计量经济学-Econometrics

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1、BasicEconometricsChapter2Two-variableregressionanalysis:somebasicideasContents2.5TheSignificanceoftheStochasticDisturbanceTeam2.6TheSampleRegressionFunction2.7Anillustrativeexample2.5ThesignificanceofthestochasticdisturbanceAQuestion:WhynotdeveloparegressionwithallthevariablesbywhichYisaffec

2、ted?VaguenessoftheoryUnavailabilityofdataCorevariablesvsperipheralvariablesIntrinsticrandomnessinhumanbehaviorPoorproxyvariablesPrincipleofparsimonyWrongfunctionalform2.6TheSampleRegressionFunction(SRF)Anrandomsample1YX7080651009012095140110160115180120200140220155240150260Anotherrandomsampl

3、e2YX5580881009012080140118160120180145200135220145240175260DeveloptheSRFtorepresentthesampleregressionline:whereiscalled“Y-hat”or“Y-cap”=estimatorof=estimatorof=estimatorofThestochasticformofSRFis:where,inadditiontothesymbolsalreadydefined,denotesthe(sample)residualterm.2.7Anillustrativeexam

4、pleMeanhourlywagebyeducation谢谢Thankyou