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å

n

i=1

x

i

= x

1

÷x

2

÷ ÷x

n

å

n

i=1

a = na

å

n

i=1

ax

i

= a å

n

i=1

x

i

å

n

i=1

(x

i

÷y

i

) = å

n

i=1

x

i

÷ å

n

i=1

y

i

å

n

i=1

(ax

i

÷by

i

) = a å

n

i=1

x

i

÷b å

n

i=1

y

i

å

n

i=1

(a ÷bx

i

) = na ÷b å

n

i=1

x

i

x =

å

n

i=1

x

i

n

=

x

1

÷x

2

÷ ÷x

n

n

å

n

i=1

(x

i

÷x) = 0

å

2

i=1

å

3

j=1

f (x

i

; y

j

) = å

2

i=1

f (x

i

; y

1

) ÷f (x

i

; y

2

) ÷f (x

i

; y

3

) [ [

= f (x

1

; y

1

) ÷f (x

1

; y

2

) ÷f (x

1

; y

3

)

÷f (x

2

; y

1

) ÷f (x

2

; y

2

) ÷f (x

2

; y

3

)

Expected Values & Variances

E(X) = x

1

f (x

1

) ÷x

2

f (x

2

) ÷ ÷x

n

f (x

n

)

= å

n

i=1

x

i

f (x

i

) = å

x

x f (x)

E g(X) [ [ = å

x

g(x) f (x)

E g

1

(X) ÷g

2

(X) [ [ = å

x

g

1

(x) ÷g

2

(x) [ [ f (x)

= å

x

g

1

(x) f (x) ÷å

x

g

2

(x) f (x)

= E g

1

(X) [ [ ÷E g

2

(X) [ [

E(c) = c

E(cX) = cE(X)

E(a ÷ cX) = a ÷ cE(X)

var(X) = s

2

= E[X ÷ E(X)]

2

= E(X

2

) ÷ [E(X)]

2

var(a ÷ cX) = E[(a ÷ cX) ÷E(a ÷ cX)]

2

= c

2

var(X)

Marginal and Conditional Distributions

f (x) = å

y

f (x; y) for each value X can take

f (y) = å

x

f (x; y) for each value Y can take

f (x[y) = P X = x[Y = y [ [ =

f (x; y)

f (y)

If X and Y are independent random variables, then

f (x,y) = f (x)f ( y) for each and every pair of values

x and y. The converse is also true.

If X and Y are independent random variables, then the

conditional probability density function of X given that

Y = y is f (x[y) =

f (x; y)

f (y)

=

f (x) f (y)

f (y)

= f (x)

for each and everypair of values x and y. The converse is

also true.

Expectations, Variances & Covariances

cov(X; Y) = E[(X÷E[X[)(Y÷E[Y[)[

=å

x

å

y

x ÷E(X) [ [ y ÷E(Y) [ [ f (x; y)

r =

cov(X;Y)

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

var(X)var(Y)

_

E(c

1

X ÷ c

2

Y) = c

1

E(X) ÷ c

2

E(Y)

E(X ÷ Y) = E(X) ÷ E(Y)

var(aX÷bY÷cZ) =a

2

var(X) ÷b

2

var(Y) ÷c

2

var(Z)

÷2abcov(X,Y) ÷ 2accov(X,Z) ÷ 2bccov(Y,Z)

If X, Y, and Z are independent, or uncorrelated, random

variables, then the covariance terms are zero and:

var(aX ÷bY ÷cZ) = a

2

var(X)

÷b

2

var(Y) ÷c

2

var(Z)

Normal Probabilities

If X - N(m, s

2

), then Z =

X ÷m

s

-N(0; 1)

If X - N(m, s

2

) and a is a constant, then

P(X _ a) = P Z _

a ÷m

s

_ _

If X -N(m; s

2

) and a and b are constants; then

P(a _ X _ b) = P

a÷m

s

_ Z _

b ÷m

s

_ _

Assumptions of the Simple Linear Regression

Model

SR1 The value of y, for each value of x, is y = b

1

÷

b

2

x ÷ e

SR2 The average value of the random error e is

E(e) = 0 since we assume that E(y) = b

1

÷ b

2

x

SR3 The variance of the random error e is var(e) =

s

2

= var(y)

SR4 The covariance between any pair of random

errors, e

i

and e

j

is cov(e

i

, e

j

) = cov(y

i

, y

j

) = 0

SR5 The variable x is not random and must take at

least two different values.

