Linear Regression with One Regressor (FRM Part 1 2023 - Book 2 - Chapter 6)
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- Опубликовано: 27 июл 2024
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After completing this reading, you should be able to:
- Explain how regression analysis in econometrics measures the relationship between dependent and independent variables.
- Interpret a population regression function, regression coefficients, parameters, slope, intercept, and the error term.
- Interpret a sample regression function, regression coefficients, parameters, slope, intercept, and the error term.
- Describe the key properties of a linear regression.
- Define an ordinary least squares (OLS) regression and calculate the intercept and slope of the regression.
- Describe the method and three key assumptions of OLS for estimation of parameters.
- Summarize the benefits of using OLS estimators.
- Describe the properties of OLS estimators and their sampling distributions, and explain the properties of consistent estimators in general.
- Interpret the explained sum of squares, the total sum of squares, the residual sum of squares, the standard error of the regression, and the regression R2.
- Interpret the results of an OLS regression.
0:00 Introduction
1:22 Learning Objectives
2:29 What is Regression Analysis?
3:53 Scatter Plot
5:31 Simple Linear Regression Model
8:15 Error Term
9:31 Ordinary Least Squares (OLS) Intercept and Slope of the Regression
10:48 OLS Assumptions
12:53 Ordinary Least Squares (OLS) An Example
14:22 Benefits of using OLS estimators
20:25 Coefficient of Correlation
22:04 Standard Error of the Regressor
23:05 Book 2 - Quantitative Analysis Chapter 5
Professor, you are the best!
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Great class professor! Thanks you so much for putting together these series of learning lessons. I was struggling trying to understand the concepts for my Econometric class. Your explanation is simple and well supported.
great help professor! thank you for imparting your knowledge the best way possible to comprehend.
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perfect
Thank you!
Nice explanation. I have one question here- 8:01 minutes; you show slope and intercept for a certain point y= beta0 +Beta1 x. If I change that point to another place, like shift one point to another then what will be our that (X2,y2) = ? And line equation for that shifted line
FRM + Seinfeld = subscribed
Glad you like the reference :)