Summary
Summary of Regression for Quantitative Research Methods
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Extensive Summary of regression for quantitative research methods
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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 -
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