SR6 (optional ) The values of e are normally dis-

tributed about their mean e - N(0, s

2

)

Least Squares Estimation

If b

1

and b

2

are the least squares estimates, then

^y

i

= b

1

÷b

2

x

i

^e

i

= y

i

÷^y

i

= y

i

÷b

1

÷b

2

x

i

The Normal Equations

Nb

1

÷Sx

i

b

2

=Sy

i

Sx

i

b

1

÷Sx

2

i

b

2

= Sx

i

y

i

Least Squares Estimators

b

2

=

S(x

i

÷x)(y

i

÷y)

S(x

i

÷x)

2

b

1

= y ÷b

2

x

Elasticity

h =

percentage change in y

percentage change in x

=

Dy=y

Dx=x

=

Dy

Dx

x

y

h =

DE(y)=E(y)

Dx=x

=

DE(y)

Dx

x

E(y)

= b

2

x

E(y)

Least Squares Expressions Useful for Theory

b

2

= b

2

÷Sw

i

e

i

w

i

=

x

i

÷x

S(x

i

÷x)

2

Sw

i

= 0; Sw

i

x

i

= 1; Sw

2

i

= 1=S(x

i

÷x)

2

Properties of the Least Squares Estimators

var(b

1

) = s

2

Sx

2

i

NS(x

i

÷x)

2

_ _

var(b

2

) =

s

2

S(x

i

÷x)

2

cov(b

1

; b

2

) = s

2

÷x

S(x

i

÷x)

2

_ _

Gauss-Markov Theorem: Under the assumptions

SR1–SR5 of the linear regression model the estimators

b

1

and b

2

have the smallest variance of all linear and

unbiased estimators of b

1

and b

2

. They are the Best

Linear Unbiased Estimators (BLUE) of b

1

and b

2

.

If we make the normality assumption, assumption

SR6, about the error term, then the least squares esti-

mators are normally distributed.

b

1

- N b

1

;

s

2

åx

2

i

NS(x

i

÷x)

2

_ _

; b

2

- N b

2

;

s

2

S(x

i

÷x)

2

_ _

Estimated Error Variance

^ s

2

=

S^e

2

i

N ÷2

Estimator Standard Errors

se(b

1

) =

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

´

var(b

1

)

_

; se(b

2

) =

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

´

var(b

2

)

_

t-distribution

If assumptions SR1–SR6 of the simple linear regression

model hold, then

t =

b

k

÷b

k

se(b

k

)

- t

(N÷2)

; k = 1; 2

Interval Estimates

P[b

2

÷ t

c

se(b

2

) _ b

2

_ b

2

÷ t

c

se(b

2

)] = 1 ÷ a

Hypothesis Testing

Components of Hypothesis Tests

1. A null hypothesis, H

0

2. An alternative hypothesis, H

1

3. A test statistic

4. A rejection region

5. A conclusion

If the null hypothesis H

0

: b

2

= c is true, then

t =

b

2

÷c

se(b

2

)

- t

(N÷2)

Rejection rule for a two-tail test: If the value of the

test statistic falls in the rejection region, either tail of

the t-distribution, then we reject the null hypothesis

and accept the alternative.

Type I error: The null hypothesis is true and we decide

to reject it.

Type II error: The null hypothesis is false and we decide

not to reject it.

p-value rejection rule: When the p-value of a hypoth-

esis test is smaller than the chosen value of a, then the

test procedure leads to rejection of the null hypothesis.

Prediction

y

0

= b

1

÷b

2

x

0

÷e

0

; ^y

0

= b

1

÷b

2

x

0

; f = ^y

0

÷y

0

´

var( f ) = ^ s

2

1 ÷

1

N

÷

(x

0

÷x)

2

S(x

i

÷x)

2

_ _

; se( f ) =

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

´

var( f )

_

A (1 ÷ a) × 100% conﬁdence interval, or prediction

interval, for y

0

^y

0

±t

c

se( f )

Goodness of Fit

S(y

i

÷y)

2

= S(^y

i

÷y)

2

÷S^e

2

i

SST = SSR ÷SSE

R

2

=

SSR

SST

= 1 ÷

SSE

SST

= (corr(y; ^y))

2

Log-Linear Model

ln(y) = b

1

÷b

2

x ÷e;

´

ln( y) = b

1

÷b

2

x

100 ×b

2

~ % change in y given a one-unit change in x:

^y

n

= exp(b

1

÷b

2

x)

^y

c

= exp(b

1

÷b

2

x)exp(^ s

2

=2)

Prediction interval:

exp

´

ln(y) ÷t

c

se( f )

_ _

; exp

´

ln( y) ÷t

c

se( f )

_ _

Generalized goodness-of-ﬁt measure R

2

g

=(corr(y;^y

n

))

2

Assumptions of the Multiple Regression Model

MR1 y

i

= b

1

÷ b

2

x

i2

÷ ÷ b

K

x

iK

÷ e

i

MR2 E(y

i

) =b

1

÷b

2

x

i2

÷ ÷b

K

x

iK

=E(e

i

) = 0.

