Sumários
[P06] Multiple Regression Analysis - Functional form (II) and Dummy variables (I)
27 Outubro 2016, 09:30 • Luís Silveira Santos
Topics on functional form and RESET test.
Exercise 6.C3, 9.C1i), 7.1 and 7.2 [Wooldridge, 5th ed.]
T09
26 Outubro 2016, 11:00 • Isabel Proença
Using dummies for multiple categories: comparisons against the base group; comparisons between any two groups in the regression equation. Incorporating ordinal information using dummy variables. Interactions involving dummies. Testing for differences in the regression functions across groups.
T08
25 Outubro 2016, 11:30 • Isabel Proença
Describing qualitative information. A single dummy independent variable: definition of dummy variable; including a dummy v. in the linear regression model; dummy variable trap; interpretation of the coefficient of the dummy variable; changing the group base; statistical significance; Interpretation of coefficients of the dummy independent variable when the dependent variable appear in logarithmic form: exact percentage vs. logarithmic approximation (example W7.5).
[P05] Multiple Regression Analysis - Functional form (I)
20 Outubro 2016, 09:30 • Luís Silveira Santos
Exercise 6.1, 6.3, 6.4, 6.6 (topics), 6.C2, 6.C3 (topics), 9.C1i) (topics) [Wooldridge, 5th ed.]