北大暑期课程《回归分析报告》(linearregressionanalysis)讲义1

北大暑期课程《回归分析报告》(linearregressionanalysis)讲义1

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1、Class1,Page10Class1:Expectations,variances,andbasicsofestimationBasicsofmatrix(1)I.OrganizationalMatters(1)Courserequirements:1)Exercises:Therewillbeseven(7)exercises,thelastofwhichisoptional.Eachexercisewillbegradedonascaleof0-10.Inadditiontothegradedexercise,ananswe

2、rhandoutwillbegiventoyouinlabsections.2)Examination:Therewillbeonein-class,open-bookexamination.(2)Computersoftware:StataII.TeachingStrategies(1)Emphasisonconceptualunderstanding.Yes,wewilldealwithmathematicalformulas,actuallyalotofmathematicalformulas.But,Idonotwanty

3、outomemorizethem.WhatIhopeyouwilldo,istounderstandthelogicbehindthemathematicalformulas.(2)Emphasisonhands-onresearchexperience.Yes,wewillusecomputersformostofourwork.ButIdonotwantyoutobecomeacomputerprogrammer.Manypeoplethinktheyknowstatisticsoncetheyknowhowtorunasta

4、tisticalpackage.Thisiswrong.Doingstatisticsismorethanrunningcomputerprograms.WhatIwillemphasizeistousecomputerprogramstoyouradvantageinresearchsettings.Computerprogramsarelikeautomobiles.Thebestautomobileisuselessunlesssomeonedrivesit.Youwillbethedriverofstatisticalco

5、mputerprograms.(3)Emphasisonstudent-instructorcommunication.Ihappentobelieveinstudents'judgmentabouttheirowneducation.EventhoughIwillbeultimatelyresponsibleiftheclassshouldnotgowell,Ihopethatyouwillfeelpartoftheclassandcontributetothequalityofthecourse.Ifyouhavequesti

6、ons,donothesitatetoaskinclass.Ifyouhavesuggestions,pleasecomeforwardwiththem.Theclassisasmuchyoursasmine.Nowletusgettotherealbusiness.III(1).ExpectationandVarianceRandomVariable:Arandomvariableisavariablewhosenumericalvalueisdeterminedbytheoutcomeofarandomtrial.Twopro

7、perties:randomandvariable.Arandomvariableassignsnumericvaluestouncertainoutcomes.Inacommonlanguage,"giveanumber".Forexample,incomecanbearandomvariable.Therearemanywaystodoit.Youcanusetheactualdollaramounts.Inthiscase,youhaveacontinuousrandomvariable.Oryoucanuselevelso

8、fincome,suchashigh,median,andlow.Inthiscase,youhaveanordinalrandomvariable[1=high,Class1,Page102=median,3=low].Orifyouareint

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