北大暑期课程《回归分析》(Linear Regression Analysis)讲义1

北大暑期课程《回归分析》(Linear Regression Analysis)讲义1

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1、Class1,Page9Class1:Expectations,variances,andbasicsofestimationBasicsofmatrix(1)I.OrganizationalMatters(1)Courserequirements:1)Exercises:Therewillbeseven(7)exercises,thelastofwhichisoptional.Eachexercisewillbegradedonascaleof0-10.Inadditiontothegradedexercise,ananswerhandou

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

3、hem.WhatIhopeyouwilldo,istounderstandthelogicbehindthemathematicalformulas.(2)Emphasisonhands-onresearchexperience.Yes,wewillusecomputersformostofourwork.ButIdonotwantyoutobecomeacomputerprogrammer.Manypeoplethinktheyknowstatisticsoncetheyknowhowtorunastatisticalpackage.Thi

4、siswrong.Doingstatisticsismorethanrunningcomputerprograms.WhatIwillemphasizeistousecomputerprogramstoyouradvantageinresearchsettings.Computerprogramsarelikeautomobiles.Thebestautomobileisuselessunlesssomeonedrivesit.Youwillbethedriverofstatisticalcomputerprograms.(3)Emphasi

5、sonstudent-instructorcommunication.Ihappentobelieveinstudents'judgmentabouttheirowneducation.EventhoughIwillbeultimatelyresponsibleiftheclassshouldnotgowell,Ihopethatyouwillfeelpartoftheclassandcontributetothequalityofthecourse.Ifyouhavequestions,donothesitatetoaskinclass.I

6、fyouhavesuggestions,pleasecomeforwardwiththem.Theclassisasmuchyoursasmine.Nowletusgettotherealbusiness.III(1).ExpectationandVarianceRandomVariable:Arandomvariableisavariablewhosenumericalvalueisdeterminedbytheoutcomeofarandomtrial.Twoproperties:randomandvariable.Arandomvari

7、ableassignsnumericvaluestouncertainoutcomes.Inacommonlanguage,"giveanumber".Forexample,incomecanbearandomvariable.Therearemanywaystodoit.Youcanusetheactualdollaramounts.Inthiscase,youhaveacontinuousrandomvariable.Oryoucanuselevelsofincome,suchashigh,median,andlow.Inthiscase

8、,youhaveanordinalrandomvariable[1=high,2=median,3=low].Orifyouareinterestedintheis

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