Sumários
Revision
22 Maio 2014, 14:30 • NICOLETTA ROSATI
Discussion of exercise no. 4 from exam ER Jan 2011, exercise no. 4 from ER June 2011, and ex. no. 4 from EN Jan 2010.
Revision
20 Maio 2014, 12:00 • NICOLETTA ROSATI
Discussion of exercise no. 4 from exam EN Jan 2011, and exercise no. 4 from ER Jan 2014.
Prediction
16 Maio 2014, 12:30 • NICOLETTA ROSATI
Point and interval prediction for a particular unit. Examples. Discussion of exercise C6.8 (iii) and of exercise 4e) from EE Sept 2009.
Prediction of y when ln(y) is the dependent variable. Case of u independent of x, and case of Normal u. Discussion of exercise 4d) from ER Jan 2014.
Heteroskedasticity. Prediction
15 Maio 2014, 14:30 • NICOLETTA ROSATI
Heteroskedasticity tests: Breusch-Pagan, White and special White test. F and Chi-square (Lagrange Multiplier) test statistics. Examples. Discussion of exercises 8.1, C8.3 and C8.4, and discussion of Ex. 4b) from EE Sept 2009.
Prediction: introduction, motivation. Prediction for the average: point and interval prediction. Examples. Discussion of exercise C6.8 (i) and (ii).