管理经济学课件chapter04.pptVIP

Chapter 4 基本预测技术 Basic Estimation Techniques Simple Linear Regression Method of Least Squares Sample Regression Line (Figure 4.2) Unbiased Estimators The distribution of values the estimates might take is centered around the true value of the parameter An estimator is unbiased if its average value (or expected value) is equal to the true value of the parameter Relative Frequency Distribution* (Figure 4.3) Statistical Significance Must determine if there is sufficient statistical evidence to indicate that Y is truly related to X (i.e., b ? 0) Performing a t-Test First determine the level of significance Probability of finding a parameter estimate to be statistically different from zero when, in fact, it is zero Probability of a Type I Error 1 – level of significance = level of confidence Performing a t-Test Use t-table to choose critical t-value with n – k degrees of freedom for the chosen level of significance n = number of observations k = number of parameters estimated Performing a t-Test If absolute value of t-ratio is greater than the critical t, the parameter estimate is statistically significant 假设检验的基本知识 假设检验的概念：先对总体作某种假设，然后再根据样本观察资料来进行检验 假设检验的基本知识 显著性差异： 假设检验的基本知识 例：某灯泡厂以前灯泡总体的平均耐用时数为1000小时，经过技术革新、设备改造后，发现从现在所生产的灯泡总体中抽取的样本，其灯泡平均耐用时数为1050小时，问两数据之间的差异为何种差异？ 假设检验的基本知识 假设检验的基本知识 显著性水平： 小概率标准 P(x1≤x≤x2)=1-a Using p-Values Treat as statistically significant only those parameter estimates with p-values smaller than the maximum acceptable significance level p-value gives exact level of significance Also the probability of finding significance when none exists Coefficient of Determination R2 measures the percentage of total variation in the dependent variable that is explained by the regression equation Ranges from 0 to 1 High R2 indicates Y and X are highly correlated F-Test Used to test for significance of overall regression equation Compare F-statistic to critical F-value from F-table Two degrees of freedom, n – k k – 1