北大计量经济学讲义-第二讲.pptVIP

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