Over Specification | Under Specification | Multiple Regression | ANOVA Joint Test | Econometrics

1:00 Multi variate regression
1:40 OLS Assumption: Assumption 1. Zero Mean Variance, Assumption 2. Constant Variance, Assumption 3. Ui, Uj not related, Assumption 4. Ui, Xi not related
2:00 Assumption 5. X1 and X2 are not correlated. There is no perfect collinearity between X1 and X2
2:40 Multiple Regression Vs Multi Variate Regression
3:20 Perfect Multi Collinearity
5:50 Overspecification and under specification
5:55 Over specification
6:35 First moment (consistency as beta is correct) and Second Moment (loose Efficiency as variance is too large) in Over Specification
6:50 Under Specification
7:00 First moment (Beta is inconsistent ) and second moment (Efficency is not important)
7:30 Trade off between Over specification and under specification
6:00 Overs Specification Vs Under Specification which one is correct?
10:30 How to decide on Over specification and under specification
10:45 F Test
11:28 What is F Test
11:45 F Test Null Hypothesis b2 = b3 = 0
12:51 F Test Alternate Hypothesis: Atleast one of them is non zero. b2/ b3 # 0
13:30 Why Alternate Hypothesis H1 : b1, b2, and b3 # 0
13: 50 My Answer
14:00 13:30 Why Alternate Hypothesis H1 : b1, b2, and b3 # 0 is incorrect
18:30 F Statistics Calculation. Calculating F Statistics
19:00 Unrestricted Model
19:15 Restrticted
20:19 What is a true model
24:00 F Statistics Calculation. Calculating F Statitistics
29:00 F Test and Chi-Square distribution
29:20 Degrees of Freedom in F Distribution
29:56 Why does the F Test use Chi Square why not the t distribution
32:15 Mulitple Regression F Test Example in R
35:20 Multiple Regression T-test. Individual t-test for multiple regression
37:00 Jont F test for multiple regression
39:05 F Test and ANOVA
39:00 F Value in R
40:00 p-value to make a decision on the F Test to reject Ho
43:00 Why we shouldn't use multiple t-tests in multiple regression
43:50 Joint F test is correct instead of multiple t-tests
44:35 My Question: Should we directly go to the F Test or should we do t test first
46:00 ANOVA Analysis of Variance
48:30 Why beta values are different when they are correlated?
51:00 Example 2. Tree Shade and Fertility
55:00 Question: How ANOVA is different from Step wise regression or Hierarchical regression
55:25 Step-Wise Regression
56:00 Sample size and number of variables in multiple regression
56:34 Big data and Multiple regression
57:25 Two special cases of F Test
57:35 First Special case of F Test: Use t test instead of ANOVA Joint test
01:01:45 Second special case of F Test: Overall F Test
1:02:56 Overall F test formula
1:05:35 What's the intuition of Overall F Test formula
1:06:00 F vs R2
1:08:30 Adjusted R square

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