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PS9591: Regressions and Causal Inference

20 Lecture 8: The Multiple Regression Model: Interpretation

Slides

  • 9a The Multiple Regression Model: Interpretation (link)

  • 9b The Multiple Regression Model: F-Tests (link)

  • 9c The Multiple Regression Model: Heteroskedasticity (link)

No fancy code from this Lecture :( …

Figure 20.1: Slides for 9 The Multiple Regression Model: Interpretation.

Figure 20.2: Slides for 9 The Multiple Regression Model: F-Test

Figure 20.3: Slides for 9 The Multiple Regression Model: Heteroskedasticity

20.1 Lecture Assignment

  1. Using simulated data, explain the difference between statistical significance and substantive significance, as explained by Achen (1982), Chapter: Sampling Distributions of Regression Coefficients. Note: you can access the chapter through UWO Library.