1
Multiple Regression
In the previous chapter we studied simple regression models. These models
use a single independent variable to explain changes in a dependent variables.
In this chapter we want to expand our use of regression by studying multiple
reg
Exam
Name_
MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question. Be
sure to write your answers in the table provided above
1) In the simple linear regression model, the regression slope
A) represents the el
Christopher Winship
Sociology 203a-09
Lecture 16
Generalized Least Squares
Goal: Basic understanding of Generalized Least Squares
Outline:
I. Assumptions about the error term and consequences
II. GLS Estimator Three interpretations
III. Consequences of he
Exam
Name_
MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question. Be
sure to write your answers in the table provided above
1) In the simple linear regression model, the regression slope
A) represents the el
Exam
Name_
MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question. Be
sure to write your answers in the table provided above
1) In the simple linear regression model, the regression slope
A) represents the el
1
M3S3/S4 STATISTICAL THEORY II
MULTIVARIATE NORMAL DISTRIBUTION: MARGINALS AND CONDITIONALS
Suppose that vector random variable X = (X1 , X2 , . . . , Xk )T has a multivariate normal distribution with
pdf given by
1 k/2 1
1
fX (x) =
(1)
exp xT 1 x
1/2
2
1
M3S3/S4 STATISTICAL THEORY II
MULTIVARIATE NORMAL DISTRIBUTION: MARGINALS AND CONDITIONALS
Suppose that vector random variable X = (X1 , X2 , . . . , Xk )T has a multivariate normal distribution with
pdf given by
1 k/2 1
1
fX (x) =
(1)
exp xT 1 x
1/2
2
1
M3S3/S4 STATISTICAL THEORY II
MULTIVARIATE NORMAL DISTRIBUTION: MARGINALS AND CONDITIONALS
Suppose that vector random variable X = (X1 , X2 , . . . , Xk )T has a multivariate normal distribution with
pdf given by
1 k/2 1
1
fX (x) =
(1)
exp xT 1 x
1/2
2
Exam
Name_
MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question. Be
sure to write your answers in the table provided above
1) In the simple linear regression model, the regression slope
A) represents the el