Sumários
lecture/tutorial
30 Setembro 2025, 11:00 • Adriana Cornea-madeira
We focused on linear-log, and log-log models and the interpretation of the parameters in these models. We also went through the homework and discussed variations of these in the context of the non-linearity we learned. Finally, we started to discuss about how to do inference for the parameters in the multiple linear regression model.
lecture
25 Setembro 2025, 10:30 • Adriana Cornea-madeira
We discussed about the trade-off bias-variance (when too many or two few variables are included in the model). We then focused on log-linear models and the interpretation of the parameters in these models. A homework was given.
lecture/tutorial
23 Setembro 2025, 11:00 • Adriana Cornea-madeira
We focused on the Frisch-Waugh (FW) Theorem and illustrated it in an example on wages in R. We discussed extensions of the FW Theorem in modern statistics (based on machine learning but not necessarily) when causality is of interest. We also talked about the R-squared (including its limitations). A homework was given to shed more light on the R-square interpretation and the estimation of causal effects.
lecture/tutorial
18 Setembro 2025, 10:30 • Adriana Cornea-madeira
We looked at some examples of simple linear regressions in R, and then moved to the multiple linear regression model.
lecture
16 Setembro 2025, 11:00 • Adriana Cornea-madeira
We discussed the causality and ceteris paribus in the linear regression model, we derived the OLS estimators. We presented the OLS estimation in R and a homework was given to be done in R.