- 1、本文档共21页,可阅读全部内容。
- 2、原创力文档(book118)网站文档一经付费(服务费),不意味着购买了该文档的版权,仅供个人/单位学习、研究之用,不得用于商业用途,未经授权,严禁复制、发行、汇编、翻译或者网络传播等,侵权必究。
- 3、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己接受本站规则且自行承担风险,本站不退款、不进行额外附加服务;查看《如何避免下载的几个坑》。如果您已付费下载过本站文档,您可以点击 这里二次下载。
- 4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等,请点击“版权申诉”(推荐),也可以打举报电话:400-050-0827(电话支持时间:9:00-18:30)。
查看更多
LSE的Dougherty计量经济学教材英文版chapter2.Image.Marked
2
SIMPLE REGRESSION
ANALYSIS
This chapter shows how a hypothetical linear relationship between two variables can be quantified
using appropriate data. The principle of least squares regression analysis is explained, and expressions
for the coefficients are derived.
Most students taking an introductory course will already have taken a basic calculus course and
should have no trouble following the derivations of the regression coefficients. Those who have not
should skip Section 2.3 and the proof in Section 2.5. They will then have to take the expressions on
trust, but they should still be able to understand in general terms how the expressions have been
derived.
2.1 The Simple Linear Model
The correlation coefficient may indicate that two variables are associated with one another, but it does
not give any idea of the kind of relationship involved. We will now take the investigation a step
further in those cases for which we are willing to hypothesize than one variable depends on another.
It must be stated immediately that one would not expect to find an exact relationship between any
two economic variables, unless it is true as a matter of definition. In textbook expositions of economic
theory, the usual way of dealing with this awkward fact is to write down the relationship as if it were
exact and to warn the reader that it is really only an approximation. In statistical analysis, however,
one generally acknowledges the fact that the relationship is not exact by explicitly including in it a
random factor known as the disturbance term.
We shall start with the simplest possible model:
y = α + βx
您可能关注的文档
- 2016年党风廉政测试题及答案.Image.Marked.pdf
- 【最新】2016年高考政治万能答题模板:“意义类”主观题解题思路.pdf
- DB37-990-2008 山东省钢铁工业污染物排放标准.Image.Marked.pdf
- ERP对企业财务管理的影响毕业论文.Image.Marked.pdf
- introduction one more effort benjamin noys:介绍一个更加努力的本杰明类型.Image.Marked.pdf
- FANUC密级型(功能)参数 - 一、 FANUC--OMC 密级型(功能)参数.Image.Marked.pdf
- 2015-2016学年九年级语文上册 专题06 传记文学同步单元双基双测(B卷,学生版) 新人教版.Image.Marked.pdf
- 【最新】2016年幼儿教师招聘考试面试必备的43个问题.pdf
- Getting Shot of Elves Healing, Witchcraft and Fairies in the….Image.Marked.pdf
- 2014年建筑行业标准规范清单.Image.Marked.pdf
- 电大财务管理形考任务1-4.pdf
- 温州市洞头区机关事业单位(国企)第五期招聘编外用工考试题库2023 .pdf
- 西师大版数学二年级下册 第3单元 三位数的加减法 易错题强化卷含答案.pdf
- 湿地生态学_南京大学中国大学mooc课后章节答案期末考试题库2023年.pdf
- 濮阳南乐县教师招聘教师资格证《小学教育教学知识与能力》历年考试习题精选及答案.pdf
- 通信原理期末考试试题及答案.pdf
- 部编版三年级下册道德与法治第八课《大家的“朋友”》的分层作业 分层同步练习题 (1).pdf
- 消防安全知识竞赛策划书(精选多篇).pdf
- 消费者权益保护知识竞赛试题.pdf
- 福建省三明市沙县2024科目一模拟考试100题(有答案).pdf
文档评论(0)