Overview

In this tutorial we’re going to

(A) Reintroduce the Conditional Expectation Function (CEF)

(B) Construct a Population Data Set

(C) Introduce the Population Linear Model

(D) Show how to fit a linear model to a data set using statsmodels

(E) Construct a predictive model in Python

(F) Compare the the CEF to the Population Linear Regression Model

(G) Fit a linear model to a sample of the data

(H) Show how to compute the MSE of a model

(I) Show how to compute the $R^2$ of a model

Part A

Part B

Part C

Part D

Part E

Part F

Part G

Part H

Part I