[经济学]Chapter 2 Linear Regression.pptVIP

Chapter 2 Classical Multiple Linear Regression 2.1 The Linear Model The multiple linear model is used to study the relationship between a dependent variable and several independent variables. The generic form of the linear regression model is: Assumptions Assumption Assumption Disturbances are normally distributed, with zero mean and constant variance. Least Square Regression Goodness of Fit and the Analysis of Variance Total Variation SSE: error sum of squares SSR: regression sum of squares Coefficient of determination(R2):SSR/SST Adjusted R2 F Test H0: β1=β2=…=βK=0 P值：收尾概率，相伴概率，拒绝零假设时犯错误的概