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

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

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

2、,ananswerhandoutwillbegiventoyouinlabsections.2)Examination:Therewillbeonein-class,open-bookexamination.(2)Computersoftware:StataII.TeachingStrategies(1)Emphasisonconceptualunderstanding.Yes,wewilldealwithmathematicalformulas,actuallyalotofmathematicalformula

3、s.But,Idonotwantyoutomemorizethem.WhatIhopeyouwilldo,istounderstandthelogicbehindthemathematicalformulas.(2)Emphasisonhands-onresearchexperience.Yes,wewillusecomputersformostofourwork.ButIdonotwantyoutobecomeacomputerprogrammer.Manypeoplethinktheyknowstatisti

4、csoncetheyknowhowtorunastatisticalpackage.Thisiswrong.Doingstatisticsismorethanrunningcomputerprograms.WhatIwillemphasizeistousecomputerprogramstoyouradvantageinresearchsettings.Computerprogramsarelikeautomobiles.Thebestautomobileisuselessunlesssomeonedrivesi

5、t.Youwillbethedriverofstatisticalcomputerprograms.(3)Emphasisonstudent-instructorcommunication.Ihappentobelieveinstudents'judgmentabouttheirowneducation.EventhoughIwillbeultimatelyresponsibleiftheclassshouldnotgowell,Ihopethatyouwillfeelpartoftheclassandcontr

6、ibutetothequalityofthecourse.Ifyouhavequestions,donothesitatetoaskinclass.Ifyouhavesuggestions,pleasecomeforwardwiththem.Theclassisasmuchyoursasmine.Nowletusgettotherealbusiness.III(1).ExpectationandVarianceRandomVariable:Arandomvariableisavariablewhosenumeri

7、calvalueisdeterminedbytheoutcomeofarandomtrial.Twoproperties:randomandvariable.Arandomvariableassignsnumericvaluestouncertainoutcomes.Inacommonlanguage,"giveanumber".Forexample,incomecanbearandomvariable.Therearemanywaystodoit.Youcanusetheactualdollaramounts.

8、Inthiscase,youhaveacontinuousrandomvariable.Oryoucanuselevelsofincome,suchashigh,median,andlow.Inthiscase,youhaveanordinalrandomvariable[1=high,2=median,3=low].Orifyouareinterestedintheis

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