Lecture

Linear Regression: Beyond the Basics

In course

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Description

This lecture covers advanced topics in linear regression models, focusing on properties of OLS estimators, assumptions, and inference. It delves into concepts like multicollinearity, normality assumptions, hypothesis testing, and prediction. The instructor explains the impact of outliers and influential observations on regression results, providing guidance on how to handle them effectively.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_gcmq5u8f

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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