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Introductory EconometricsIntuition, Proof, and Practice$
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Introductory Econometrics: Intuition, Proof, and Practice

Jeffrey Zax

Print publication date: 2011

Print ISBN-13: 9780804772624

Published to Stanford Scholarship Online: June 2013

DOI: 10.11126/stanford/9780804772624.001.0001

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PRINTED FROM STANFORD SCHOLARSHIP ONLINE (www.stanford.universitypressscholarship.com). (c) Copyright Stanford University Press, 2019. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in SSO for personal use.date: 19 October 2019

Inference in Ordinary Least Squares

Inference in Ordinary Least Squares

Chapter:
(p.232) Chapter 7 Inference in Ordinary Least Squares
Source:
Introductory Econometrics
Publisher:
Stanford University Press
DOI:10.11126/stanford/9780804772624.003.0007

This chapter discusses how to accurately estimate the values of β and α from b and a. Regression produces an estimate of the standard deviation of εi. This, in turn, serves as the basis for estimates of the standard deviations of b and a. With these, we can construct confidence intervals for β and α and test hypotheses about their values.

Keywords:   regression analysis, estimation, standard deviation, confidence intervals, hypothesis tests

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