P12 - Multiple Linear Regression Model

26 Maio 2017, 16:30 • Alexandra Bugalho de Moura

Exercises on Multiple Linear Regression with example in Excell.

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T23 - Functional form. Dummy Variables.

25 Maio 2017, 15:30 • Alexandra Bugalho de Moura

Inference on the MLR model:

- Functional form. RESET test. Exercise 9.1.

- Dummy variables. Impact in the constat and in the slope of a quantitative variable. Dummy variable trap. More than one category. Examples.

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T22 - Inference on the MLR model

23 Maio 2017, 14:30 • Alexandra Bugalho de Moura

Inference on the MLR model:

- Test for more than one linear combination of coefficients: F-test. Examples.

- Test for the global significance of the regression. Example.

- Teste for the joint significance of more than 1 coefficient of the regression. Examples.

- Exercise 4.6.

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P11 - Inference on the MLR model

19 Maio 2017, 16:30 • Alexandra Bugalho de Moura

Inference on the MLR model:

- Exercise 4.1.

- Hypothesis on one parameter. Examples

- Test for the sign of a single coeficient of the regression. Examples.

- Test for the individual statistical significance of a regressor. Examples.

- Statistical versus economic significance.

- Confidence intervals. Examples.

- Hypothesis on one linear combination of coeficients. Examples.

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T21 - Functional form and Inference on the MLR

18 Maio 2017, 15:30 • Alexandra Bugalho de Moura

MLR:

- Functinal form. Examples.

- Properties. unbiasedness and Gauss-Markov theorem.

- Unbiased estimator of the variance of the residual variables

Inference on the MRL

- additional hypothesis: normality

- Sample distribution of the OLS estimators. Exercise 4.2.

- Distribution of the estimator of the variance of the residual variables

- Examples

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