多元回归分析进一步问题.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * Quadratic Models含二次式的模型 第三十页，共54页 * 3.73 7.37 24.4 exper wage 第三十一页，共54页 * More on Quadratic Models对含二次式模型的进一步讨论 Suppose that the coefficient on x is positive and the coefficient on x2 is negative 假如x的系数为正， x2的系数为负。 Then y is increasing in x at first, but will eventually turn around and be decreasing in x 那么，y首先随x上升而上升，但最终转向随x上升而下降。 第三十二页，共54页 * More on Quadratic Models对含二次式模型的进一步讨论 Suppose that the coefficient on x is negative and the coefficient on x2 is positive 假如x的系数为负， x2的系数为正。 Then y is decreasing in x at first, but will eventually turn around and be increasing in x 那么，y首先随x上升而下降，但最终转向随x上升而上升。 第三十三页，共54页 * Interaction Terms交叉项 For a model of the form y = b0 + b1x1 + b2x2 + b3x1x2 + u we can’t interpret b1 alone as measuring the change in y with respect to x1, we need to take into account b3 as well, since 对于形式为y = b0 + b1x1 + b2x2 + b3x1x2 + u的模型，我们不能单独将b1解释为关于x1，y变化的度量，我们需要将b3也考虑进来，因为 第三十四页，共54页 * Interaction Terms交叉项 第三十五页，共54页 * Interaction Terms交叉项 Example 6.3, page 195. mple 6.3, page 195. 第三十六页，共54页 * More on Goodness-of-Fit and Selection of Regressors拟合优度和解释变量选择的进一步探讨 Adjusted R-Squared 第三十七页，共54页 * More on Goodness-of-Fit and Selection of Regressors拟合优度和解释变量选择的进一步探讨 We define the population R-squared is the proportion of the variation in y in the population explained by the independent variables, as 我们定义总体R2为：y的变异在总体中能被解释变量解释的比例，为 The adjusted R-square is still not an unbiased estimator of the population R-squared, because the ratio of two unbiased estimators is not an unbiased estimator. 调整过的R2仍不是总体R2的一个无偏估计量，因为两个无偏估计量的比例不是一个无偏估计量。 第三十八页，共54页 * More on Goodness-of-Fit and Selection of Regressors拟合优度和解释变量选择的进一步探讨 The primary attractiveness of is that is imposes a penalty for adding more independent variables to a model. 调整过的R2最根本的吸引力，在于它对向模型增加自变量的惩罚。 If we add a new independent variable to a regressio