Regression with a Single Regressor (FRM Part 1 2023 – Book 2 – Chapter 7)

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After completing this reading you should be able to:
- Calculate and interpret confidence intervals for regression coefficients.
- Interpret the p-value.
- Interpret hypothesis tests about regression coefficients.
- Evaluate the implications of homoskedasticity and heteroskedasticity.
- Determine the conditions under which the OLS is the best linear conditionally unbiased estimator.
- Explain the Gauss-Markov Theorem and its limitations, and alternatives to the OLS.
- Apply and interpret the t-statistic when the sample size is small.

[ЕвгенияЧернецова-бб]

Thank you! Your videos are really helpful ❤️

[FCTORAU]

@ around 11:40, when finding the t value, why is the degree of freedom 28? the sample has 30 observations, and n-1 so i thought the degree of freedom is 29?

[christonenov]

@19:16 You mean it that it will no long be efficient. You said "It is no longer going to be inefficient" twice.