Multiple Regression Analysis: Estimation - Difference in Differences
3 important questions on Multiple Regression Analysis: Estimation - Difference in Differences
What additional assumption (MLR) is needed for establishing variances and efficiency OLS and what are these assumptions called together?
MLR5 (Homoskedasticity): var(u|x1,x2,..xk)=o2
MLR1-MLR5 are called the Gauss-Markov assumptions.
MLR1-MLR5 are called the Gauss-Markov assumptions.
How can the error variance be estimated in MLR and what do these components mean?
ô2 = SSR / n - k - 1. The degrees of freedom (df) are n-k-1, this means the number of observations (n) - the number of parameters (k+1). E(ô2)=o2.
What are the standard errors in the MLR?
Standard error of the regression is ô = squared ô2
Standard error of ^Bj, se (^Bj) = ô / [SST(1-Rj)]
Standard error of ^Bj, se (^Bj) = ô / [SST(1-Rj)]
Try our study magic for free
a PDF, study it super fast
- No sign up, email or credit card needed!
- AI makes unlimited flashcards
- Get unlimited quizzes and tests
- Ask AI anything
Create a notebook
- No sign up, email or credit card needed!
- Have and keep perfect overview
- Make flashcards, notes and mind maps
- Review, test and score!
The question on the page originate from the summary of the following study material:
- A unique study and practice tool
- Never study anything twice again
- Get the grades you hope for
- 100% sure, 100% understanding
Remember faster, study better. Scientifically proven.
