, each residual does not necessarily occur the property of central limit theorem, but the sample mean of the residuals converges to the mean of the errors.  
The fact is that the residuals are Normal distribution, but the errors are not necessary Normal distribution. 
Lee (2014) provides the evidences and gives an reason due to the conditions of the zero sum of the residuals and the zero sum of the residuals multiplied by the independ…