第二讲 简单回归模型详解.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * See page 623 in Chinese Edition. * * * * * * * * * * * * * * * * * * * * 计量经济学导论 Example 2.11 CEO Salary and Firm Sales * 计量经济学导论 * 计量经济学导论 测度单位与函数形式（续） * 计量经济学导论 6.OLS估计的期望值和方差 OLS的无偏性 OLS估计的方差 估计误差项的方差 * 计量经济学导论 OLS无偏性：四个假设 Assumption SLR.1: the population model is linear in parameters as y = b0 + b1x + u Assumption SLR.2: we can use a random sample of size n, {(xi, yi): i=1, 2, …, n}, from the population model. Thus we can write the sample model yi = b0 + b1xi + ui Assumption SLR.3: there is variation in the xi Assumption SLR.4: E(