ECMT2130: Financial econometrics Tutorial 05: Linear regression inference

联系我们： 手动添加方式: 微信>添加朋友>企业微信联系人>13262280223 或者 QQ: 1483266981

ECMT2130: Financial econometrics

Tutorial 05: Linear regression inference

This assignment builds on our detour via linear regression to explore hypothesis testing for coef cients in linear regressions.

Through this assignment you will practice hypothesis tests for linear regression model coef – cients.

1 R assignment

1. Download the starting point script for this assignment and set it up in an R project in the usual way.

2. Modify and run the code in the script to answer the various questions in the Canvas quiz (they are also embedded in the comments in the starting point script). Enter your results into the Canvas quiz for this week’s assignment.