双变量回归模型估计问题课件.pptxVIP

双变量回归模型：估计问题;§3.1 method of ordinary least squares;§3.1 method of ordinary least squares;;;最小化;;;§3.1 method of ordinary least squares;§3.1 method of ordinary least squares;;;性质2的说明;性质3的说明;性质4的说明;性质5的说明;§3.2 CLRM:OLS的基本假定;§3.2 CLRM:OLS的基本假定;Y;§3.2 CLRM:OLS的基本假定;;;§3.2 CLRM:OLS的基本假定;;§3.2 CLRM:OLS的基本假定;§3.2 CLRM:OLS的基本假定;§3.2 CLRM:OLS的基本假定;;§3.2 CLRM:OLS的基本假定;§3.3最小二乘估计的精度或标准误差; ; ; 的特点;§ 3.4 最小二乘估计量的性质：高斯—马尔科夫定理;最优线性无偏估计量（best linear unbiased estimator, BLUE），即： 1. It is linear. 2. It is unbiased. 3. It has minimum variance in the class of all such linear unbiased estimators; an unbiased estimator with the least variance is known as an efficient estimator.;;§ 3.5 判定系数r2 :拟合优度的一个度量;; ;; ;§ 3.5 判定系数r2; ; ;; ;样本相关系数;