ppt课件-ch.8 multiple regressionand hypothesis tests（ch.8多个regressionand假设测试）.pptVIP

Ch. 8 Multiple Regression (con’t) Topics: F-tests : allow us to test joint hypotheses tests (tests involving one or more ? coefficients). Model Specification: 1) what variables to include in the model: what happens when we omit a relevant variable and what happens when we include an irrelevant variable ? 2) what functional form to use ? Multicollinearity: what happens when some of the independent variables have a high degree of correlation with each other We will SKIP sections 8.5, 8.6.2 F-tests Previously we conducted hypothesis tests on individual ? coefficients using a t-test. New A