第一节 误差序列相关的性质和原因 第二节 误差序列相关的发现和判断 第三节 误差序列相关的克服和处理

第一节 异方差及其影响 第二节 异方差的发现和判断 第三节 异方差的克服和处理

第一节 变量关系非线性 第二节 异常值 第三节 规律性扰动 第四节 解释变量缺落 第五节 参数变化

第一节 多元线性回归模型 第二节 参数估计 第三节 回归拟合度评价和决定系数 第四节 统计推断和预测

Dummy variables (also indicator variables; binary variables categorical variables; dichotomous variables.) Qualitative variables in regression model For example: sex, race, color, religion, nationalit y, marital status, etc

Multiple Regression Model: A regression model with more than one explanatory variable, multiple because multiple nfluences (i.e., variables)affect the dependent variable

The Object of Hypothesis Testing To answer- How \good\ is the estimated regression line. How can we be sure that the estimated regression function (i.e., the SRF) is in fact a good estimator of the true PRF?

5.1 The Meaning of Regression Analysis 1.Regression analysisthe study of the relationship between one variable Y (the explained, or dependent variable) and one or more other variables X/Xs (explanatory, or independent variables)

Statistical inference draws conclusions about a population [i.e., probability density function(DF)] from random sample that has supposedly been drawn from that population

《计量经济学》课程教学资源（国外经典教科书）Introductory Econometrics