計(jì)量經(jīng)濟(jì)第二章.ppt

1、inroductory econometrics Lijun Jia，1，the simple regression model (1)簡單二進(jìn)制回歸，y=b0b1x u，inroductory econometrics Liinroductory econometrics Lijun Jia，3，lecture outline講義概覽，Some Terminology部分術(shù)語注釋A Simple Assumption簡單假設(shè)Zero Conditional Mean Assumption or response variable，Or predicted variable Or regres

2、s and簡單二進(jìn)制回歸模型y=B0 b1x u中，y通常稱為自變量變量、左變量、響應(yīng)變量、預(yù)測變量、解釋變量或回歸符。inroductory econometrics Lijun Jia，5，some terminology術(shù)語注釋，in the simple linear regression of y on x，We typically refer to x as在Or predictor variable Regressor y回歸x的簡單二進(jìn)制回歸模型中，x通常稱為收購、右側(cè)變量、解釋變量、控制變量、公共變量或回歸元素。inroductory econometrics Lijun J

3、ia，6，some terminology術(shù)語注釋，equation 2.1y=B0 b1x u has only one non constant regressor x，等式y(tǒng)=；我們稱之為簡單回歸模型、雙變量回歸模型或雙變量回歸模型。inroductory econometrics Lijun Jia，7，some terminology術(shù)語注釋，The coefficients B0，B1 are called The regression coefficients OSB1表示回歸圓X的極限效果，也是拔模參數(shù)。inroductory econometrics Lijun Jia，8，

4、some terminology術(shù)語注釋，The variable u is called The error term or disturbance in The relationsionsfor example，y=eb0 b1x u。線性意義：y和x之間不一定有線性關(guān)系，但通過轉(zhuǎn)換，inroductory econometrics Lijun Jia，10，examples簡單二進(jìn)制回歸模型示例，A simple wage equation 2.4 wage=b0b 1(educ)ub1 : if edue上述簡單的工資函數(shù)說明了教育年限和工資之間的關(guān)系，B1衡量了可以獲得一年以上教育工

5、資的金額。inroductory econometrics Lijun Jia，11，a simple assume The average value of u，the error term，in the population is 0.that is我們總體上假設(shè)誤差項(xiàng)U的平均值為0。牙齒家庭有很有限的東西嗎？inroductory econometrics Lijun Jia，12，a simple assumption u的假設(shè)，if for example，e (u)=5.then y=(B0 5 E(this is not a restrictive assumption，sinc

6、e we can always use B0 to normalize e(u)to 0 Inroductory econometrics Lijun Jia，13，we need to make a crucial assumption about how u and x are related we want it to be the case that knowing something about x does not give us any inform ationand我們必須對U和X之間的關(guān)系作出重要的假設(shè)。理想情況是對X的理解不會增加關(guān)于U的任何信息。也就是說，我們需要U和X，

7、完全沒有相關(guān)。inroductory econometrics Lijun Jia，14，zero conditional mean assumption條件估計(jì)零值假設(shè)，since we have assumed e (u)=0，this牙齒家庭是什么意思？inroductory econometrics Lijun Jia，15，zero conditional mean assumption條件估計(jì)零值假設(shè)，in the example of education，suppose u re prepresentationthe average level of ability is the

8、 same regardless of years of education。在培訓(xùn)案例中，假定u表示內(nèi)部能力，條件估計(jì)值0假定能力的平均值相同，而不管解釋培訓(xùn)的年限如何。inroductory econometrics Lijun Jia，16，zero conditional mean assumption條件估計(jì)零值假設(shè)，question : suppose that a score on a final examption假定then consols期末成績分?jǐn)?shù)是根據(jù)出席次數(shù)和在學(xué)生現(xiàn)場發(fā)揮的因素(如學(xué)生個人的素質(zhì))確定的。那么上述模式的假設(shè)(2.6)什么時候能成立呢？inroduct

9、ory econometrics Lijun Jia，17，zero conditional mean assumption條件估計(jì)零值假設(shè)，(2.6)implies the population regression、inroductory econometrics Lijun Jia，18，、y4、y1 Sample data points and the associated error terms整體回歸線、范例透視和對應(yīng)的錯誤，e (y | x)=b0b1x，iningYi) :i=1，n denote a random sample of size n from the population for each observation in this sa