回归分析与统计推断方法概述.pdfVIP

Outline:

TheSimpleRegressionModel.Wooldridge(2008),Chapter2.

ConfidenceIntervals

Predictionfortheconditionalmeanofy

Predictionfory

TheeffectsofchangingtheunitsofMeasurementonOLSStatistics

RegressionthroughtheOrigin

MultipleRegressionAnalysisWooldridge(2008),Chapter3.

yβ+βx+u

E[ujx]

ˆˆ

βyβx

n

∑(xx)(yy)

ii

ˆ

βi

n

∑(xx)

ii

ynyxn

∑i∑x

i

nini

n

∑(xx)

ii

uN(σ)i

ˆ

βiβi

tt(n)

iˆ

se(β)

i

uN(σ)

ni=

ˆ

βiβia

tN()

iˆ

se(β)