Summary
Summary of Regression for Quantitative Research Methods
- Course
- Institution
Extensive Summary of regression for quantitative research methods
[Show more]
Seller
Follow
mentoo
Content preview
Correlation-
&
sm iii
> 7
·
iii
-
i ·
seass,x iii · =e'grin, deve e ,1 5 5 -- mazas,
iii
/
DATA
Cross Section uits of interest
# pointin time period kumulative
!
#independent observations
o
Pooled Cross Sections multiple
# cross sections independentcross sections
Time Series Avariables of interestperiod recurring) seriallycorrelated
frends
#
el/Longitudinal #units of interest opened recurring time-invariant unobservables
lagged responses
#
DICTIONARY
Leter's Paribus all other factors equal
, GAUSS-MARKOV/ CLASSIC LINEAR MODEL ASSUMPTIONS
1 -
5 1 -
6
1 yB
= +
3x,+... Bx,4- the relationship between
+
xx, and y
is linear in the population ofparameter linearity
2 [j,y,: =1,...,n3 -
the sample from the population is random random sampling
3 X X; the independentvariables are not constant and theyare not collinear
perfectly of collinearity
Eij-; 8 -
the values of the independent variables are all
not equal sample variation (explanatoryvariable)
4
E(4,lij 0 the independentvariable not contain information the mean unobserved factors
=
must about the
-
of
zero conditional the correlation
#
mean between 4 and x
Hexogeneity
E(4) 8
=
all independentvariables must notbe correlatedwith the error term weak exogeneity
COV/X;,4) 0 =
=B UNBLASEDNESS
↳
5-
VAR/4,/x) 02 = -
the value of the independentvariable not
must contain information
# homoskedasficity
variabilityof the unobserved factors
about the
Iconstantdistribution
or robust SE
↳
plim - =
CONSISTENCY -
the probability thatthe estimate is arbitrarilyclose to the tune value
the sample
can be arbitrarilyincreasedby
increasing
size
L
VARI) -, jike, jek
=
-
~4, -N10,02 unobserved factors of the function
the are normallydistributed normality
or
large n
L
⑤
-
NI, VARI), then, siken, jai -
The benefits of buying summaries with Stuvia:
Guaranteed quality through customer reviews
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
Quick and easy check-out
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Focus on what matters
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
Frequently asked questions
What do I get when I buy this document?
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Satisfaction guarantee: how does it work?
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Who am I buying these notes from?
Stuvia is a marketplace, so you are not buying this document from us, but from seller mentoo. Stuvia facilitates payment to the seller.
Will I be stuck with a subscription?
No, you only buy these notes for $3.75. You're not tied to anything after your purchase.
Can Stuvia be trusted?
4.6 stars on Google & Trustpilot (+1000 reviews)
67474 documents were sold in the last 30 days
Founded in 2010, the go-to place to buy study notes for 14 years now