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

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)

2.1 SOME NOTATION 1. The Summation Notation X, =X1++...+n can be abbreviated as:Σx,orΣx 2. Properties of the Summation Operator

Some Terminology o In the simple linear regression model where y=Bo+ Bx+ u, we typically refer to y as the a Dependent variable, or a Left-Hand Side Variable. or Explained variable, or Regressand

Why study econometrics? Rare in economics(and many other areas without labs! ) to have experimental data Need to use nonexperimental. or observational data to make inferences eImportant to be able to apply economic theory to real world data Economics 20- Prof. Anderson

一、参数估计量的区间估计—不做介绍 二、预测值的区间估计

一、多重共线性的概念 二、多重共线性的后果 三、多重共线性的检验 四、克服多重共线性的方法 五、案例

一、拟合优度检验 二、方程显著性检验 三、变量显著性检验

一、关于总体与样本 总体根据一定目的确定的所要研究对象的全体称为总体或母体;