计量经济学讲义(厦门大学-黄长全)Chap4.pptx

,单击此处编辑母版标题样式,单击此处编辑母版文本样式,第二级,第三级,第四级,第五级,Chapter 3,多元线性回归模型,(Multiple linear regression model),You are required to get familiar with matrix algebra for mastering this chapter!,Classical Multiple linear regression model(CMLRM):,1.model,2.random sample,Matrix form:,3.Model assumption:,1.,2.,3.is non-random.,4.,5.Normality assumption,assumptions,1 and 5,imply that the errors are,Independent.,As in the case of the univariate linear regression models,we can estimate the regression coefficients of the multiple linear regression models by using the ordinary least squares procedure.In matrix form,the OLSE is,4,.,OLSE for the,CMLRM,5.Properties of the OLSE for the,CMLRM,1.,2.,3.The Gauss-Markov theorem is still true:,The OLSE for the CMLRM is the BLUE.,6.Residual and Estimation of,the population variance,1.Residual,1),P,is idempotent(幂等的),2),3),4),2.Estimator for,7.Goodness-of-fit testing,1.1)Total sum of squares:,2)Explained sum of squares:,2.Coefficient of determination:,3.Adjusted R-squared:,8.Hypothesis testing,1.Significance test for the population,regression equation,1)Hypothesis:,2)F-statistic:,3)Testing,Given a significance level ,pick up,the critical value .,if ,reject .,otherwise,accept it.,2.Significance test for a single parameter,1)Hypothesis:,2)t-statistic:,9.Forecasting,1.Point forecast:,Given ,then a predictor,2.Interval forecast:,Let,then,Let,Then,Homework:,树立质量法制观念、提高全员质量意识。,10月-25,10月-25,Friday,October 31,2025,人生得意须尽欢，莫使金樽空对月。,09:02:02,09:02:02,09:02,10/31/2025 9:02:02 AM,安全象只弓，不拉它就松，要想保安全，常把弓弦绷。,10月-25,09:02:02,09:02,Oct-25,31-Oct-25,加强交通建设管理，确保工程建设质量。,09:02:02,09:02:02,09:02,Friday,October 31,2025,安全在于心细，事故出在麻痹。,10月-25,10月-25,09:02:02,09:02:02,October 31,2025,踏实肯干，努力奋斗。,2025年10月31日,9:02 上午,10月-25,10月-25,追求至善凭技术开拓市场，凭管理增创效益，凭服务树立形象。,31 十月 2025,9:02:02 上午,09:02:02,10月-25,按章操作莫乱改，合理建议提出来。,十月 25,9:02 上午,10月-25,09:02,October 31,2025,作业标准记得牢，驾轻就熟除烦恼。,2025/10/31 周五 9:02:02,09:02:02,31 October 2025,好的事情马上就会到来，一切都是最好的安排。,9:02:02 上午,9:02 上午,09:02:02,10月-25,一马当先，全员举绩，梅开二度，业绩保底。,10月-25,10月-25,09:02,09:02:02,09:02:02,Oct-25,牢记安全之责，善谋安全之策，力务安全之实。,2025/10/31 周五 9:02:02,Friday,October 31,2025,创新突破稳定品质，落实管理提高效率。,10月-25,2025/10/31 周五 9:02:02,10月-25,谢谢大家！,