Timeline for Correlation of residuals and explanatory variables
Current License: CC BY-SA 4.0
7 events
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| Jan 12 at 13:43 | comment | added | Christoph Hanck |
@marlon, indeed, orthogonality always holds: For reg <- lm(y~0+x) we still have, by the OLS properties whuber mentions, that crossprod(resid(reg),x) $\approx0$. But, since the mean of the residuals is not zero here (it must be zero when we have a constant, as $\text{cst}'\hat u=0$ is the orthogonality condition for the constant, so that the sum is zero, and hence also the mean). Hence cor(resid(reg),x) is not zero.
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| Dec 13, 2023 at 8:55 | history | edited | Sextus Empiricus | CC BY-SA 4.0 |
added 298 characters in body
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| Dec 13, 2023 at 8:51 | history | rollback | Sextus Empiricus |
Rollback to Revision 1
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| Dec 13, 2023 at 8:39 | history | edited | Sextus Empiricus | CC BY-SA 4.0 |
added 478 characters in body
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| Dec 13, 2023 at 8:21 | history | bounty ended | Marlon Brando | ||
| Dec 13, 2023 at 8:20 | vote | accept | Marlon Brando | ||
| Dec 12, 2023 at 9:53 | history | answered | Sextus Empiricus | CC BY-SA 4.0 |