MGSC 291 Exam 2 HW Review PDF
Document Details
Uploaded by FluentForgetMeNot
Tags
Summary
This document appears to be review notes for a statistics exam, focusing on linear and logistic regressions as well as time series and panel data. The document contains mathematical formulas and examples related to these topics.
Full Transcript
MGSC 291 Exam 2 HW Review Linear = Data=Data Logistic = Family=Binomial Linear Regression(1) The response variable in a linear regression is: The average Y, conditional on the inputs, X In linear regression, its okay to take the log of: Either the Y, X or both In a log-log model, t...
MGSC 291 Exam 2 HW Review Linear = Data=Data Logistic = Family=Binomial Linear Regression(1) The response variable in a linear regression is: The average Y, conditional on the inputs, X In linear regression, its okay to take the log of: Either the Y, X or both In a log-log model, the beta coefficient on log(x) is: An elasticity Feature engineering is: Taking transformations of variables to create new models to model from Linear Regression(2) Suppose you fit a linear regression, fit 1, series diverges If |B1| < 1, mean reverting
