Tuesday , December 11 2018
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How to Read a Regression

Summary:
As I mentioned in an earlier post, I am for the first time teaching a class in quantiative methods in John Jay’s new economics MA program.[footnote]If you’re curious about this program, please email me at [email protected][/footnote] One thing I’ve found is that the students, even those who have taken econometrics or statistics classes before, really benefit from an explanation fo how to read regression results — what exactly all the numbers you find in a regression table actually mean. I’m sure there is a textbook out there that gives a good, clear, comprehensive, accessible explanation of how to read regression results, but I haven’t found it. Besides, I like making my own materials. Among other things, it’s a good way to be sure you understand things yourself, and to clarify how

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As I mentioned in an earlier post, I am for the first time teaching a class in quantiative methods in John Jay’s new economics MA program.[footnote]If you’re curious about this program, please email me at [email protected][/footnote] One thing I’ve found is that the students, even those who have taken econometrics or statistics classes before, really benefit from an explanation fo how to read regression results — what exactly all the numbers you find in a regression table actually mean. I’m sure there is a textbook out there that gives a good, clear, comprehensive, accessible explanation of how to read regression results, but I haven’t found it. Besides, I like making my own materials. Among other things, it’s a good way to be sure you understand things yourself, and to clarify how you think people should think about them. So I’ve been writing my own notes on how to read a regression. They are on my teaching materials page, along with lots of macroeconomics notes and a few other things.

If you teach an introductory econometrics or statistics class, take a look, and feel free to use them if they seem helpful. Or if you are taking one, or just curious. And if anything seems wrong or confusing to you, or if you know of something similar but more polished and complete — or just better — please let me know.

By the way, these notes, like my macroeconomics notes, are written in latex using the tufte-handout package.

Link: A guide to regressions

About JW Mason
JW Mason
Assistant professor of economics at John Jay College - CUNY, and fellow at the Roosevelt Institute. RT = Read This

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