0. Statistical Inference

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10 Terms

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y

  • Dependent variable

  • Endogenous variable

  • Regressand

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x

  • Explanatory variable

  • Exogenous variable

  • Covariate or regressor or control variable

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β

  • Regression parameter of x of the model

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ε

  • It is the error term or disturbance

  • It is the part of y that is not determined by x.

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Estimate

  • (Estimated) coefficient

<ul><li><p>(Estimated) coefficient</p></li></ul><p></p>
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Predicted value

The value of y that is explained by x

<p>The value of <em>y </em>that is explained by <em>x</em></p>
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Residual

The unexplained part

<p>The unexplained part</p>
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Matrix notation or the model

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T-test

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The t-Distribution

Few d.f, the t(d.f.) has fat tails. When it increases, it becomes a normal distribution

<p>Few d.f, the t(d.f.) has fat tails. When it increases, it becomes a normal distribution</p>