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40 Terms
Hypothesis Testing
Overview
Very often, economic theory that motivated the regression equation
also specifies the values that the regression coefficients should take.
Assumption 1.5
2 features following from
Assumption 1.5
Testing Hypotheses about Individual Regression Coefficients
Terminology
Significance Level
Testing Hypotheses about Individual Regression Coefficients
Testing Hypotheses about Individual Regression Coefficients
Supposing σ2 is known
Testing Hypotheses about Individual Regression Coefficients
σ2 is unknown (typically the case)
t-test
Degrees of freedom: n-K (sample size minus number of estimated parameters)
Confidence Interval
Confidence Interval
Interpretation
p-value
Linear Hypotheses
F-ratio
F-test
Intuition
F-test
Convenient F-test Alternatives
t vs F
Chow Test
Overview
Chow Test
Procedure
