ECON307

# ECON307 - d.f. equal to (n-k), and k is the number of...

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Reading 1-Gujarati Chapter 8 By using the method of ordinary least squares the author explained how to estimate the parameters of the multiple regression coefficient, while staying within the framework of the classical linear regression model. The OLS estimator of multiple regressions has several desirable traits that offer the best linear unbiasedness. Each multiple regression coefficient has the t distribution with

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Unformatted text preview: d.f. equal to (n-k), and k is the number of parameters and intercept estimated. We can test statistical hypothesis using the t distribution using the basis of either the t test of significance or confidence interval. When using a hypothesis that says all partial slope coefficients are equal to zero the t test is unusable. We must use the analysis of variance also referred to as ANOVA with the F test....
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## This note was uploaded on 05/16/2008 for the course ECON 307 taught by Professor Shu during the Spring '08 term at SUNY Potsdam.

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ECON307 - d.f. equal to (n-k), and k is the number of...

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