Forecasting in Multiple Regression
In this video, Boris Demeshev (HSE) examines several topics.
The first topic is forecasting, how to make forecasts, and, more interestingly, how to construct confidence intervals for forecasts. The second topic is how to choose the best model. For example, if I have two models, how do I compare them? How do I test the hypothesis about whether the first or second model is correct? The difference between a confidence interval and a predictive interval
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