mean trend of 5 time series regressions

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aine gormley
aine gormley 2018-10-31
评论： aine gormley 2018-11-1
Hi, so I have completed 5 x linear regressions (same variable on same time series, just measured in 5 different ways). Now I am trying to compute the mean trend (of the 5). Is it using the mean_slope = mean (slope etc.)? or can anyone point me in the right direction as I am going round in circles. Thank you for your time!
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dpb
dpb 2018-11-1
Why not just combine all the data and fit it?
If the sample space and weights are similar for the five measurements and the assumptions of similar noise distribution hold, then the two results will be essentially the same; there being a sizable difference would be indicative of something not being consistent amongst the datasets--of course, that probably would show up by a significant difference in estimates from one set to another as well.
aine gormley
aine gormley 2018-11-1
Ah -sometimes the simplest solution is the right way! thanks a million for your time :-)

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