Chapter 7. Linear Regression Study Notes contains 26 pages covering the following learning objectives:
* Describe the models which can be estimated using linear regression and differentiate them from those which cannot.
* Interpret the results of an OLS regression with a single explanatory variable.
* Describe the key assumptions of OLS parameter estimation.
* Characterize the properties of OLS estimators and their sampling distributions.
* Construct, apply, and interpret hypothesis tests and confidence intervals for a single regression coefficient in a regression.
* Explain the steps needed to perform a hypothesis test in a linear regression.
* Describe the relationship between a t-statistic, it’s p-value, and a confidence interval.
After reviewing these notes you will be able to apply what you learned with practice questions.Shop Courses