Econometrics-I-8 计量经济分析（第六版英文）教材.pptVIP

* * * * * * * * * * * Applied Econometrics William Greene Department of Economics Stern School of Business Applied Econometrics 8. Hypothesis Testing in the Linear Regression Model Classical Hypothesis Testing We are interested in using the linear regression to establish or cast doubt on the validity of a theory about the real world counterpart to our statistical model. The model is used to test hypotheses about the underlying data generating process. Inference in the Linear Model Hypothesis testing: Formulating hypotheses: linear restrictions as a general framework Substantive