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Mutiple regression analysis - Coggle Diagram
Mutiple regression analysis
OLS estimation
Partialling out Interpretation
Goodness-off-fit
R squared
Standard Assumption
MLR3:No perfect Colinearity
MLR4:Zero conditional mean
MLR2:Rndom Sampling
MLR5:Homoskedasticity
Variance of Bj given X
error variance
Rj squared
SSTj
Estimating the error variance
Trade off btw "Bias" and "Variance"
Omit varable Xj: if Bj is large, "Large Bias"
Don't omit :Rj^2 increase cause "Variable" increase
MLR1:Linear in Parameter
Given MLR1~4
Including Irrelevant variables
Omitting relevant variable
estimator biased
negative biased
positive bias
estimator unbiased
Xj iand omiited variable covariance is 0
Efficiency of OLS
Gauss-Markov Thm(Blues)