Y=X 0 ①I+E 0 0 OLS Y=XI=X(XX)X i计 Z= X 0 0 OLS估计 (Zi Z ZY X=Z1△Z (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