# Questions tagged [regression]

In statistics, regression analysis is a statistical process for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables (or 'predictors').

219 questions
Filter by
Sorted by
Tagged with
18 views

### Regression equation

The question is half solved actually but I don't know what will be the values of the last two questions given that yhat = 0.02316x + 6.32605. David's Landscaping has collected data on home values (in ...
30 views

### Regression equation using least square method [closed]

I have solved the regression equation part ,from that I need to solve the other two one. Is there anyone who can help me with that. It would highly appreciable. c) Use the least squares method to ...
35 views

### intuitively explain the equation of $Var(b_1)$ in OLS model

Above is the capture from the Econometrics slide from "Hill,Griths and Lim (2018) Principles of Econometrics". I have no problem the see the blue font sentence separately, it's all about the ...
25 views

### GMM Estimation with HAC Weight Matrix in R

I am currently working on my econometrics assignment regarding a seminal paper of John Taylor (1993) and really got stuck during the last days with one specific question. I am supposed to set up a GMM ...
38 views

### Regarding the starting point and assumptions of linear regression model

Here is my understanding of the linear regression model with single regressor: We suppose that the population regression function takes the form of $Y_i=\beta_0+\beta_1X_i+u_i$. Furthermore, for the ...
10 views

### How to test parameter restriction in seemingly unrelated regression using STATA?

Given constrain 1: [w1]ln_p2 = [w2]ln_p1 I estimate an Ideal Demand System using surge command in STATA w1 = a1 + g11 (ln_p1) + g12 (ln_p2) + b1(real_income) w2 = a2 + g21 (ln_p1) + g22 (ln_p2) + b2(...
32 views

### What is being meant by "cohort-specific fixed effect for each state of birth" in Card&Krueger(1992)? What does the following equation mean?

I am referring to this paper on school quality and returns to schooling. The econometric specification has been described by eqn (1) on page 4. The authors have taken "cohort specific fixed ...
25 views

### Need Clarification of Terms: Innovation v.s. Disturbance

I have been reading some econometrics paper and came across terms "innovation" and "disturbance" of regression models. Can someone please explain to me what they are? I have ...
73 views