MULTIPLE REGRESSION ANALYSIS THE PROBLEM OF INFERENCE

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regression analysis, multiple regression, multiple regression analysis, regression models, linear regression model, independent variables, basic econometrics, dependent variable, analysis of variance, time series econometrics, hypothesis testing, statistical inference, equation models, regression model, regression coefficients

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posted:: 1/4/2010
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							 CHAPTER 8.


MULTIPLE REGRESSION ANALYSIS:
  THE PROBLEM OF INFERENCE
Hypothesis Testing in Multiple Regression:
General Comments
1.   Testing hypotheses about individual regression coefficients
2.   Testing the overall significance of the estimated multiple
     regression model.
3.   Testing hypotheses about deviations from CLRM such as
     heteroscedasticity, autocorrelation, serial correlation, etc..
4.   Testing the stability of estimated regression model over time or
     in different cross sectional units.
Case Study
              CASE 1.

       MONEY AND OUTPUT
              IN
            JAPAN

             1960 - 2003