Regression Inference

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Regression Inference

Timestamps:
00:00 Regression Inference
01:05 Statistical inference in regression
01:40 Normality assumption and test for normality
10:13 T-test for coefficient significance
39:31 F-test for coefficient significance
1:03:49 LM chi-square test for coefficient significance

Econometrics Academy:
  1. econometricsacademy
  2. regression inference
  3. hypothesis testing
  4. statistical inference
  5. regression coefficient
  6. signficant coefficient
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Комментарии
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thank you so much Ani, I have been struggling with Advanced econometrics for a year, after watching your videos i am confident to write the exams

noziphoziqubu
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Great explanation of the material, thank you so much!!

BalaVignesh
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Excellent YouTube channel. Keep the good work going!! All the best

sandipprabhu
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Perfect explanation! Thank you very much!

zarinacherikbaeva
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Hi Ani,

I really enjoyed this video. I learned alot.

I have a quick question that's been running through my mind as I was watching this video. For the F-test restricted model, instead of removing the coefficients in question and then taking the SSRr, could there be an alternative way of only keeping the restricted coefficients and taking the SSEr?

It seems that the removing the coefficients would be more controllable, but I'm wondering if this alternative could work. I feel like it wouldn't work but I can't quite put my finger on why. Let me know your thoughts.

Thanks

jonk