Stock and Watson, Hypothesis Tests and Confidence Intervals in Multiple Regression is a 43-minute instructional video analyzing the following concepts:
* Construct, apply, and interpret hypothesis tests and confidence intervals for a single coefficient in a multiple regression.
* Construct, apply, and interpret hypothesis tests and confidence intervals for multiple coefficients in a multiple regression.
* Interpret the F-statistic.
* Interpret tests of single restrictions involving multiple coefficients.
* Interpret confidence sets for multiple coefficients.
* Identify examples omitted variable bias in multiple regressions.
* Interpret the R^2 and adjusted-R^2 in a multiple regression.