Estimating the Variance of the Least Squares Estimator教学教案.pptVIP

Applied Econometrics;Applied Econometrics;Context;Estimating ?2;Expectation of e’e;Method 2: Some Matrix Algebra;Decomposing M;Example: Characteristic Roots of a Correlation Matrix;Var[b|X];Regression Results;X’X;Bootstrapping;Bootstrap Application;+--------+--------------+----------------+--------+--------+----------+ |Variable| Coefficient | Standard Error |t-ratio |P[|T|t]| Mean of X| +--------+--------------+----------------+--------+--------+----------+ Constant| 7 6 1.277 .2104 Y | 12.955 .0000 9232.86111 PG