Sumários
T20 - multiple Linear Regression
6 Dezembro 2017, 13:30 • Alexandra Bugalho de Moura
Inference in the Multiple Linear Regression model:
- Testing for more than one coefficient of the regression. Examples.
- Functional form and asymptotics.
- Dummy variables:
* introduction.
* impact in the independet term.
* impact in the slope of another regressor.
* qualitative variables with more than 2 categories.
* examples.
T19 - Multiple Regression
4 Dezembro 2017, 13:30 • Alexandra Bugalho de Moura
Inference in the Multiple Linear Regression model:
- Normality hypothesis
- Confidence interval for a coefficient of the regression. Testing for a single coefficient of the regression. Testing for a linear combination of coefficients of the regression. Testing for the statistical siginigficance of a single regressor. Examples
- Testing for more than one coefficient of the regression. Testing for the global signigicance of the regression.
T18 - Multiple Regression
29 Novembro 2017, 13:30 • Alexandra Bugalho de Moura
Multiple Linear Regression:
- Statistical properties of the OLS estimators
- Some additional topics
- Examples