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Lecture-4-Model-Estimation

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Binder

Contents

  • Load and explore synthetic NYC Subway ridership data
  • Implement OLS regression from scratch using matrix algebra
  • Use statsmodels for full regression analysis
  • Interpret coefficients, R², t-statistics, p-values, and confidence intervals
  • Perform diagnostic checks and visualizations

Local Installation

If you prefer to run locally:

git clone https://github.com/YOUR-USERNAME/ols-regression-tutorial.git
cd ols-regression-tutorial
pip install -r requirements.txt
jupyter notebook OLS_Python_Tutorial.ipynb

Data

The nyc_subway_ridership.csv file contains simulated data for educational purposes. For real NYC subway data, visit: https://data.ny.gov/d/wujg-7c2s

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