Simple and Multiple Regression - Econometrics - Lecture Slides, Slides of Econometrics and Mathematical Economics

Lecture slides for Simple and Multiple Regression topic. These slides contain examples to explain certain points. Many screenshots and equations help understanding the topic. Things like Simple and Multiple Regression, Simple Linear Regression, Dependent Variable, Independent Variable, T Values, Coefficients, F Statistics, Hypothesis Testing, Single Coefficient and Mutiple Coefficients are part of this lecture.

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2013/2014

Uploaded on 02/01/2014

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Simple and Multiple Regression
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Simple and Multiple Regression

2.1 Simple Linear Regression

 Let's examine the relationship between the size of school and academic performance to see if the size of the school is related to academic performance.  For this example, api00 is the dependent variable and enroll is the predictor.

Predicted Value

 After you run a regression, you can create a variable that contains the predicted values using the predict command.  For this example, our new variable name will be fv

400 600 800 1000 api 2000 0 500 1000 1500 number of students

We can combine scatter with lfit to show a scatterplot with fitted values.