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Econometrics 1

Econometrics 1. Lecture 7 Multicollinearity. What is multicollinearity. OLS Estimates in a Multiple Regression Model. Mutlicollinearity. Multicollinearity: A Numerical Example. Mutlicollinearity: In Matrix Notation. Mutlicollinearity: Cramer’s Rule for Estimation OLS Parameters.

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Econometrics 1

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  1. Econometrics 1 Lecture 7 Multicollinearity

  2. What is multicollinearity

  3. OLS Estimates in a Multiple Regression Model

  4. Mutlicollinearity

  5. Multicollinearity: A Numerical Example

  6. Mutlicollinearity: In Matrix Notation

  7. Mutlicollinearity: Cramer’s Rule for Estimation OLS Parameters

  8. Breakdown of OLS Estimation In Case of Multicollinearity in Matrix

  9. General Formula for the OLS Parameters in Matrix Notation

  10. Variance in Algebra and in Matrix Notation

  11. Variance in Algebra and in Matrix Notation

  12. Consequences of Multicollinearity

  13. Detection of Multicollinearity

  14. Remedial Measures

  15. Remedial Measure

  16. Likelihood and Log-Likelihood Functions Value of Likelihood function Parameter Set,

  17. Similarity Between the OLS and Maximum Likelihood Estimators

  18. Large Sample Tests

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