计量经济第六章6.pptVIP

Introductory Econometrics, Lijun Jia Chapter Outline 本章大纲 Effects of Data Scaling on OLS Statistics 数据的测度单位换算对OLS统计量的影响 More on Functional Form 对函数形式的进一步讨论 More on Goodness-of-Fit and Selection of Regressors 拟合优度和回归元选择的进一步探讨 Prediction and Residual Analysis 预测和残差分析 Redefining Variables重新定义变量 Effects of Data Scaling on OLS Statistics 数据的测度单位换算对OLS统计量的影响 Effects of Redefining variables 重新定义变量的影响 Estimated coefficients 估计系数 R squared R 平方 t statistics t 统计量 Redefining Variables重新定义变量 Why would we want to do so? 为什么我们想这样做？ Often, data scaling is used to reduce the number of zeros after a decimal point in an estimated coefficient, so that the results appear prettier. 数据测度单位变换经常被用于减少被估参数小数点后的零的个数，这样结果更好看一些。 Since this is mainly an action of decoration, we expect nothing essential should change. 既然这样做主要为了好看，我们希望本质的东西不改变。 Redefining Variables: An example重新定义变量：一个例子 Consider a model relating infant birth weight to cigarette smoking and family income: 以下模型反映了婴儿出生体重与孕妇吸烟量和家庭收入之间的关系（公式6.1）： Consider the following rescaling: 考虑如下单位变换： (1) Birth weight is changed from ounces to pounds 出生体重单位由盎司变为磅（1pounds=16ounces） (2)Number of cigarettes is changed to packs of cigrattes 香烟的支数变为包数 （1packs=20cigrattes） The estimation results is presented in the following table. 估计结果列于下表 Table 6.1 Impact of changing the scale of the dependent variable改变被解释变量测度单位的影响 Since 1lbs = 16 oz, the dependent variable is transformed by dividing 16. 因为1磅＝16盎司，被解释变量被除以16（模型变为公式）。 We compare columns (1) and (2). 比较第1列与第2列。 The estimated coefficients in (1)/16 = those in (2). (1)中被估参数/16＝ (2)中被估参数 The standard errors of estimated coefficients in (1)/16=those in (2) (1)中被估参数的标准差/16＝ (2)中被估参数的标准差 Impact of changing the scale of the dependent variable改变被解释变量测度单位的影响 The t statistics in (1) and (2) are identical. (1)和(2)中 t 统计量相同 The R squared are identical. R平方相同 SSR in (1) /(16*16)=SSR in (2) (1)中SSR/（16*16）＝ (2)中SSR SER (standard error) in (1)/16=SER in (2) (1)中SER(标准