- 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
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
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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- 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