lecture

7 Outubro 2025, 11:00 • Adriana Cornea-madeira

We continued discussing statistical inference in a multiple linear regression model focusing on simple hypothesis testing (with one-sided and two-sided alternatives) under the classical linear model assumptions (including normal errors in finite samples).

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lecture/tutorial

2 Outubro 2025, 10:30 • Adriana Cornea-madeira

We solved in R a homework and discussed it. We then started to discuss hypothesis testing for one single restriction.

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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.

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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.

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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.

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