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Ordinary
Least
Squares
2-2
(i = 1, 2, ., N)
(2.3)
2-3
2-4
2-5
(2.4)
(2.5)
2011 Pearson Addison-Wesley. All rights reserved.
2-6
Estimating Multivariate
Regression Models with OLS
In the real world one explanatory variable is not enough
The general multivariate regression model with K
independent variables is:
Yi = 0 + 1X1i + 2X2i + ... + KXKi + i (i = 1,2,,N)
(1.13)
2-7
2-8
2-9
where:
PARENTi: The amount (in dollars) that the parents of the ith
student are judged able to contribute to college expenses
HSRANKi: The ith students GPA rank in high school, measured
as a percentage (i.e. between 0 and 100)
2011 Pearson Addison-Wesley. All rights reserved.
2-10
2-11
2-12
2-13
(2.12)
(2.13)
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2-19
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Table 2.1a
The Calculation of Estimated Regression
Coefficients for the Weight/Height Example
2-24
Table 2.1b
The Calculation of Estimated Regression
Coefficients for the Weight/Height Example
2-25
Table 2.2a
Data for the Financial Aid Example
2-26
Table 2.2b
Data for the Financial Aid Example
2-27
Table 2.2c
Data for the Financial Aid Example
2-28
Table 2.2d
Data for the Financial Aid Example
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