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

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Presentation on theme: "Økonometri The regression model OLS Regression (Ch.7) Ulf H. Olsson Professor of Statistics."— Presentation transcript:

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

2 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

3 Ulf H. Olsson Asymptotic Cov.matrix ML

4 Ulf H. Olsson Degrees of freedom (df) 7.3

5 Ulf H. Olsson The Chi-squared distributions

6 Ulf H. Olsson The Chi-squared distributions

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

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

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

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

11 Ulf H. Olsson Multikollinearitet Kap.8


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