**Today:**

- Review of hypothesis testing
- Chapter 7 - Heteroskedasticity

**Next Time**:

- Continue Chapter 7 - Heteroskedasticity

**Video**:

« Material for Lecture 1 on Tuesday 1/4/11 | Main | Homework 1 »

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Mark Thoma

Department of Economics

University of Oregon 1285

Eugene, OR 97403-1285

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Office: PLC 471

Office Hours: T/Th 3:30-4:30

Gulcan Cil

Office: PLC 431

Email: gcil@uoregon.edu

Office Hours: M 1:00-3:00 and by appointment

Colin Corbett

Office: PLC 504

Email: corbett@uoregon.edu

Office Hours: T/Th 11-12 and by appointment

First half of the lecture covers:

1.perfect multicollinearity, which makes the OLS collapse(use the method that explainE(XU) does not work)

2.imperfect multicollinearity small data size problem (solution is to enlarge the data)

3. t statistic, intuition of t statistic, degrees of freedom (need to find out in details in other book)

Posted by: stephen | Wednesday, July 11, 2012 at 07:55 AM

second half of the lecture covers:(need to understand the intuition of F stat)

1.procedures of doing F statistic

a.)estimate unrestricted model. save RSS

b.)estimate restricted model, save RSS(under the null hypt, substitute into the unrestricted model)

c.)form the F-statistic formula

d.)accept or reject

2.give three different more complecated examples of F statistics

Posted by: Ji | Wednesday, July 11, 2012 at 03:41 PM

I would be lucky if i could be your real student. Thanks you so much teacher for your hard-working. :))

Posted by: Malyny | Monday, January 28, 2013 at 12:07 PM