Econ 136
Section 9
IV for Simple Linear Regerssion
Overview
Review: OLS and Moment Conditions for SLR
IV for SLR
Properties of Estimator
Consistent
Asymptotically Normal
Example: Eect of Flu Shots on Incidence of Flu
1
OLS for SLR
Simple Linear Regr
Econ 136
Section 10
IV for Multivariate Linear Regression
Overview
IV for Simple Linear Regression Model
Review: IV for SLR with Single Instrument
IV for SLR with Multiple Instruments: TSLS
Multiple Linear Regression Model
Review: OLS for Multiple Li
Econ 136
Section 5-A
Topics in Multiple Linear Regression, Part A
Overview
SLR versus Multiple Linear Regression
Double Residual Regression.
R2 and Adjusted R2.
Properties of OLS
1
SLR versus Multiple Regression
SLR versus Multiple Regression
Let (
Econ 136
Section 5-B
Topics in Multiple Linear Regression, Part B
Overview
Including Irrelevant Regressors
Omitted Variable Bias
1
Including Irrelevant Regressors
2
Including Irrelevant Regressors
Suppose true model is:
Y = 0 + 1 X 1 + 2 X 2 + U
Suppos
Econ 136
Section 7
Interactions in Multivariate Regression
Overview
Interactions with multiple dummy variables
Interactions involving continuous variables.
Between continuous variable and dummy variable.
Between two continuous variables.
1
Interaction
Econ 136
Section 4
Multiple Linear Regression
and
Parameter Estimation
Overview
Multiple Linear Regression Model
Interpretations of Multiple Linear Regression Model
Solving for slope and intercept
OLS Estimator
1
Multiple Linear Regression Model
Y = 0