Econometrics HT 18
Chapter 17 : Inference in the linear regression model with several explanatory variables
By Lund University
Hypothesis testing and confidence intervals.
Inference in the linear regression model with several explanatory variables
We begin by looking at the t-test which we use to test a single restriction. In a linear regression model with several explanatory variables it is common to consider hypotheses involving several restrictions. Such hypotheses can be tested using an F test. Finally we look at confidence intervals when we have many explanatory variables.