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    Multiple linear regression models with k variables were discussed, including the ordinary least squares method and its 10 assumptions. Dummy variables were also covered as a way to incorporate categorical variables into a regression model. Four basic models for using dummy variables were explained: ANOVA, ANCOVA, dummy and quantitative variable interaction, and dummy variable interaction. Examples of hypotheses tests, goodness of fit measures, and STATA output were also provided to demonstrate key aspects of multiple regression analysis using dummy variables.

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    Multiple linear regression models with k variables were discussed, including the ordinary least squares method and its 10 assumptions. Dummy variables were also covered as a way to incorporate categorical variables into a regression model. Four basic models for using dummy variables were explained: ANOVA, ANCOVA, dummy and quantitative variable interaction, and dummy variable interaction. Examples of hypotheses tests, goodness of fit measures, and STATA output were also provided to demonstrate key aspects of multiple regression analysis using dummy variables.

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    9 views1 page

    3multiple CLRM & DV (LC)

    Uploaded by

    chompoonoot
    Multiple linear regression models with k variables were discussed, including the ordinary least squares method and its 10 assumptions. Dummy variables were also covered as a way to incorporate categorical variables into a regression model. Four basic models for using dummy variables were explained: ANOVA, ANCOVA, dummy and quantitative variable interaction, and dummy variable interaction. Examples of hypotheses tests, goodness of fit measures, and STATA output were also provided to demonstrate key aspects of multiple regression analysis using dummy variables.

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    of 1

    Tutor Session Multiple Linear Regression Model & Dummy Variable

    Multiple Regression
    o k-variable Regression model
    o OLS & 10 Assumptions
    Estimated parameters/Variance/Sample Variance
    Interpretation
    o Finite Properties BLUE
    o Goodness of Fit
    R-square Vs. Adjusted R-square
    Partial Correlation
    o **STATA Output
    o Hypothesis Testing
    Individual Test
    Overall Test
    ANOVA Table (F-test)
    Adding Variable (F-test)
    Linear Restriction Test
    Equality of 2 parameters (t-test)
    Linearity of 2 parameters (t-test)
    Equality of more-than-2 parameters (F-test)
    Linearity of parameters (F-test)
    Chow test of Structural Change
    o **STATA Output
    Dummy Variable
    o What is Dummy Variable?
    o Cautions on using Dummy
    o 4 Basic Models for Dummy Variables
    ANOVA Model (Only Intercept)
    ANCOVA Model (Intercept & Slope)
    Dummy & Quantitative interaction
    Dummy Variables interaction
    o Implication Chow Test/Seasonal/Piecewise
    o Semilog model & Dummy Variable
    o **STATA Output

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