chap 3 two-variable mode hypothesis testing必看课件资料.pdf

chapter three The Two-Variable Model: Hypothesis Testing 主讲：李宗璋 Email: Lizongzhang9@ TEL: 189-2886-1356 OFFICE: 经管学院812室 华南农业大学经管理学院会计系 3-1 OLS 方法的适用性 关于变量和模型的假定 关于随机误差项的假定 Y B + B X +u i 0 1 i i 3-2 The Classical Linear Regression Model The CLRM makes the following assumptions: 3.1: Linear 参数线性 3.2 :The explanatory variable is uncorrelated with the disturbance term. Cov(u , X ) 0 i i 3.3 : The expected value of the disturbance term is zero. 3.4 : Homoscedastic Chap 9 3.5 : No autocorrelation between two error terms. Chap 10 3.6 : Correct model specification Chap 7 3-3 假定3.2，3.3 ，3.4，3.5 3-4 3.3 : The expected value of the disturbance term is zero. 平均地看，随机误差项有相互抵消的趋势。 3-5 Figure 3-1 Conditional distribution of disturbances u . i 3-6 3-7 3.4 : Homoscedastic 2 2 2 Var u E u =− E u E u σ ( i ) [ i ( i )] ( i )