From stock and Watson 3rd edition introduction to econometrics
Using the data set Teaching Ratings described, carry out the following exercises.
a) Run a regression of Course_Eval on Beauty. Construct a 95% confidence interval for the effect of Beauty on Course_Eval.
b) Consider the various control variables in the data set. Which do you think should be included in the regression? Examine the robustness of the confidence interval that you constructed in (a). What is a reasonable 95% confidence interval for the effect of Beauty on Course_Eval?