Multiple Regression Analysis: Estimation, Diagnostics and Modelling - Bernhard Kittel

The course starts with a discussion of the logic of the multivariate regression model and the central assumptions underlying the ordinary least squares approach. This part includes an extensive discussion of the derivation of the ordinary least squares estimator, its standard error and summary statistics. 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 influential cases, multicollinearity, heteroskedasticity, and autocorrelation. Finally, categorical predictors, interactions, and nonlinearities will be considered. Short Bio Bernhard Kittel is professor of Economic Sociology at the University of Vienna. Previous engagements include the University of Oldenburg, the University of Amsterdam, the University of Bremen, and the Max Planck Institute for the Study of Societies in Cologne. His research interests cover collective decision-making, political economy, and comparative research methodology.

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