MR3 var(y

i

) = var(e

i

) = s

2

MR4 cov(y

i

, y

j

) = cov(e

i

, e

j

) = 0

MR5 The values of x

ik

are not random and are not

exact linear functions of the other explanatory

variables.

MR6 y

i

- N[(b

1

÷b

2

x

i2

÷ ÷b

K

x

iK

); s

2

[

=e

i

- N(0; s

2

)

Least Squares Estimates in MR Model

Least squares estimates b

1

, b

2

, . . . , b

K

minimize

S(b

1

, b

2

, . . . , b

K

) = å(y

i

÷b

1

÷b

2

x

i2

÷ ÷b

K

x

iK

)

2

Estimated Error Variance and Estimator

Standard Errors

^ s

2

=

å^e

2

i

N ÷K

se(b

k

) =

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

´

var(b

k

)

_

Hypothesis Tests and Interval Estimates for Single Parameters

Use t-distribution t =

b

k

÷b

k

se(b

k

)

- t

(N÷K)

t-test for More than One Parameter

H

0

: b

2

÷cb

3

= a

When H

0

is true t =

b

2

÷cb

3

÷a

se(b

2

÷cb

3

)

- t

(N÷K)

se(b

2

÷cb

3

) =

ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ

´

var(b

2

) ÷c

2 ´

var(b

3

) ÷2c ×

´

cov(b

2

; b

3

)

_

Joint F-tests

To test J joint hypotheses,

F =

(SSE

R

÷SSE

U

)=J

SSE

U

=(N ÷K)

To test the overall signiﬁcance of the model the null and alternative

hypotheses and F statistic are

H

0

: b

2

= 0; b

3

= 0; : : : ; b

K

= 0

H

1

: at least one of the b

k

is nonzero

F =

(SST ÷SSE)=(K ÷1)

SSE=(N ÷K)

RESET: A Speciﬁcation Test

y

i

=b

1

÷b

2

x

i2

÷b

3

x

i3

÷e

i

^y

i

=b

1

÷b

2

x

i2

÷b

3

x

i3

y

i

=b

1

÷b

2

x

i2

÷b

3

x

i3

÷g

1

^y

2

i

÷e

i

; H

0

: g

1

=0

y

i

=b

1

÷b

2

x

i2

÷b

3

x

i3

÷g

1

^y

2

i

÷g

2

^y

3

i

÷e

i

; H

0

: g

1

=g

2

=0

Model Selection

AIC = ln(SSE=N) ÷ 2K=N

SC = ln(SSE=N) ÷ Kln(N)=N

Collinearity and Omitted Variables

y

i

= b

1

÷b

2

x

i2

÷b

3

x

i3

÷e

i

var(b

2

) =

s

2

(1 ÷r

2

23

) å(x

i2

÷x

2

)

2

When x

3

is omitted; bias(b

+

2

) = E(b

+

2

) ÷b

2

= b

3

´

cov(x

2

; x

3

)

´

var(x

2

)

Heteroskedasticity

var(y

i

) = var(e

i

) = s

i

2

General variance function

s

2

i

= exp(a

1

÷a

2

z

i2

÷ ÷a

S

z

iS

)

Breusch-Pagan and White Tests for H

0

: a

2

= a

3

= = a

S

= 0

When H

0

is true x

2

= N ×R

2

- x

2

(S÷1)

Goldfeld-Quandt test for H

0

: s

2

M

= s

2

R

versus H

1

: s

2

M

,= s

2

R

When H

0

is true F = ^ s

2

M

=^ s

2

R

- F

(NM÷KM;NR÷KR)

