Multiple Regression Model
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Lecture: Multiple Regression Model.pdf
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Timestamps:
00:00 Multiple Regression Model
01:00 Multiple regression terminology
06:10 Examples and interpretation of coefficients
11:40 Derivation of OLS estimates, OLS properties, partialling out
21:06 Goodness of fit: R-squared and adjusted R-squared
34:44 Gauss Markov assumptions
36:58 Perfect collinearity vs multicollinearity
55:47 Unbiasedness of OLS estimators (omitted variable bias)
1:15:41 Variance of OLS estimators (variance in misspecified models)
1:26:00 Gauss-Markov theorem (BLUE)
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