多元回归分析异方差.ppt

多元回归分析异方差演示文稿;*;ChapterOutline本章提要;LectureOutline本课提要;WhatisHeteroskedasticity(HSK)

什么是异方差;.;Aspecificexample:histogramsofwageratesforeacheducationdegree,fromonlyeducated1yearto18years.

一个具体例子：每一个教育年限（1－18年）对应人群的工资直方图;CheckingtheExistenceofHSK:plottingtheresidualsagainstthefittedvalues;Whenthereisheteroskedasticity…

当存在异方差时…;Whydowecare?

为何关心异方差？;Whattodo?

怎么办？;VariancewithHeteroskedasticity

异方差存在时的方差;VariancewithHeteroskedasticity

异方差存在时的方差;VariancewithHeteroskedasticity

异方差存在时的方差;VariancewithHeteroskedasticity

异方差存在时的方差;RobustStandardErro