北大计量经济学讲义-第二讲.ppt

Intermediate Econometrics Yan Shen The Simple Regression Model (1)简单二元回归 y = b0 + b1x + u Chapter Outline 本章大纲 Definition of the Simple Regression Model 简单回归模型的定义 Deriving the Ordinary Least Squares Estimates 普通最小二乘法的推导 Mechanics of OLS OLS的操作技巧 Units 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 Regression through the Origin 过原点回归 Lecture Outline 讲义大纲 Some Terminology 一些术语的注解 A Simple Assumption 一个简单假定 Zero Conditional Mean Assumption 条件期望零值假定 What is Ordinary Least Squares 何为普通最小二乘法 Deriving OLS Estimates 普通最小二乘法的推导 Some Terminology 术语注解 In the simple linear regression model, where y = b0 + b1x + u, we typically refer to y as the Dependent Variable, or Left-Hand Side Variable, or Explained Variable, or Regressand 在简单二元回归模型y = b0 + b1x + u中， y通常被称为因变量，左边变量，被解释变量，或回归子。 Some Terminology术语注解 In the simple linear regression of y on x, we typically refer to x as the Independent Variable, or Right-Hand Side Variable, or Explanatory Variable, or Regressor, or Covariate, or Control Variables 在y 对 x进行回归的简单二元回归模型中， x通常被称为自变量，右边变量，解释变量，回归元，协变量，或控制变量。 Some Terminology术语注解 Equation y = b0 + b1x + u has only one nonconstant regressor x, it is called a simple linear regression model, or two-variables regression model, or bivariate linear regression model. 等式y = b0 + b1x + u只有一个非常数回归元。我们称之为简单回归模型， 两变量回归模型或双变量回归模型. Some Terminology术语注解 The coefficients b0 , b1 are called the regression coefficients. b0 is also called the constant term or the intercept term, or intercept parameter. b1 represents the marginal effects of the regressor, x. It is also called the slope parameter. b0 , b1被称为回归系数。 b0也被称为常数项或截矩项，或截矩参数。 b1代表了回归元x的边际效果，也被成为斜率参数。 Some Terminology术语注解 The variable u is called the error term or disturbance in the relationship. It represents factors other than x that can affect y. u 为误差项或扰动项，它代表了除了x之外可以影响y的因素。 Some Terminology术语注解 Meaning of linear: linear means