Key Terms and Concepts

> Assumptions

> Condition number

> Confidence interval

> Estimator

> Gauss-Markov Theorem

> Hat matrix

> Ignorable case

> Linear estimator

> Linear unbiased estimator

> Mean squared error

> Minimum mean squared error

• Minimum variance linear unbiased estimator

• Missing observations Multicollinearity

• Oaxaca's decomposition

• Optimal linear predictor Orthogonal random variables

• Principal components

• Projection matrix Sampling distribution Sampling variance

• Semiparametric

• Standard Error

• Standard error of the regression

• Statistical properties Stochastic regressors

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