ECON 103, Lecture 16:
Indicator Variables
Maria Casanova
May 27
Maria Casanova
Indicator Variables
Outline
Outline:
Introduction
Interpreting the coe cients of indicator variables (section
7.1.1 of te
ECON 103, Lecture 11:
Multiple Regression Model
Maria Casanova
May 6
Maria Casanova
Multiple Regression Model
Introduction
Simple Regression: Linear regression model with one regressor.
y = 1 + 2 x +
ECON 103, Lecture 18:
Instrumental Variables (continued)
Maria Casanova
June 3
Maria Casanova
Instrumental Variables
Outline
Review of last lecture.
Overview of instrumental variables
Requirements of
ECON 103, Lecture 17:
Instrumental Variables
Maria Casanova
May 29
Maria Casanova
Instrumental Variables
Introduction
Recall that one solution to Omitted Variable Bias (OVB) was
to measure the omitted
ECON 103, Lecture 14:
Multiple Regression Model (continued)
Maria Casanova
May 20
Maria Casanova
Multiple Regression Model
Topics to be Covered
1
Joint Hypothesis Testing
2
Interaction Variables (from
ECON 103, Lecture 15:
Heteroskedasticity
Maria Casanova
May 22
Maria Casanova
Heteroskedasticity
Outline
Denition of heteroskedasticity
Consequences of heteroskedasticity for OLS
Detecting heteroskeda
ECON 103, Lecture 13:
Multiple Regression Model (continued)
Maria Casanova
May 13
Maria Casanova
Multiple Regression Model
Outline
1
Measuring Goodness-of-t
2
Sampling Properties of the Least Squares
ECON 103, Lecture 12:
Multiple Regression Model (continued)
Maria Casanova
May 13
Maria Casanova
Multiple Regression Model
Multiple Regression Model
The General Case
General Multiple Regression Model:
ECON 103, Lecture 10:
Modeling Issues
Maria Casanova
May 1
Maria Casanova
Modeling Issues
Introduction
There are a number of modeling issues we must address when
building an econometric model:
What ar
ECON 103, Lecture 9:
Prediction and Goodness of Fit
Maria Casanova
April 29
Maria Casanova
Prediction and Goodness of Fit
Introduction
We often want to use the regression model to make predictions
(in
ECON 103, Lecture 8:
Hypothesis Testing (cont.)
Maria Casanova
April 24
Maria Casanova
Hypothesis Testing
Linear Combinations of Parameters
Denition
We may wish to estimate and test hypotheses about a
ECON 103, Lecture 5:
A Simple Linear Regression Model III
Maria Casanova
April 15
Maria Casanova
Simple Linear Regression Model III
Estimation of Nonlinear Relationship
Linearity Assumption
A regressi
ECON 103, Lecture 7:
Hypothesis Testing
Maria Casanova
April 22
Maria Casanova
Hypothesis Testing
Hypothesis Testing
We have learnt how to obtain an estimate (e.g., b2 ) for the
population parameter (
ECON 103, Lecture 6:
Interval Estimation
Maria Casanova
April 17
Maria Casanova
Interval Estimation
Interval Estimation
Introduction
We have been studying how to apply linear regression analysis to
in
ECON 103, Lecture 4:
A Simple Linear Regression Model II
Maria Casanova
April 10 (version 1)
Maria Casanova
Simple Linear Regression Model II
Outline
1
Recap: estimation
2
Properties of Least Squares