GRA 6020 Multivariate Statistics The regression model Ulf H. Olsson Professor of Statistics.

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Presentation transcript:

GRA 6020 Multivariate Statistics The regression model Ulf H. Olsson Professor of Statistics

Ulf H. Olsson Regression Analysis

Ulf H. Olsson Regression analysis OLS Regression parameter St.error T-value P-value Confidence interval R-sq R-sq.adj F-value The error term

Ulf H. Olsson Regression Analysis The error term has constant variance The error term follows a normal distribution with expectation equal to zero The x-variables are independent of the error term The x-variables are linearly independent