Regression Analysis

  1. Advanced Linear Regression Topics
    1. Categorical Variables in Regression
      1. Introduction to Dummy Variables
        1. Binary Coding Schemes
          1. Reference Category Selection
          2. Creating Dummy Variables
            1. Manual Coding
              1. Automatic Coding Procedures
              2. Interpretation of Dummy Variable Coefficients
                1. Intercept Shifts
                  1. Slope Differences
                  2. The Dummy Variable Trap
                    1. Perfect Multicollinearity Issues
                      1. Solutions and Workarounds
                      2. Multiple Category Variables
                        1. Reference Category Approach
                          1. Effects Coding
                            1. Orthogonal Coding
                            2. Interactions with Dummy Variables
                              1. Dummy-Continuous Interactions
                                1. Dummy-Dummy Interactions
                                  1. Interpretation of Interaction Effects
                                    1. Testing for Structural Breaks
                                  2. Nonlinear Relationships
                                    1. Polynomial Regression
                                      1. Quadratic Models
                                        1. Cubic and Higher-Order Models
                                          1. Interpretation of Polynomial Terms
                                            1. Choosing Polynomial Degree
                                            2. Logarithmic Transformations
                                              1. Natural Logarithm Properties
                                                1. Log-Linear Models
                                                  1. Linear-Log Models
                                                    1. Log-Log Models
                                                      1. Interpretation in Log Models
                                                        1. Elasticities
                                                          1. Semi-Elasticities
                                                            1. Percentage Changes
                                                          2. Other Transformations
                                                            1. Square Root Transformations
                                                              1. Reciprocal Transformations
                                                                1. Box-Cox Transformations
                                                                2. Interaction Terms
                                                                  1. Continuous-Continuous Interactions
                                                                    1. Creating Interaction Variables
                                                                      1. Centering Variables
                                                                        1. Interpretation of Interaction Effects
                                                                          1. Testing Interaction Significance
                                                                        2. Model Selection and Validation
                                                                          1. Information Criteria
                                                                            1. Akaike Information Criterion
                                                                              1. Bayesian Information Criterion
                                                                                1. Hannan-Quinn Information Criterion
                                                                                  1. Comparison and Selection
                                                                                  2. Automated Selection Procedures
                                                                                    1. Forward Selection
                                                                                      1. Backward Elimination
                                                                                        1. Stepwise Regression
                                                                                          1. Best Subset Selection
                                                                                            1. Limitations and Cautions
                                                                                            2. Cross-Validation Methods
                                                                                              1. Leave-One-Out Cross-Validation
                                                                                                1. K-Fold Cross-Validation
                                                                                                  1. Validation Set Approach
                                                                                                    1. Bootstrap Methods
                                                                                                    2. Model Comparison Techniques
                                                                                                      1. Nested Model Tests
                                                                                                        1. Non-Nested Model Tests
                                                                                                          1. Vuong Test
                                                                                                            1. Clarke Test

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                                                                                                        4. Model Specification and Diagnostics

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                                                                                                        6. Generalized Linear Models