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Results tagged with regression
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user 14416
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').
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Dummy variable regressor OLS coefficient formula
Consider the standard linear regression model: $y_i = \alpha + \beta D_i + e_i$ where the coefficients are defined by linear projections and $D_i$ is a dummy variable. …
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Why does instrument exogeneity imply conditional mean zero?
In the following slide
ECON4150 - Introductory Econometrics Lecture 16: Instrumental variables, Monique de Haan
it says that "instrument exogeneity implies $E[u_i \mid Z_i]=0$" where instrument exo …
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