Sumários
lecture
23 Outubro 2025, 10:30 • Adriana Cornea-madeira
We discussed how to obtain directly the SE needed in building the confidence intervals by running a modified OLS regression.
lecture
21 Outubro 2025, 11:00 • Adriana Cornea-madeira
We looked at some aspects of multicollinearity in an example in R (with contradictory conclusions in inference on parameters), then we looked at how to build confidence intervals for point forecasts.
lecture
16 Outubro 2025, 10:30 • Adriana Cornea-madeira
We discussed joint hypothesis testing based on the F-statistic, looked at some examples and looked at some aspects of multicollinearity and its impacts on estimation/inference (using an R example).
lecture
14 Outubro 2025, 11:00 • Adriana Cornea-madeira
We discussed about how to test for a restriction involving a linear combination of parameters, and how to test for joint multiple restrictions.
lecture
9 Outubro 2025, 10:30 • Adriana Cornea-madeira
We discussed about how to compute p-values and confidence intervals for a slope parameter in the multiple linear regression model.