1. Recall the assumption for the CMLRM: (Homoskedasticity) 2. Counterexamples 1、rich family and poor family expenditures; 2、large company and small company sales. There exists heteroskedasticity in lots of econometric problems

Classical Multiple linear regression model (CMLRM): 1. model 2. random sample

为什么需要分位数回归 总体分位数 样本分位数 分位数回归的估计方法

处理效应与选择难题 通过随机分组解决选择难题 依可测变量选择 匹配估计量的思想 倾向得分匹配 倾向得分匹配的Stata实例 偏差校正匹配估计量 双重差分倾向得分匹配 断点回归的思想 精确断点回归 模糊断点回归 断点回归的Stata实例 处理效应模型

非线性最小二乘法 非线性回归的Stata命令及实例 门限回归 面板数据的门限回归

1.何谓 Multicollinearity =Xb+a One of the conditions for ols: Tadde+k12

回归分析 1.根据经济理论或考察样本数据去设定回 归方程 X…Z Y: dependent variable; independent random error or disturbance term

1.1 General methodology of modern economic research 1.2 Roles of Econometrics 1.3 Illustrative Examples 1.4 Roles of Probability and Statistics

厦门大学：《高级计量经济学》课程教学资源（教学大纲）A Course on Advanced Econometrics（主讲：洪永淼）

2.1 1、Statistical or random experiment 2、Sample space or population Sample point, event 2.2 Stochastic or random variable (r. v.) 2.3 Probability 2.4 R.V. and probability density function