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Unformatted text preview: ) 2 If u i iidN (0 , 2 ) b i i c std ( b i ) t ( n2) i = 1 , 2 Regression with more than one variable Model: Y i = 1 + 2 X 2 i + ... + k X ki + u i Y = X + u Normal equations: X X b = X Y X b u = 0 b = ( X X )1 X Y var ( b ) = 2 ( X X )1 1...
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 Fall '08
 Staff
 Econometrics

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