28 Sep
2004
28 Sep
'04
1:31 p.m.
In the fourth bullet of the set up "where", it should read:
\mu and \sigma^2 are the mean and variance parameters of the normal
distribution.
Note that \sigma is the paramter (not \sigma^2), but that \sigma^2 is the
variance. Thus, we set \sigma, not \sigma^2. And the handout from section
should be \sigma^2 = e'e/(n-k) as someone noted. The correction is up.
Don't think about standard error or standard deviation at all.
----- Original Message -----
From: "Matthew Ryan Smith" <smith21(a)fas.harvard.edu>
To: <gov2001-l(a)lists.fas.harvard.edu>
Sent: Tuesday, September 28, 2004 3:59 PM
Subject: [gov2001-l] Problem Set Typo(?)
Minor thing:
Sigma is defined as the *variance* of the Normal distribution in the
bullet points that provide the set up for the variables in problem 2.
However, both in the equation above this setup and in the ones that
follow it, sigma seems to be treated as the *standard deviation* of the
distribution.
I assume we were meant to define it as the standard deviation...is this
correct?
Thanks,
Matt
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