scunning1975 / mixtape

Data and Program files for Causal Inference: The Mixtape
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Typo in book - Probability and Regression Review, page 71, equation 2.44 #31

Closed Roobite closed 1 year ago

Roobite commented 2 years ago

Now, under the first, fourth, and fifth, assumptions, we can write: ... V(y|x) = σ^2

Should be V(u|x) = σ^2?

kylebutts commented 1 year ago

I think both are equivalent actually! $E(y \vert x) = x\beta$, so $Var(y \vert x) = Var(u \vert x)$