Week 5

Multiple Regression Analysis: assumptions

W05-01 Omitted variable bias

In class

• SLIDES: 🖥W05-01 Omitted variable bias
• Application Exercise: 📋ae05-01-OVB.rmd
• Download here ae/ae05-multiple-regression-part-2.zip or on Ilias.

SELF STUDY

• Homework section of the application exercise: 📋ae05-01-OVB.rmd
• Application Exercise: 📋ae05-02-HW-slides-ovb.Rmd

• Watch: Regression Part I: Call in the CIA
• Watch: Regression Part II: Theory

W05-02 Collinearity and Heteroscedasticity

In class

• SLIDES: 🖥W05-02 Collinearity
• SLIDES: 🖥W05-03 Heteroscedasticity

W05-03 Hedonic model

In class

• SLIDES: 🖥W05-04 Hedonic Prices Model
• Application Exercise: 📋ae05-03-hedonic-complete-reg-analysis.Rmd

SELF STUDY

• Homework section of the application exercise: 📋ae05-03-hedonic-complete-reg-analysis.Rmd