Guide

Demo
problem Exercise
Regress satisfaction on autonomy, routine, income and age. Interpret
the tables obtained in the output sheet of SPSS regression exercise.
1 Check for multicollinearity and heteroscadesticity

2 Regress wage on eductaion and experience. Establish the correct

functional forms and interpret output sheet
3 Regress output on labour and capital. Do all diagnostic
4 Regress real gdp (rgdp) on time. Do all diagnostic checks and suggest
remedy if required
Regress consumption on wealth and income. Interpret the results.
5 Check for multicollinearity. How do remedy multicollinearity if it is
present

Regress compensation on productivity or on employment size. Interpret

6 results. Check foe heteroscedasticity. How do you solve for the problem
of heterocedasticity

Regress labour force participation by women (lfpr) as function of

7 eduction, wage, husbands wage, number of kids below years 6 and
number of kids between 6 to 8

Regress houseprices on squareft, lotsize, no. of bedrooms, assessed

8 value and colonial. Interpret results
Regress wage on eductaion and experience and with dummies for
9 different business sectors like construction, services etc
Regress investment on investment (gpi) on savings (gps). Now
10 incorporate dummy recession81 and redo. Interpret results
Regression sales on seasonal dummies and interpret which season
11 report maximum sale
12 Regress pc on eductaion age and income
Regress Cllege GPA (colGPA) on average no. of lectures skipped
(skipped); high school GPA (HSGPA)and Achievement score(ACT)
13 Do entire regression analysis and check for normality,
heteroscadesticity, multicollinearity

To test discrimination in mortgage loan market against black, regress

14 loan approval as indicated by dummy variable approve (1 if sanctioned
and otherwise 0) on white, another dummy variable (1 if white, 0
otherwise). Also include variables like hrat, obrat, loanprc, unem, male,
marries, dep, sch, cosign, chist, pubrec, mortlat1, mortlat2 and vr.
check these variables and interpret the results
 Regress term gpa (trmgpa) on course gpa (crsgpa), cumulative gpa
(cumgpa), total hours (tohrs), sat score (sat), percentile in HS (hsperc) ,
15 female (a dummy variable (=1 if female & =0 otherwise) and season ( a
dummy variable =1 if in season). Obtain the regression equation, R
square and obtain the OLS & heterscadestic estimates & std errors; Do
the estimates hv their usual signs? are the estimates good? Is there
significant hetero present? H0: β = 1 makes more sense. Why? Test the
hypothesis at 95% confidence; Does the variable season have impact
on trmgpa?
 Chapters
Multiple Regression; Multicollinearity, Heteroscadesticity

Multiple Regression; Multicollinearity, Heteroscadesticity

Multiple Regression
Multiple Regression

Multiple regression; Regression pitfalls: Multicollinearity

Regression pitfalls: heteroscedasticity

Regression with dummy and diagnostic

Regression with dummy. Do diagnostics

Regression with dummy

Regression with dummy

Regression with dummy

LPM/logit/probit

Multiple regression (CLRM)

Linear Probability model (LPM)

Regression with qualitative and quantitative information