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Insignificant t ratios - PowerPoint PPT Presentation

Multivariate Regression

Multivariate Regression . Topics . The form of the equation Assumptions Axis of evil (collinearity, heteroscedasticity and autocorrelation) Model miss-specification Missing a critical variable Including irrelevant variable (s) . The form of the equation. Y t = Dependent variable

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550 views • 31 slides

Multiple Regression

Multiple Regression. W&W, Chapter 13, 15(3-4). Introduction. Multiple regression is an extension of bivariate regression to take into account more than one independent variable. The most simple multivariate model can be written as: Y = ? 0 + ? 1 X 1 + ? 2 X 2 + ?

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462 views • 19 slides

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Insignificant t ratios - PowerPoint PPT Presentation

Multivariate Regression

Multiple Regression