J Test, Regression, Model Selection, Statistics, Deep Dives.
predictions from model B: df_panel_with_dummies['y_cap'] = y_cap Now construct the comprehensive model (model C)’s regression equation. Recollect that model C’s expression is the following: y = y_capλ +Xβ + ϵ Where X is the regression matrix of model A, y_cap are the predictions from model B and ϵ