Documentos de Académico
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Documentos de Cultura
Introduction to
Multiple Linear
Regression
Outline
Omitted variable bias
Causality and regression analysis, affected by multicoliniarity
Multiple regression and OLS
Measures of fit
Sampling distribution of the OLS estimator
Hypothesis tests and confidence intervals for a single
coefficient
Joint hypothesis tests on multiple coefficients
How to decide what variables to include in a regression model?
2
10
11
12
Interpretation of coefficients in
multiple regression
13
14
15
16
17
18
19
R2 and R
20
R2 and R , ctd.
21
22
23
24
25
Imperfect multicollinearity
26
27
28
29
30
31
32
33
34
The F-statistic
35
36
37
38
39
40
41
42
43
44
45
46
47
Digression on presentation of
regression results
48
49