Regression R Square | Fitted Values | Residuals | Advanced Econometrics

Описание: 0:00 What is R Square
0:40 What is Beta Hat,
0:40 What is Y Hat? It is alpha hat + beta hatXi
1:20 How to get Ui hat: Uihat = Yi - Yhat
1:36 What is Ui? It is the true regression error which we never know
2:50 What is Yi: It is Yihat + Uihat
3:18 Variance of Yi: = Variance (Yihat) + Variance (Uihat)
4:18 What is Regression R2
4:54 How Regression R2 is measured?
5:45 How to interpret R2 Value
6:10 What is good regression?
7:05 What is a Bad regression?
7:25 How does text books interpret R2
8:27 R Square and correlations are the same? Yes if we square root RSquare, it is correlation.
9:12 What is a good Regression? Y and YHat are closer with High Rsquare or Correlation
9:39 What is a bad Regression? Y and YHat are very different with low Rsquare or Correlation
10:14 What the R Square for single regressor?
10:14 What the R Square for Bivariate Regression? It is the correlation of Yi and Xi but not Yi and Yhat

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