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Estimation and Inference in Regression Analysis

Start of Units 2 & 3 - SLR Estimation and Inference

Simple Linear Regression (SLR) Models

• Roadmap: pdf


• SLR Estimation v6: pdf
• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?


• SLR Inference v7: pdf
• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?


• Side-by-side - SLR/OLS v. Sample Mean v5: pdf
• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?


• Standard Error demo (Excel) v2: xls



The Gauss Markov Theorem: Who knew that min SSRs (OLS) could turn out so well?

• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?
• A Not-So-Simple Proof of the Gauss Markov Theorem: pdf
• ... A Much Simpler Proof v4: pdf



Start of Unit 4 - MLR Estimation and Inference

Multiple Linear Regression (MLR) Models

• MLR Estimation and Inference v5: pdf
• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?


• ... and Inference II v5: pdf
• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?
  

  Topics

  Heteroskedasticity

• Slideshow: pdf (no sound)   pptx (w/ sound)   ?video?
• Heteroskedasticity - a brief note: pdf
• ... a not so brief note: pdf

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