ECMT2130: Financial econometrics Tutorial 05: Linear regression inference
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ECMT2130: Financial econometrics
Tutorial 05: Linear regression inference
This assignment builds on our detour via linear regression to explore hypothesis testing for coefficients in linear regressions.
Through this assignment you will practice hypothesis tests for linear regression model coeffi- 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.
2022-04-09