6610 notes 02/25

	catogorical	Quant
cat	x2 test l ogistic reg	linear reg ANOVA  2- sample t-test
quant	log stc reg	linear reg time series

interview question

what is the assumption of 

Linear Regression

linear

ϵi has E[ϵi]=0

at least one xi is different

xi uncorrelated with ϵi

ϵi has V(ϵi)=σ2

ϵi is indepdent of ϵj

ϵi∼N(0,σ2) so yi|xi∼N(α+βxi,σ2)