Professor：USER
Date：2022-09-17
views: 294
• 00:00 1.
Linear Regression
• 01:25 2.
The Model
• 01:32 3.
Linear Regression Model (1)
• 08:18 4.
Linear Regression Model (2)
• 09:40 5.
Estimation
• 09:48 6.
Find the Least Squares Estimator
• 14:03 7.
Digression to Derivative of Matrix:
• 14:04 8.
Find the Least Squares Estimator
• 21:06 9.
Digression to Derivative of Matrix:
• 21:51 10.
Second Order Condition
• 22:48 11.
Digression to Derivative of Matrix:
• 22:50 12.
Find the Least Squares Estimator
• 23:21 13.
Digression to Derivative of Matrix:
• 23:21 14.
Second Order Condition
• 27:41 15.
Simple Regression Example
• 29:44 16.
Estimating Simple Regression
• 31:07 17.
Simple Regression
• 31:23 18.
Estimating Simple Regression
• 34:40 19.
Simple Regression
• 34:54 20.
Goodness of Fit
• 35:23 21.
Simple Regression
• 35:24 22.
Estimating Simple Regression
• 36:10 23.
Simple Regression
• 39:00 24.
Goodness of Fit
• 41:19 25.
Simple Regression
• 41:46 26.
Goodness of Fit
• 43:05 27.
Simple Regression
• 43:06 28.
Estimating Simple Regression
• 43:07 29.
Simple Regression Example
• 43:51 30.
Estimating Simple Regression
• 43:51 31.
Simple Regression
• 43:55 32.
Goodness of Fit
• 44:20 33.
LS Estimators and Properties
• 44:30 34.
Four Assumptions
• 48:37 35.
Four Assumptions
• 51:42 36.
A Digression to Variance Covariance Matrix of a Vector
• 54:03 37.
Assumption A3
• 55:45 38.
Properties of LS Estimator: Unbiased
• 1:00:21 39.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:00:23 40.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:00:57 41.
What Have We Got So Far?
• 1:00:58 42.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:01:29 43.
Properties of LS Estimator: Unbiased
• 1:01:42 44.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:05:47 45.
What Have We Got So Far?
• 1:06:26 46.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:06:45 47.
What Have We Got So Far?
• 1:07:15 48.
Gauss Markov Theorem (I)
• 1:09:17 49.
Gauss Markov Theorem (II)
• 1:14:25 50.
Gauss Markov Theorem (III)
• 1:17:20 51.
Estimating 𝜎 2
• 1:20:56 52.
Degrees of Freedom
• 1:23:19 53.
What do we need to do for statistical inference?
• 1:24:39 54.
Properties of the OLS Estimator
• 1:26:29 55.
Statistical Inference
• 1:27:38 56.
Hypothesis Testing
• 1:27:40 57.
Statistical Inference
• 1:28:04 58.
Hypothesis Testing
• 1:28:29 59.
The Presidential Election Example
• 1:30:35 60.
The Outcome of the US Presidential Election 1892-2012
• 1:31:57 61.
The US Presidential Election Again
• 1:33:57 62.
The Presidential Election
• 1:35:20 63.
Presidential Election Estimation
• 1:35:39 64.
The Presidential Election
• 1:36:51 65.
Presidential Election Estimation
• 1:37:53 66.
The Presidential Election
• 1:37:53 67.
The US Presidential Election Again
• 1:37:54 68.
The Outcome of the US Presidential Election 1892-2012
• 1:37:57 69.
The Presidential Election Example
• 1:37:59 70.
Hypothesis Testing
• 1:38:48 71.
The Presidential Election Example
• 1:38:48 72.
The Outcome of the US Presidential Election 1892-2012
• 1:38:49 73.
The US Presidential Election Again
• 1:38:49 74.
The Presidential Election
• 1:38:50 75.
Presidential Election Estimation
• 1:39:40 76.
Hypothesis Testing: Ex. 3a)
• 1:40:56 77.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:40:57 78.
Hypothesis Testing: Ex. 3a)
• 1:41:22 79.
Presidential Election Estimation
• 1:41:23 80.
The Presidential Election
• 1:41:42 81.
Presidential Election Estimation
• 1:41:43 82.
Hypothesis Testing: Ex. 3a)
• 1:41:45 83.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:44:01 84.
Hypothesis Testing: Ex. 3a)
• 1:44:02 85.
Presidential Election Estimation
• 1:44:03 86.
The Presidential Election
• 1:44:52 87.
Presidential Election Estimation
• 1:44:53 88.
Hypothesis Testing: Ex. 3a)
• 1:44:55 89.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:45:41 90.
Statistical Inference for Linear Restrictions
• 1:45:46 91.
Statistical Inference for Linear Restrictions
• 1:47:25 92.
Examples of Linear Restrictions
• 1:53:12 93.
Develop a Test
• 1:57:04 94.
Proof of R β −γ Distribution
• 1:58:19 95.
F-test
• 2:01:14 96.
Slide 42
• 2:01:59 97.
Proof of F-Test
• Index
• Notes
• Comment
• Fullscreen
acct-2-multiple regression-1
Duration: 2:03:37, Browse: 294, Last Updated: 2022-09-17
• 00:00 1.
Linear Regression
• 01:25 2.
The Model
• 01:32 3.
