2 Linear Regression

Unit 2: Tuesday 1/28, Thursday 1/30, Tuesday 2/4, Thursday 2/6

Assignments 1-8 are due Friday 2/7 at 5pm. At this time, answer keys are published on blackboard, so no late work is accepted for any reason.

Assignment	Available in class	Available online	Template	Quiz
2.1 Probability Review	1/28	1/28	qmd
2.2 Estimators	1/28	1/28	qmd	quiz A
2.3 Deriving the Least Squares Estimators	1/30	1/30	qmd
2.4 Standard Errors	1/30	1/30	qmd	quiz B
2.5 map(.x, .f)	1/30	2/4	qmd
2.6 Multiple Regression, Model Selection, and Prediction	1/30	2/4	qmd	quiz C
2.7 Omitted Variable Bias	2/4	2/6	qmd
2.8 K Nearest Neighbors	2/6	2/6	qmd

Midterm 1: In-class on Tuesday 2/11. Study material from units 1 and 2. Practice Exam

Video Content

• 2.1.1 Discrete Random Variables
• 2.2.1 Estimators for E(X) and Var(X)
• 2.3.1 Intro to OLS part 1
• 2.3.2 Intro to OLS part 2
• 2.3.3 Summation Rules
• 2.3.4 OLS Notation
• 2.3.5 OLS Minimizes the Sum of Squared Residuals
• 2.3.6 OLS First Order Conditions
• 2.3.7 Simplifying: our first formula for \(\hat{\beta_0}\)
• 2.3.8 Simplifying: our first formula for \(\hat{\beta_1}\)
• 2.4.1 OLS Hypothesis Tests
• 2.4.2 Deriving a Second Formula for beta hat 1
• 2.4.3 Proof of the Unbiasedness of beta hat 1
• 2.4.4 Standard Error Derivation, part 1 of 2
• 2.4.5 Standard Error Derivation, part 2 of 2