Practical P09

6 Maio 2016, 13:30 • NICOLETTA ROSATI

Inference: Tests and confidence intervals for one parameter. Discussion of exercises n. 4.7 and 4.9 from exercises sheet on inference.
Tests on one linear combination of parameters. Examples from past exam papers.
Construction of confidence intervals for a linear combination of parameters through the definition of an alternative model. Discussion of exercise C4.3.

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Lecture T18

5 Maio 2016, 13:30 • NICOLETTA ROSATI

Discussion of exercises n. C3.2 and C3.3 from exercises sheet on MLR.
Introduction to inference in the MLR. Types of statistical hypotheses. Normality assumption. Sample distribution of the OLS estimator. Tests of hypotheses on one parameter. Statistical significance.

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Lecture T17

3 Maio 2016, 14:00 • NICOLETTA ROSATI

Inquérito pedagógico.
Omitted variables. Irrelevant variables. Decomposition of the variance of the OLS estimator. Adjusted R-squared.
Discussion of exercises n. 3.1 and 3.6 from exercises sheet on MLR.

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Practical P08

29 Abril 2016, 13:30 • NICOLETTA ROSATI

Functional form: Log-linear and log-log models. Computation of semi-elasticities. Quadratic terms and interactions. Examples. Properties of OLS estimator. Gauss-Markov theorem and corollary. Discussion of exercises n. 3.5 and 3.8 from exercises sheet on MLR.

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Lecture T16

28 Abril 2016, 13:30 • NICOLETTA ROSATI

Discussion of exercises n. 2.3 and 2.11 from exercises sheet on SLR.
Introduction to Multiple Linear Regression: motivation, model specification and matrix notation. Fitted values and residuals. Properties of residuals. R² coefficient.

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