Sumários
Lecture 2
29 Setembro 2023, 10:00 • Nuno Sobreira
8 (Wooldridge, Chapter 2), 1, 4 and 5 (Wooldridge, Chapter 3)
Lecture 2
27 Setembro 2023, 08:00 • Nuno Sobreira
8 (Wooldridge, Chapter 2), 1, 4 and 5 (Wooldridge, Chapter 3)
lecture
26 Setembro 2023, 10:30 • Adriana Cornea-madeira
We discussed about the unbiasedness property of the OLS estimators and its importance for understanding what happens when we omit relevant variables from the multiple linear regression model. We also discussed about the implications of multicollinearity and we started to discuss about the variance of OLS estimators (when the errors are homoskedastic). We looked at the different quantities that can inflate the variance.
Lecture
25 Setembro 2023, 10:30 • Adriana Cornea-madeira
We introduced the multiple linear regression model, discussed the Frisch-Waugh (1933) Theorem and illustrated briefly its importance in machine learning to estimate causal effects. We also introduced the R-squared and the Adjusted R-squared