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13_InferenceD_handout - Inference IV Prediction 73-261...

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Inference IV: Prediction 73-261 Econometrics September 22 Wooldridge 6.4
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p. 2 © CMU / Y. Kryukov 73-261 1.3 Inference IV: Prediction Announcements Homework #3 due now Homework #4 due next Tuesday @5pm Blackboard’s Digital Dropbox Paper version at professor’s office TA office hours: Monday & Thursday 5-6pm #308 (TA’s office) Next week Monday = review Wednesday = midterm
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p. 3 © CMU / Y. Kryukov 73-261 1.3 Inference IV: Prediction Recap of the F -test Hypotheses H 0 : β m = 0 and β m +1 = 0 and and β m+q 1 = 0 H 1 : β m ≠ 0 or β m +1 ≠ 0 or or β m+q 1 ≠ 0 H 1 : at least one variable is meaningful Interpretation of test statistic Increase in RSS / original RSS Loss of explanatory power (goodness of fit) caused by the restriction 1 ˆ = k N q RSS RSS RSS F ur ur r
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