Lecture 12 - Topic Checklist ECON1320 Quantitative...

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1 ECON1320 Quantitative Economics and Business Analysis B LECTURE 12 Review 2 Topic Checklist Lecture Topic Readings 5-6 Multiple Regression 14.1, 14.4, 13.3, 15.4, 16.5, 15.2 7-8 Time Series Analysis 16.1 - 16.5 9 Index Numbers 16.6, H&T Chapter 12, ABS handout 10 Survey Sampling 11 Decision Theory 19.1 – 19.4 3 Multiple Regression You should be able to . .. s state the assumptions behind the multiple regression model s interpret the regression coefficients, r squared, adj r 2 , and measures of variation such as SST, SSR, SSE, MSR, MSE and the standard error of the estimate; and be able to calculate such values from a partial EXCEL/KADD output. s use the estimated regression model to generate predictions s conduct hypothesis tests and construct confidence intervals concerning individual regression coefficients s conduct an F -test for the overall significance of the regression model 4 Multiple Regression cont. s use residual plots and histograms to assess the assumptions of homoskedasticity and normality. s use residual plots and the Durbin-Watson statistic to assess the assumption that the errors are serially uncorrelated s use the VIF to measure collinearity s use and understand the role of dummy variables
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Lecture 12 - Topic Checklist ECON1320 Quantitative...

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