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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 六、分部回归与多重共线性

一、异方差性的概念 二、异方差性的后果 三、异方差性的检验 四、异方差性的估计 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

LAW OF ITERATED EXPECTATIONS Law of Iterated Expectations Theorem 1 Law of iterated expectation.s The notation Er[ indicates the expectation over the value of a Example

Review Conditional pdf Let(Y1,., YN) have joint pdf f(31,.. JN). Let f(3J+1, .. yN)be the marginal pdf of(y+1,……,YN). The conditional pdf of y1,…, Y, given y+1,…, YN is defined by

Chapter 7 Functional Form and Structural Change 7.1 Using binary variable Example 1 Earnings equation for married women

Chapter 5 Large sample properties of the LSE 5.1 Stochastic convergence Suppose that Xn} is a sequence of random varia bles with a corresponding sequence of distribution functions{Fn} If Fn(x)(x) at every continuity point x of F, Fn is said to converge weakly to F, written FnF. In this case,{xn} is said to converge in distribution to where