一、参数估计量的区间估计 二、预测值的区间估计

一、多元线性回归模型 二、多元线性回归模型的参数估计 三、OLS估计量的统计性质 四、参数估计量的方差-协方差矩阵和随机误差项σ2方差的估计 五、样本容量问题 六、多元线性回归模型实例

Expectations and Conditional Expectations Definition 1 Discrete Random Variable random wariable is discrete f the set of outcomes is either finite in number or countably

Review Problems for Midterm 1 Least Squares 1. In the linear regression model

Chapter 6 Large Sample Inference and Prediction 6.1 Large sample inference Consider the null hypothesis

Chapter 4 Finite-Sample properties of the LSE Finnite-sample the n is assumed to be fixed normal dist n assumed Large-sample theory n is sent to oo, general distn assumed

Chapter 3 Least Squares Methods for Estimating B Methods for estimat ing B Least squares estimation Maximum like lihood estimation Met hod of moments est imation Least a bsolute deviat ion est imation 3.1 Least squares estimation The criterion of the least squares estimation is

Chapter 12 Time Series Analysis 12.1 Stochastic processes A stochastic process is a family of random variables {Xt,t ET}. Example{St,t 0, 1,2,...} where St i=o X; and iid(0,2). St has a different distribution at each point t

CHAPTER 10 GENERALIZED LEAST SQUARES ESTIMATION Chapter 10 Generalized Least Squares Estimation 10.1 Model

第一节 化学计量学 第二节 化学反应速率的表示方式 第三节 动力学方程