Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

The linear model with classical measurement error is an alternative to the standard regression model, in which it is assumed that the independent variables are ...

Model building via linear regression models. Method of least squares, theory and practice. Checking for adequacy of a model, examination of residuals, checking outliers. Practical hand on experience ...

Linear regression models the relationship between a dependent and independent variable(s). A linear regression essentially estimates a line of best fit among all variables in the model. Regression ...

This module will develop your core econometrics skills. The first half of the module provides a grounding in key econometric techniques covering elements such as the classical linear regression model, ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...