3多元回归_推断.pptVIP

Intermediate Econometrics, Yan Shen Multiple Regression Analysis: Inference多元回归分析：推断(1) y = b0 + b1x1 + b2x2 + . . . bkxk + u Chapter Outline 本章提纲 Sampling Distributions of the OLS Estimators OLS估计量的样本分布 Testing Hypothesis About a Single Population Parameter: The t test 单个总体参数的假设检验：t检验 Confidence Intervals 置信区间 Testing Hypotheses About a Single Linear Combination of the Parameters 参数线性组合的假设检验（一维情形） Testing Multiple Linear Restrictions: The F Test 多个线性约束的假设检验：F检验 Reporting Regression Results 报告回归结果 Lecture Outline 本课提纲 Sampling Distributions: Review 样本分布：复习 CLM assumptions and