Theoretical Properties of Linear Regression Estimator
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Delves into the trade-off between model flexibility and bias-variance in error decomposition, polynomial regression, KNN, and the curse of dimensionality.
Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.