政治大学中山所共同选修课程名称：社会科学计量方法与统计...课件.pptVIP

政治大學中山所共同選修 課程名稱： 社會科學計量方法與統計－計量方法 Methodology of Social Sciences 授課內容： Introduction to Econometrics 日期：2003年9月24日 * 一、重要性 Ex： 服務年資 升遷次數 1 2 3 1 4 2 1 5 2 0 4 10 3 3 1 * gends 2萬 3萬 4萬以上 男 女 5 10 20 8 10 12 Income Show the relationship b/w tow variable * But empirical model:control other variables and examines the pure influence of one variable on the other! Cross-table ＝＞(1) ignore other variables (2)can’t tell anything regarding casuality. 當選 不當選 國 民 親 10 8 5 20 5 4 * 二、why study Econometics Theory practice, investigate, examine. Applications: accounting, finace, marlceting, mangement, social scientists, (history, political science, sociology)., forestry, agricultural economics. * 三、What is Econometrics Relationship b/w variables Cd=f(i) qd=f(P,Ps,Pc,i) Econometrics is about how we can use economic, business or socail science theory and data, along witj tools from statistics, to answer “how much”type questions * How much a change in one variable affects another parameter. Parameter: unknown, estimated using a sample of data when formulating economic policies. The importance of Good econometrics: bias or error Ex:uniformed police violent crime Advertising voters Advertising sales Tuition enrollment 紅包 當選機率 * 四、Econometric Model qd =f(p, ps, pc, i) + e Random error : accounts for the many factors that affect scales that we have omitted from this simple model. The Specification of the econometric model. linear function: f(p,ps,pc,i)= ?1 +?2p+ ?3Ps+ ?4Pc+ ?5i ? qd= ?1 +?2p+ ?3Ps+ ?4Pc+ ?5i+e I’m a random error!!! * 五、Experimental Data Design an experiment obtain observations or sample information provide insight about the unknown parameters repeating the experiment T times create a sample of T sample observation * ex: p =25,000 Accords 是否為KMT Ps=25,000 Maximas 競選經費 Pc=1.35 ga