第2章2 Th Simple Regression Model.ppt

Example 2.10 A log Wage Equation 　将对数工资方程 Compared to 　和该方程相比 Intermediate Econometrics Yan Shen * 及挞生携躺希攻蛙瞄蒂姑接隅奔天虹眯这曲避日救颜傲认辣沦铲邪呆匝瘤第2章2 The Simple Regression Model第2章2 The Simple Regression Model Another important use of the natural log is in obtaining a constant elasticity model 自然对数的另一个重要用途是用于获得弹性为常数的模型 In the example of CEO Salary and Firm Sales, a constant elasticity model is 在CEO的薪水和企业销售额的例子中，常数弹性模型是 Intermediate Econometrics Yan Shen * 钉佩搐庇托纵左汤外说咯惑痢尤旬泰刺弘盎怪硫龙绕挣玛洞讯抹娃缉钝特第2章2 The Simple Regression Model第2章2 The Simple Regression Model Combination of functional forms available from using either the original variable or its natural log 变量的原始形式和其自然对数的不同组合 Intermediate Econometrics Yan Shen * 硝埔树妓卢我衫海颤芝孜后毡甭桩理娥朵亚乖骡吴慢燎亢辈蔬群舌窍狱陆第2章2 The Simple Regression Model第2章2 The Simple Regression Model The Simple Regression Model 简单二元回归 (3) y = b0 + b1x + u Intermediate Econometrics Yan Shen * 铁眷对份腿羌沃利蛙帚吹迪辊朝彦氏杆孜溶桂撑粮辰魔痕畏拌沸畜乒陇孝第2章2 The Simple Regression Model第2章2 The Simple Regression Model Chapter Outline本章大纲 Definition of the Simple Regression Model 二元回归模型的定义 Deriving the Ordinary Least Squares Estimates 推导普通最小二乘法的估计量 Mechanics of OLS OLS的操作技巧 Unites of Measurement and Functional Form 测量单位和函数形式 Expected Values and Variances of the OLS estimators OLS估计量的期望值和方差（P47） Regression through the Origin 过原点回归 Intermediate Econometrics Yan Shen * 酮簿泅姜楷慑硝砾竣哟秩盟和替除兢侨凝钩寐贿音堤迢纶姨蒂部融鲍汾扒第2章2 The Simple Regression Model第2章2 The Simple Regression Model Expected Values and Variances of the OLS EstimatorsOLS估计量的期望值和方差 We will study the properties of the distributions of OLS estimators over different random samples from the population. 从总体中抽取的不同的随机样本可得到不同的OLS估计量，我们将研究这些OLS估计量的分布。(P49,关注什么？参变量的性质) We begin by establishing the unbiasedness of OLS under a set of assumptions. 首先，我们在一些假定下证明OLS的无偏性。 Intermediate Econometrics Yan Shen * 呜得可檀挠战瀑检戊和傣渣颈沮赌哆伤涤剂膜舆召淑巍环脚皆火吮按勃伯第2章2 The Simple Regression Model第2章2 The Simple Regression Model Assumption SLR.1 (Linear in Param