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Daniel Moon G2 (A.M. in Statistics Dept) Email: [email protected] Office hour: Th. PM 4:10-5:10, 6th Floor, 600 Interest: Quantitative methods in finance I want my section to be interactive and
helpful. Any questions? Feel free to ask…
Agenda of Today
Scatter Plot Correlation Linear Regression Lurking Variable Association vs. Causation
Lurking Variable
A variable not among the explanatory or response variables that influences the interpretation
From aggregate data Sol: Plot the residuals against time and
other variables that may influence the results