Sumários
T6
15 Outubro 2025, 10:00 • João Nicolau
4.1.4 Multicollinearity
4.1.5 The Gauss-Marvov Theorem
4.1.6 Estimating Var(b|X)
4.1.7 The Normality Assumption
4.2 Statistical Inference in Finite Samples
4.2.1 Testing a Single Parameter
AP 5
10 Outubro 2025, 08:30 • Gabriel Zsurkis
Resolução dos exercícios 7 (excepto alínea c)) e 8 do Capítulo 3.
Resolução dos exercícios 1,2 e 3 Capítulo 4.
T5
8 Outubro 2025, 10:00 • João Nicolau
4 Finite-Sample Analysis
4.1 Finite Sample Properties of b
4.1.1 Unbiased Estimation
4.1.2 The Variance of b
4.1.3 Decomposition of Var(b_{k}|X)
T4
1 Outubro 2025, 10:00 • João Nicolau
3 Algebraic Aspects or the Least Squares
3.1 Least Squares Regression
3.2 Algebraic Aspects of the Least Squares Solution
3.3 Goodness of Fit
3.3.1 Coefficient of Determination
3.3.2 Adjusted Coefficient of Determination
3.3.3 Further Comments on R²