Linear Regression Model (1)
• 08:18 4.
Linear Regression Model (2)
• 09:40 5.
Estimation
• 09:48 6.
Find the Least Squares Estimator
• 14:03 7.
Digression to Derivative of Matrix:
• 14:04 8.
Find the Least Squares Estimator
• 21:06 9.
Digression to Derivative of Matrix:
• 21:51 10.
Second Order Condition
• 22:48 11.
Digression to Derivative of Matrix:
• 22:50 12.
Find the Least Squares Estimator
• 23:21 13.
Digression to Derivative of Matrix:
• 23:21 14.
Second Order Condition
• 27:41 15.
Simple Regression Example
• 29:44 16.
Estimating Simple Regression
• 31:07 17.
Simple Regression
• 31:23 18.
Estimating Simple Regression
• 34:40 19.
Simple Regression
• 34:54 20.
Goodness of Fit
• 35:23 21.
Simple Regression
• 35:24 22.
Estimating Simple Regression
• 36:10 23.
Simple Regression
• 39:00 24.
Goodness of Fit
• 41:19 25.
Simple Regression
• 41:46 26.
Goodness of Fit
• 43:05 27.
Simple Regression
• 43:06 28.
Estimating Simple Regression
• 43:07 29.
Simple Regression Example
• 43:51 30.
Estimating Simple Regression
• 43:51 31.
Simple Regression
• 43:55 32.
Goodness of Fit
• 44:20 33.
LS Estimators and Properties
• 44:30 34.
Four Assumptions
• 48:37 35.
Four Assumptions
• 51:42 36.
A Digression to Variance Covariance Matrix of a Vector
• 54:03 37.
Assumption A3
• 55:45 38.
Properties of LS Estimator: Unbiased
• 1:00:21 39.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:00:23 40.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:00:57 41.
What Have We Got So Far?
• 1:00:58 42.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:01:29 43.
Properties of LS Estimator: Unbiased
• 1:01:42 44.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:05:47 45.
What Have We Got So Far?
• 1:06:26 46.
VAR-COV Of 𝛽 :VAR( 𝛽 )
• 1:06:45 47.
What Have We Got So Far?
• 1:07:15 48.
Gauss Markov Theorem (I)
• 1:09:17 49.
Gauss Markov Theorem (II)
• 1:14:25 50.
Gauss Markov Theorem (III)
• 1:17:20 51.
Estimating 𝜎 2
• 1:20:56 52.
Degrees of Freedom
• 1:23:19 53.
What do we need to do for statistical inference?
• 1:24:39 54.
Properties of the OLS Estimator
• 1:26:29 55.
Statistical Inference
• 1:27:38 56.
Hypothesis Testing
• 1:27:40 57.
Statistical Inference
• 1:28:04 58.
Hypothesis Testing
• 1:28:29 59.
The Presidential Election Example
• 1:30:35 60.
The Outcome of the US Presidential Election 1892-2012
• 1:31:57 61.
The US Presidential Election Again
• 1:33:57 62.
The Presidential Election
• 1:35:20 63.
Presidential Election Estimation
• 1:35:39 64.
The Presidential Election
• 1:36:51 65.
Presidential Election Estimation
• 1:37:53 66.
The Presidential Election
• 1:37:53 67.
The US Presidential Election Again
• 1:37:54 68.
The Outcome of the US Presidential Election 1892-2012
• 1:37:57 69.
The Presidential Election Example
• 1:37:59 70.
Hypothesis Testing
• 1:38:48 71.
The Presidential Election Example
• 1:38:48 72.
The Outcome of the US Presidential Election 1892-2012
• 1:38:49 73.
The US Presidential Election Again
• 1:38:49 74.
The Presidential Election
• 1:38:50 75.
Presidential Election Estimation
• 1:39:40 76.
Hypothesis Testing: Ex. 3a)
• 1:40:56 77.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:40:57 78.
Hypothesis Testing: Ex. 3a)
• 1:41:22 79.
Presidential Election Estimation
• 1:41:23 80.
The Presidential Election
• 1:41:42 81.
Presidential Election Estimation
• 1:41:43 82.
Hypothesis Testing: Ex. 3a)
• 1:41:45 83.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:44:01 84.
Hypothesis Testing: Ex. 3a)
• 1:44:02 85.
Presidential Election Estimation
• 1:44:03 86.
The Presidential Election
• 1:44:52 87.
Presidential Election Estimation
• 1:44:53 88.
Hypothesis Testing: Ex. 3a)
• 1:44:55 89.
Alternative Test for H0: b2 =b3 (b2-b3 =0)
• 1:45:41 90.
Statistical Inference for Linear Restrictions
• 1:45:46 91.
Statistical Inference for Linear Restrictions
• 1:47:25 92.
Examples of Linear Restrictions
• 1:53:12 93.
Develop a Test
• 1:57:04 94.
Proof of R β −γ Distribution
• 1:58:19 95.
F-test
• 2:01:14 96.
Slide 42
• 2:01:59 97.
Proof of F-Test
Location
Folder name
計量經濟學
Author
李阿乙
Branch
powercam.fju.edu.tw (root)
Created
2022-09-17 12:48:35
Last Updated
2022-09-17 14:19:11
Browse
294
Duration
2:03:37