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Essential Statistics, Regression, and Econometrics by Gary Smith

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CHAPTER 10

Multiple Regression

Chapter Outline

10.1 The Multiple Regression Model

The General Model

Dummy Variables

10.2 Least Squares Estimation

Confidence Intervals for the Coefficients

Hypothesis Tests

The Coefficient of Determination, R2

Prediction Intervals for Y (Optional)

The Fortune Portfolio

The Real Dogs of the Dow Revisited

Would a Stock by Any Other Ticker Smell as Sweet?

The Effect of Air Pollution on Life Expectancy

10.3 Multicollinearity

The Coleman Report

Exercises

The idea is there, locked inside. All you have to do is remove the excess stone.

Michelangelo

In the many fields, researchers can use laboratory experiments to isolate the effect of one variable on another. For instance, to study the effect of nitrogen on plant growth, ...

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