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MBA Statistics |
Regression
Analysis Module
During the next four weeks we
will focus on one main tools of econometrics, namely regression analysis. Regression analysis is concerned with modeling
relationships among variables. It quantifies how a dependent variable is
related to a set of explanatory variables. The course's primary focus will be
on applications and model building. We will concentrate our efforts on three
aspects of regression analysis: model specification, diagnostics, and
forecasting.
Please remember to always bring your packet materials
(e-mailed to you earlier) to every class!!!
Please print addendum to class packet.
By clicking on the weekly links below you will be able to access all assignments and data sets.
Class Topics
Week 1 - Answers for Assignment 1
- Introduction to Regression
- The General Linear Model & Transformations
- Interpretation of Coefficients
- Meddicorp Decision
- Least Squares Graphically
- Using Standard Errors of Regression Coefficients to Evaluate the Model
- Lags & Forecasts
- Assignment
Week 2 Answers
for Assignment 2
Please bring your laptop (notebook) to class loaded with SPSS
- Go over Assignment for Week 1
- Review Concept of Variance – Tchebychev’s Theorem
- R Square (How good is my regression?)
- SPSS (Computer Package) for Constructing Models
- Assignment
Week 3 Answers
for Assignment 3
Please bring your laptop (notebook) to class
loaded with SPSS. Also download the data files for this week to your computer
before coming to class.
- Go over Assignment for Week 2
- Dummy Variables (Incorporating Extraneous Effects)
- Dealing with Trends & Seasonality
- Construction & Evaluation of Regression Models
- Regression Assumptions & Pitfalls
- Dealing with the Problem of Multicollinearity (SPSS: Correlation Matrix & VIF’s)
- Assignment
Week 4 Answers
for Assignment 4
Please bring your laptop (notebook) to class
loaded with SPSS. Also download the data files for this week to your computer
before
coming to class.
- Go over Assignment for Week 3
- Dealing with Serial Correlation
- Alleviating the Problem of Heteroscedasticity
- Assignment (Answers will be provided on the
last day of class.)