Econometrics HT 18
Chapter 15 : Inference in the linear regression model
By Lund University
Hypothesis testing and confidence intervals.
Inference in the linear regression model
This section is an introduction to inference in the linear regression model. We will begin by looking at hypothesis testing as a general idea in statistics followed by hypothesis testing in the linear regression model. We will look at the t-test, test if one of the unknown parameters is equal to some given value. Hypothesis testing is closely related to confidence intervals and we will look at confidence intervals for the beta parameters of the linear regression model.