正在加载图片...
7.3 Estimation of Parameters of Multiple Regression 7. 3. 1 Ordinary Least Squares (OLS) Estimators SRF: Stochastic form: Ytb+b2X2t+b3x3t+e. (7.13) Nonstochastic forn:Y:=b1+b2×2t+b3×3t (714) e=Yt-b1-b2X2+b3X3t(7.15) RSS e=∑(Y1-b1-b2x2-b3X (7.16) OLS EStimators Y-b,X-b,X (7.20 x2)∑x3) (7.21) ∑yx2)∑x3)-C∑y1x3)∑x2x3) 7.22) C∑x2)∑x3)-(∑x2x3)7.3 Estimation of Parameters of Multiple Regression 7.3.1 Ordinary Least Squares(OLS)Estimators SRF: Stochastic form: Yt=b1+b2X2 t+b3X3t+et (7.13) Nonstochastic form: =b1+b2X2 t+b3X3t (7.14) et=Yt- et=Yt –b1-b2X2t+b3X3t (7.15) RSS: (7.16) OLS Estimators: b1= (7.20) b2= (7.21) b3= (7.22) Yt ˆ 2 t 1 2 2 t 3 3 t 2 t e = (Y − b − b X − b X ) Y − b2 X2 − b3 X3 2 2t 3t 2 3t 2 2t t 3t 2t 3t 2 t 2 3t ( x )( x ) ( x x ) ( y x t)( x )( y x )( x x )        − 2 2t 3t 2 3t 2 2t t 3t 2t 3t 2 t 2t 3t ( x )( x ) ( x x ) ( y x )( x ) ( y x )( x x )        − − Yt ˆ
<<向上翻页向下翻页>>
©2008-现在 cucdc.com 高等教育资讯网 版权所有