Multiple regression analysis

author: Bernhard Kittel, Carl von Ossietzky Universität Oldenburg
published: Aug. 7, 2009,   recorded: August 2009,   views: 26675

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The course starts with a discussion of the logic of the multivariate regression model and the central assumptions underlying the ordinary least squares approach. Then it proceeds with testing for the adequacy of the assumptions and suitable corrections and extensions to the estimation techniques in the context of cross-sectional data. Particular emphasis will be laid on multicollinearity and heteroskedasticity. The second part of the course focuses on functional form. Models that are nonlinear in variables but linear in parameters, dummy variables, and interaction terms will be covered. In the third part, various topics arising with special data are covered. Firstly, the analysis of binary dependent variables is introduced. Secondly, problems involved with the analysis of longitudinal data, i.e. time series and panel data, are discussed, with special emphasis on autocorrelation. The course assumes proficiency with descriptive and inferential statistics at the level of test theory and bivariate regression analysis.

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Reviews and comments:

Comment1 l p, September 19, 2009 at 11:20 p.m.:

Dear Sir/Ma'am,

Really enjoyed this lecture.

Would it be possible to post the rest of the lectures from this Multiple Regression Analysis course?

Thanks much!

Comment2 Christiane Kofri, November 17, 2009 at 3:23 p.m.:


The lecture was just excellent.

Would it be possible to view the remaining lectures from this course?


Comment3 Brajesh Kumar, August 22, 2010 at 8:28 a.m.:

I really enjoyed this lecture and impressed by the way kittel made it easy to understand regression analysis.
Its really a commendable work and I would like to watch the other parts as well.
Please let me know how can I watch the remaining lectures.
Thank you.
Brajesh Kumar

Comment4 Mike, January 3, 2011 at 4:52 p.m.:

Bravo, Dr. Kittel!

Comment5 Hongtao, January 14, 2011 at 6:40 p.m.:

The lecture was great.

I would like to view the remaining lectures from this course?

Comment6 Evandro Lorenzoni, June 25, 2011 at 6:05 p.m.:

The same ! How could we view the other lectures?

Excelent course!

Comment7 olasupo mayowa benjamin, August 14, 2011 at 5:25 p.m.:

the lecture should be sent to my mail because i can wait to unread the reality behind it

Comment8 Robert Bednarzik, August 2, 2012 at 7:52 p.m.:

Please send the remaining lectures in the course

Comment9 Joy, August 3, 2012 at 2:30 a.m.:

Thank you for posting this lecture. Is it possible to view the following lectures?

Comment10 Sangbong, October 8, 2012 at 5:23 a.m.:

Thank you for the lecture.

Please send the remaining lectures in the course, me too.

Comment11 mohsen souissi, February 25, 2013 at 11:47 p.m.:

please send me the link to other lectures

Comment12 ghulam qadir, April 19, 2014 at 10:05 a.m.:

SIR PLz post me such valueable lecturer

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