2 | Multivariate Linear Regression Model |
2.1 | Introduction |
2.2 | Classical Assumptions of the MLRM |
2.3 | Estimation Procedures |
2.4 | Properties of the Estimators |
2.5 | Interval Estimation |
2.6 | Goodness of Fit Measures |
2.7 | Linear Hypothesis Testing |
2.8 | Restricted and Unrestricted Regression |
2.9 | Three General Test Procedures |
2.9.1 | Likelihood Ratio Test (LR) |
2.9.2 | The Wald Test (W) |
2.9.3 | Lagrange Multiplier Test (LM) |
2.9.4 | Relationships and Properties of the Three General Testing Procedures |
2.9.5 | The Three General Testing Procedures in the MLRM Context |
2.9.6 | Example |
2.10 | Dummy Variables |
2.11 | Forecasting |
Bibliography |