[R] variance of a linear model

Tim Hannig tim.hannig at gopenguin.com
Mon Sep 17 09:10:27 CEST 2001


this question may be off topic:

the unbiased estimator of the variance of the errors in a
linear regression moedel with p coefficients is:


But what if i estimate transformations of the dependent an
independent variables (e.g. Box-Cox) too? May I calculate
the variance using


or should I use the first formula then?

Thank you,
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