数量经济学课件-多重回归模型.pptVIP

多重回归模型 Multiple Regression Models The Multiple Regression Model多重回归模型 Relationship between 1 dependent 2 or more independent variables is a linear function Population Y-intercept Population slopes Dependent (Response) variable for sample Independent (Explanatory) variables for sample model Random Error Sample Multiple Regression Model简单多重回归----线性 X2 X1 Y ei Multiple Regression Model: Example (0F) Develop a model for estimating heating oil used for a single family home in the month of January based on average temperature and amount of insulation in inches. Sample Regression Model: Example Excel Output For each degree increase in temperature, the average amount of heating oil used is decreased by 5.437 gallons, holding insulation constant. For each increase in one inch of insulation, the use of heating oil is decreased by 20.012 gallons, holding temperature constant. Using The Model to Make Predictions Estimate the average amount of heating oil used for a home if the average temperature is 300 and the insulation is 6 inches. The estimated heating oil used is 278.97 gallons Coefficient of Multiple Determination Excel Output Adjusted r2 reflects the number of explanatory variables and sample size is smaller than r2 Residual Plots残差散点图 Residuals Vs Yi May need to transform Y variable Residuals Vs X1 May need to transform X1variable Residuals Vs X2 May need to transform X2 variable Residuals Vs Time May have autocorrelation（自回归） ? Residual Plots: Example Excel Output No Discernable Pattern Testing for Overall Significance整体显著性检验 Shows if there is a linear relationship between all of the X variables together and Y Use F test Statistic Hypotheses: H0: ?1 = ?2 = ...= ?p = 0 (No linear relationship) H1: At least one ?i ? 0 ( At least one independent variable affects Y) Test for Overall SignificanceExcel Output: Example p = 2, the number of explanatory variables n - 1 MRS MSE p value = F Test Statistic F 0 3.89 H0: ?1 = ?2 = ?= ?p = 0 H1: At le