古典一元线性回归2011川大计量经济学课件.pptVIP

linearity are linear functions of Yi or ui . Because the later are normal random variable , the estimator of parameters are normal random variables UNBIASED the expected value of estimator of parameters are equal to its true value。 Minimum variance or best the estimator of OLS has minimum variance in the class of all such linear unbiased estimator , namely, efficient estimator In statistic, the precision or reliability of estimate is measured by its variance or standard error. The smaller the SE, the better the estimate 最小二乘估计量