Sumários
Lecture 6
25 Outubro 2021, 10:30 • Paulo Parente
Multiple Regression Analysis with Qualitative Information: Dummy variables. Wooldridge (2013), Chapter 7.
∙ Other Interactions with Dummies
∙ Testing for Differences Across Groups
∙ Linear Probability Model
Multiple Regression Analysis: Heteroskedasticity. Wooldridge (2013), Chapter 8.
Part 1
∙ What is Heteroskedasticity? Why Worry About Heteroskedasticity?
∙ Variance of the OLS estimator with Heteroskedasticity
∙ Robust Standard Errors
∙ Heteroskedastic-robust Wald statistic and A Robust Lagrange Multiplier Statistic
Part 1
∙ What is Heteroskedasticity? Why Worry About Heteroskedasticity?
∙ Variance of the OLS estimator with Heteroskedasticity
∙ Robust Standard Errors
∙ Heteroskedastic-robust Wald statistic and A Robust Lagrange Multiplier Statistic