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Regression Analysis by J. Holton Wilson, Barry P. Keating

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Chapter 11

The Formal Ordinary Least Squares (OLS) Regression Model

Chapter 11 Preview

When you have completed reading this chapter you will be able to:

• Understand how software packages calculate the least squares regression estimate.

• Know the rule that every software package uses to choose the best regression estimate.

• Understand how R-square is calculated.

• Know how to use the Akaike Information Criterion (AIC) to choose independent variables correctly.

• Know how to use the Schwartz Criterion (SC) to choose independent variables correctly.

Introduction

You now have a good understanding of applied regression analysis. You can now do simple and sophisticated forms of regression. You know how to evaluate and interpret regression models. ...

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