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1、第五章多元回归分析论MultipleRegressionAnalysisy=b0+b1x1+b2x2+...bkxk+u4.FurtherIssues1RedefiningVariables:AnExamplethedeterminationsofinfantbirthweightVariablesbwghtkg,childbirthweightinkilogramsbwghtg,childbirthweightingramsbwghtjin,childbirthweightinjincigs,numberofcigarettesthemothersmo
2、kedperdaywhilepregnantpacks,packsofcigarettesthemothersmokedperdaywhilepregnantand1packs=20cigsfaminc,annualfamilyincomeModely=b0+b1x+b2faminc+uystandforbwghtkg,bwghtg,bwghtkjin;xstandforcigsorpacks2RedefiningVariables,cont.Dependentvars(1)bwghtkg(2)bwghtg(3)bwghtjin(4)bwghtjinci
3、gs-0.0131492(0.0025985)[-5.06]-13.1492(2.5985)[-5.06]-0.0262984(0.005197)[-5.06]packs-0.5259676(0.1039397)[-5.06]faminc0.0026322(0.0008252)[3.18]2.6322(0.8282)[3.18]0.0052644(0.0016564)[3.18]0.0052644(0.0016564)[3.18]Intercept3.3191141(0.029764)[111.51]3319.141(29.7649)[111.51]6.
4、638282(0.595298)[111.51]6.638282(0.595298)[111.51]Observations1388138813881388R20.02980.02980.02980.0298SSR448.85423444888542331795.416941795.41694S.E0.56928569.281.13861.1386Changingthescaleoftheyvariablewillleadtoacorrespondingchangeinthescaleofthecoefficientsandstandarderrors,
5、sonochangeinthesignificanceorinterpretationChangingthescaleofonexvariablewillleadtoachangeinthescaleofthatcoefficientandstandarderror,sonochangeinthesignificanceorinterpretation3RedefiningVariables,cont.4RedefiningVariables,cont.Changingthescaleoftheyvariablewillleadtoacorrespond
6、ingchangeinthescaleofthecoefficientsandstandarderrors,t-statsandR2isnotchangedChangingthescaleofonexvariablewillleadtoachangeinthescaleofthatcoefficientandstandarderror,t-statsandR2isnotchanged5StandardizedCoefficients(BetaCoefficients)Occasionalyou’llseereferencetoa“standardized
7、coefficient”or“betacoefficient”whichhasaspecificmeaningIdeaistoreplaceyandeachxvariablewithastandardizedversion–i.e.subtractmeananddividebystandarddeviationCoefficientreflectsstandarddeviationofyforaonestandarddeviationchangeinx6StandardizedCoefficients,ExampleThedeterminationsof
8、wage,wage1.rawThepopulationmodelinlevel-
