Raising the bar

Unit 14.2. Excel functions for critical values Chapter 14. Excel statistical functions Unit 14.2. Excel functions for critical values In the previous unit each function takes the argument $latex x$ […]

Unit 14.1. Excel functions for distributions Chapter 14. Excel statistical functions Unit 14.1. Excel functions for distributions Here I show how to replace Tables 1 through 9 from the appendix in […]

Unit 13.6. Questions for repetitionChapter 13. Bridge to econometrics Unit 13.6. Questions for repetition Using Example 13.2 (UoL exam 2012, zone B) as an illustration, explain why an […]

Unit 13.5. Criterion of linear dependence and the dummy variable trapChapter 13. Bridge to econometrics Unit 13.5. Criterion of linear dependence and the dummy variable trap We conclude this chapter with two applications […]

Unit 13.4. Linear dependence of vectorsChapter 13. Bridge to econometrics Unit 13.4. Linear dependence of vectors The whole section 3.4 from the book is vague because the true explanation of […]

Unit 13.3. Model with two regressorsChapter 13. Bridge to econometrics Unit 13.3. Model with two regressors The purpose is to derive equation (3.11) from the book. This will be done in […]

Unit 13.2. How to read Dougherty's bookChapter 13. Bridge to econometrics Unit 13.2. How to read Dougherty’s book For each property use a name, like additivity, homogeneity etc. Divide all […]

Unit 13.1. Problems with LSE econometricsChapter 13. Bridge to econometrics Unit 13.1. Problems with LSE econometrics In the exposition below we refer to Dougherty, C. Introduction to […]

Unit 12.4. Two-way ANOVA: decompositions and F-testsChapter 12. Analysis of variance (ANOVA) Unit 12.4. Two-way ANOVA: decompositions and F-tests Leading idea. From Eq. (12.6) it follows that $latex bar […]

Unit 12.3. Two-way ANOVA: setup and population model Chapter 12. Analysis of variance (ANOVA) Unit 12.3. Two-way ANOVA: setup and population model Difference between one-way and two-way ANOVA. One-way […]

Unit 12.2. One-way ANOVA: distributions and the F-testChapter 12. Analysis of variance (ANOVA) Unit 12.2. One-way ANOVA: distributions and the F-test In the next theorem the result on distribution of […]

Unit 12.1. One-way ANOVA: setup and the SST decomposition Chapter 12. Analysis of variance (ANOVA) Unit 12.1. One-way ANOVA: setup and the $latex SST$ decomposition ANOVA comes with several complex formal […]

Unit 11.4. Questions for repetitionChapter 11. Maximum likelihood method Unit 11.4. Questions for repetition $latex quad$1. Using a sample on the horizontal axis and several candidate […]

Unit 11.3. Application to the linear modelChapter 11. Maximum likelihood method Unit 11.3. Application to the linear model Exercise 11.3. Suppose observations are generated according to the […]

Unit 11.2. Exponential and Bernoulli distributionsChapter 11. Maximum likelihood method Unit 11.2. Exponential and Bernoulli distributions Exercise 11.1. Suppose the observations come from an […]

Unit 11.1. Main idea and algorithm Chapter 11. Maximum likelihood method Unit 11.1. Main idea and algorithm The main idea of the maximum likelihood (ML) method is illustrated in […]

Unit 10.6. Questions for repetitionChapter 10. Simple regression Unit 10.6. Questions for repetition Explain the setup of simple regression: what is observed, what is the assumed […]

Unit 10.5. Goodness of fitChapter 10. Simple regression Unit 10.5. Goodness of fit Definition 10.7 (Coefficient of determination). The coefficient of determination is defined by […]

Unit 10.4. Orthogonality and its consequencesChapter 10. Simple regression Unit 10.4. Orthogonality and its consequences Definition 10.4 (Fitted value and residuals). After having estimated the […]

Unit 10.3.5. Statistics for testing hypothesesChapter 10. Simple regression Unit 10.3 Section 10.3.5. Statistics for testing hypotheses Definition 10.3 (Standard errors of OLS estimators). […]