Regression with a Single Regressor (FRM Part 1 2025 – Book 2 – Chapter 7) скачать в хорошем качестве

Regression with a Single Regressor (FRM Part 1 2025 – Book 2 – Chapter 7)

Learn “Regression with a Single Regressor” for FRM Part 1, Book 2, Chapter 7. In this lesson you’ll: • Build the simple linear regression model and interpret β₀ and β₁ • Test the slope with t-tests, p-values, and 95% confidence intervals • Understand OLS assumptions, homoscedasticity vs heteroscedasticity, and why it matters • Meet the Gauss Markov Theorem and the idea of BLUE • See fixes like Weighted Least Squares and GLS For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimite... AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams After completing this reading you should be able to: Calculate and interpret confidence intervals for regression coefficients. Interpret the p-value. Interpret hypothesis tests about regression coefficients. Evaluate the implications of homoskedasticity and heteroskedasticity. Determine the conditions under which the OLS is the best linear conditionally unbiased estimator. Explain the Gauss-Markov Theorem and its limitations, and alternatives to the OLS. Apply and interpret the t-statistic when the sample size is small. #FRM #QuantitativeAnalysis #Regression #Econometrics #GARP