Z, =Y Xo)Y=XTI+EO OLS YA= XII X(XX XYO 计 0.0 OLS估计 A=(22)y =2△n=yn-nZ (Y X ) i i i = 0 0 Y0 X 0 0 i i i =  +    Y0 X 0 X(X X) X Y 1 0 i i i = =   −  ( )   Zi Y X i i = 0 0  (   )   i = i i i Yi   − Z Z Z 1     Yi = Zi i e y y il = il − il   OLS 估计 OLS估计