Regression Overview. Definition The simple linear regression model is given by the linear equation where is the y-intercept for the population data, is.

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Presentation transcript:

Regression Overview

Definition The simple linear regression model is given by the linear equation where is the y-intercept for the population data, is the slope coefficient for the population data, Simple Linear Regression Model

OLS is BLUE: Best Linear Unbiased Estimator IF the following assumptions hold: 1.Linearity assumption The functional form of the regression is linear No omitted variables 2.The mean of the errors is 0 3.The variance of the errors does not depend on the X’s (homoscedasticity) 4.Uncorrelated errors 5.Errors are normally distributed

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