Transformed model for var(e

i

) = s

2

i

= s

2

x

i

y

i

=

ﬃﬃﬃﬃ

x

i

_

= b

1

1=

ﬃﬃﬃﬃ

x

i

_

( ) ÷b

2

x

i

=

ﬃﬃﬃﬃ

x

i

_

( ) ÷e

i

=

ﬃﬃﬃﬃ

x

i

_

Estimating the variance function

ln(^e

2

i

) = ln(s

2

i

) ÷v

i

= a

1

÷a

2

z

i2

÷ ÷a

S

z

iS

÷v

i

Grouped data

var(e

i

) = s

2

i

=

s

2

M

i = 1; 2; . . . ; N

M

s

2

R

i = 1; 2; . . . ; N

R

_

Transformed model for feasible generalized least squares

y

i

_

ﬃﬃﬃﬃﬃ

^ s

i

_

= b

1

1

_

ﬃﬃﬃﬃﬃ

^ s

i

_

_ _

÷b

2

x

i

_

ﬃﬃﬃﬃﬃ

^ s

i

_

_ _

÷e

i

_

ﬃﬃﬃﬃﬃ

^ s

i

_

Regression with Stationary Time Series Variables

Finite distributed lag model

y

t

=a ÷b

0

x

t

÷b

1

x

t÷1

÷b

2

x

t÷2

÷ ÷b

q

x

t÷q

÷v

t

Correlogram

r

k

= å(y

t

÷y)(y

t÷k

÷y)= å(y

t

÷y)

2

For H

0

: r

k

= 0; z =

ﬃﬃﬃﬃ

T

_

r

k

- N(0; 1)

LM test

y

t

=b

1

÷b

2

x

t

÷r^e

t÷1

÷^v

t

Test H

0

: r =0 with t-test

^e

t

=g

1

÷g

2

x

t

÷r^e

t÷1

÷^v

t

Test using LM=T ×R

2

AR(1) error y

t

=b

1

÷b

2

x

t

÷e

t

e

t

= re

t÷1

÷v

t

Nonlinear least squares estimation

y

t

= b

1

(1 ÷r) ÷b

2

x

t

÷ry

t÷1

÷b

2

rx

t÷1

÷v

t

ARDL(p, q) model

y

t

= d ÷d

0

x

t

÷d

l

x

t÷1

÷ ÷ d

q

x

t÷q

÷u

l

y

t÷1

÷ ÷u

p

y

t÷p

÷v

t

AR(p) forecasting model

y

t

= d ÷u

l

y

t÷1

÷u

2

y

t÷2

÷ ÷u

p

y

t÷p

÷v

t

Exponential smoothing ^y

t

= ay

t÷1

÷(1 ÷a)^y

t÷1

Multiplier analysis

d

0

÷d

1

L ÷d

2

L

2

÷ ÷d

q

L

q

= (1 ÷u

1

L ÷u

2

L

2

÷ ÷u

p

L

p

)

×(b

0

÷b

1

L ÷b

2

L

2

÷ )

Unit Roots and Cointegration

Unit Root Test for Stationarity: Null hypothesis:

H

0

: g = 0

Dickey-Fuller Test 1 (no constant and no trend):

Dy

t

= gy

t÷1

÷v

t

Dickey-Fuller Test 2 (with constant but no trend):

Dy

t

= a ÷gy

t÷1

÷v

t

Dickey-Fuller Test 3 (with constant and with trend):

Dy

t

= a ÷gy

t÷1

÷lt ÷v

t

Augmented Dickey-Fuller Tests:

Dy

t

= a ÷gy

t÷1

÷ å

m

s=1

a

s

Dy

t÷s

÷v

t

Test for cointegration

D^e

t

= g^e

t÷1

÷v

t

Random walk: y

t

= y

t÷1

÷v

t

Random walk with drift: y

t

= a ÷y

t÷1

÷v

t

Random walk model with drift and time trend:

y

t

= a ÷dt ÷y

t÷1

÷v

t

Panel Data

Pooled least squares regression

y

it

= b

1

÷b

2

x

2it

÷b

3

x

3it

÷e

it

Cluster robust standard errors cov(e

it

, e

is

) = c

ts

Fixed effects model

y

it

= b

1i

÷b

2

x

2it

÷b

3

x

3it

÷e

it

b

1i

not random

y

it

÷y

i

= b

2

(x

2it

÷x

2i

) ÷b

3

(x

3it

÷x

3i

) ÷(e

it

÷e

i

)

Random effects model

y

it

=b

1i

÷b

2

x

2it

÷b

3

x

3it

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it

b

it

=b

1

÷u

i

random

y

it

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i

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1

(1÷a) ÷b

2

(x

2it

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) ÷b

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Ts

2

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t = (b

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var(b

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1=2

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