In this post, we will discuss about Standard Error of Regression Coefficients. The precision of an OLS estimated regression Coefficient is measured by its variance, which is proportional to $\sigma^2$, the variance of the error term in the regression model. One can quantify the precision of an Ordinary Least Squares (OLS) estimated regression coefficient by its standard error. The Standard Error: Precision of an OLS Estimated Regression Coefficient…

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