Multiple Regression Model

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  • Опубліковано 12 лип 2024
  • Multiple Regression Model
    sites.google.com/site/econome...
    Lecture: Multiple Regression Model.pdf
    drive.google.com/file/d/1_x9K...
    Timestamps:
    00:00 Multiple Regression Model
    01:00 Multiple regression terminology
    06:10 Examples and interpretation of coefficients
    11:40 Derivation of OLS estimates, OLS properties, partialling out
    21:06 Goodness of fit: R-squared and adjusted R-squared
    34:44 Gauss Markov assumptions
    36:58 Perfect collinearity vs multicollinearity
    55:47 Unbiasedness of OLS estimators (omitted variable bias)
    1:15:41 Variance of OLS estimators (variance in misspecified models)
    1:26:00 Gauss-Markov theorem (BLUE)
    Econometrics Academy:
    sites.google.com/site/econome...

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