Course curriculum
Unit 01
5 itemsHypothesis Testing in the Simple Regression Model
- The idea of a significance test8 min read Unlocks with purchase
- The t-test for significance — Hoang's five-step ritual10 min read Unlocks with purchase
- Testing a coefficient against a specific value9 min read Unlocks with purchase
- The overall F-test — is the regression significant?9 min read Unlocks with purchase
- Unit 1 checkpoint — three tests on one regression1 min read Unlocks with purchase
Unit 02
5 itemsHypothesis Testing in the Multiple Regression Model
- The individual t-test in the multiple regression model9 min read Unlocks with purchase
- The F-test for adding regressors — restricted vs unrestricted11 min read Unlocks with purchase
- Overall F-test and joint significance8 min read Unlocks with purchase
- Adjusted R-squared and model comparison8 min read Unlocks with purchase
- Unit 2 checkpoint — hypothesis testing in the MLRM1 min read Unlocks with purchase
Unit 03
6 itemsDummy Variables
- What is a dummy variable?7 min read Unlocks with purchase
- Additive dummies — the intercept shift9 min read Unlocks with purchase
- More than two categories10 min read Unlocks with purchase
- Interaction dummies — when the slope changes9 min read Unlocks with purchase
- Testing dummies for significance8 min read Unlocks with purchase
- Unit checkpoint — Dummy Variables1 min read Unlocks with purchase
Unit 04
3 itemsStructural Breaks: The Chow Test
- What is a structural break?8 min read Unlocks with purchase
- The Chow test12 min read Unlocks with purchase
- Unit checkpoint — one line or two?1 min read Unlocks with purchase
Unit 05
7 itemsEstimation Problems
- A map of estimation problems6 min read Unlocks with purchase
- Specification errors — omitted and irrelevant variables8 min read Unlocks with purchase
- Outliers — detection and the Z-test9 min read Unlocks with purchase
- Non-linearity — detecting and fixing a curved relationship7 min read Unlocks with purchase
- Multicollinearity — when regressors are too similar8 min read Unlocks with purchase
- Heteroskedasticity — when error variance is not constant9 min read Unlocks with purchase
- Unit checkpoint: diagnose, test, and fix10 min read Unlocks with purchase
Unit 06
4 itemsReview & Final Practice
- Inference integrator — t, joint F, adjusted R², and a dummy1 min read Unlocks with purchase
- Diagnostics integrator — estimation problems and the Chow test1 min read Unlocks with purchase
- Practice final A — Urban mobility study1 min read Unlocks with purchase
- Practice final B — Agricultural productivity study1 min read Unlocks with purchase