Økonometri The regression model OLS Regression (Ch.7) Ulf H. Olsson Professor of Statistics.

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Økonometri The regression model OLS Regression Ulf H. Olsson Professor of Statistics.

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Økonometri The regression model OLS Regression (Ch.7) Ulf H. Olsson Professor of Statistics

Ulf H. Olsson Hypotesetesting 7.1 og 7.2 For det meste selvstudium Signifikans test og signifikans nivå. Type 1 “The power of the test” = Testens styrke. Type 2

Ulf H. Olsson Asymptotic Cov.matrix ML

Ulf H. Olsson Degrees of freedom (df) 7.3

Ulf H. Olsson The Chi-squared distributions

Ulf H. Olsson The Chi-squared distributions

Ulf H. Olsson Degrees of freedom k+1 beskrankninger; n-(k+1) = n-k-1

Ulf H. Olsson Test About a Linear Combinations of Coef. 7.5 (Simplified)

Ulf H. Olsson For få X-variabler (kap.8)

Ulf H. Olsson For mange X-variabler (kap.8)

Ulf H. Olsson Multikollinearitet Kap.8