- Title Pages
- Dedication
- Tables and Figures
- Preface
-
Chapter 1 What is a Regression? -
Chapter 2 The Essential Tool -
Chapter 3 Covariance and Correlation -
Chapter 4 Fitting a Line -
Chapter 5 From Sample to Population -
Chapter 6 Confidence Intervals and Hypothesis Tests -
Chapter 7 Inference in Ordinary Least Squares -
Chapter 8 What If the Disturbances Have Nonzero Expectations or Different Variances? -
Chapter 9 What If the Disturbances Are Correlated? -
Chapter 10 What If the Disturbances and the Explanatory Variables Are Related? -
Chapter 11 What If There Is More Than One X? -
Chapter 12 Understanding and Interpreting Regression with Two x's -
Chapter 13 Making Regression More Flexible -
Chapter 14 More Than Two Explanatory Variables -
Chapter 15 Categorical Dependent Variables - Epilogue
- Appendix
- References
- Index
Covariance and Correlation
Covariance and Correlation
- Chapter:
- (p.57) Chapter 3 Covariance and Correlation
- Source:
- Introductory Econometrics
- Publisher:
- Stanford University Press
This chapter considers the precursors to regression—the covariance and the correlation—the basic statistics that measure the association between two variables, without regard to causation. It discusses in detail the sample covariance and the sample correlation coefficient. It reviews the intuitions supporting their definitions, the intuitions to which their definitions lead, and the formal properties of both.
Keywords: regression, covariance, correlation, variables
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- Title Pages
- Dedication
- Tables and Figures
- Preface
-
Chapter 1 What is a Regression? -
Chapter 2 The Essential Tool -
Chapter 3 Covariance and Correlation -
Chapter 4 Fitting a Line -
Chapter 5 From Sample to Population -
Chapter 6 Confidence Intervals and Hypothesis Tests -
Chapter 7 Inference in Ordinary Least Squares -
Chapter 8 What If the Disturbances Have Nonzero Expectations or Different Variances? -
Chapter 9 What If the Disturbances Are Correlated? -
Chapter 10 What If the Disturbances and the Explanatory Variables Are Related? -
Chapter 11 What If There Is More Than One X? -
Chapter 12 Understanding and Interpreting Regression with Two x's -
Chapter 13 Making Regression More Flexible -
Chapter 14 More Than Two Explanatory Variables -
Chapter 15 Categorical Dependent Variables - Epilogue
- Appendix
- References
- Index