第三章回归的函数形式

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第五章 . 回归模型. 第三章回归的函数形式. 的函数形式. § 1 . DRSP § 2 . 概念 § 3 . 处理 : 标准线性化. FR. § 1 . DRSP. 1.1. LF. [LB] . 前面使用的模型. § 1. DRSP. y =  0 +  1 x 1 +  2 x 2 +…+  k x k +u 与总体方程 E(y/x) =  0 +  1 x 1 +  2 x 2 - PowerPoint PPT Presentation

Transcript of 第三章回归的函数形式

1. DRSP 2. 3. : 1. DRSPFR1.1.LF.
1. DRSP y = 0 + 1 x1 + 2 x2 ++ k xk +u E(y/x) = 0 + 1 x1 + 2 x2 ++ k xk [PD] [LB].
1. DRSP1 2.. ). (). (3.1.1). Widget. x= () y= ()1.
Widget1,. xylnxlnyxyln(x)ln(y) 00
().(3.1.2.).Phillipsx := (%) y := ()(%)
PHILLIPS, , x,y: .xy0-1.428
().(3.1.3). x; y,

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1193

2226

3240

4244

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6260

7274

8297

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1193

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(3.1.3). xy.?[ASK]. 1.2.ANL+PRG .1.2.1. ANL.
1.2.ANL+PRG . , MOLS. 1.2.2. PRG .() . ..
2. 2.1.. . E(y/x1,2,,k)x1,2,,k; . E(y/x1,2,,k)1,2,,k;
2.1. : y :=; x1,2,,k :=; 1,2,,k := .; yx1,2,,kM&E(y/ x1,2,,k ) (E)2.2.
2.2. .Ex1,2,,k,M. .E1,2,,k, M` .M,, M.
2.2.1 1..ln(y) = 0 + 1 ln(x) + u ln(y) = 0 + 1 ln(x1) + 2ln(x2)++ kln(xk)+u((3.1.1))
2.2.2

2.* ln(y) = 0 + 1x + u * --- y = 0 + 1 ln(x) + u
2.2.3 y = 0 + 1 x + 2x2 ++ k xk + u ((3.1.3))3.y = 0 + 1 (1/x) + u4.((3.1.2))
3. : ? , MOLS. 3.1 .. 1.
3. :1 ++ k ln(xk) +u w := ln(y); zi := ln(xi) w = 0 + 1z1 + 2z2 ++ kzk + uln(y) = 0 + 1 ln(x1) + 2 ln(x2)
3. :2).--- ln(y) = 0 + 1x + u w = ln(y) w = 0 + 1x + u.
3. :3 y = 0 + 1 ln(x) + u w := ln(x) y = 0 + 1w + u).----
3. :4 y = 0 + 1 (1/x) + u w := 1 / x y = 0 + 1w + u.
3. :5. y = 0 + 1 x + 2x2 ++ k xk + u wi := xi (i =1,2,,k)
3. :6 y = 0 + 1x1 + 2x2 ++ kxk + u 3.2. .(3.2.1).(3.1.1)(--) ln(y) = 0 + 1ln(x) + u
3.2. 1.1 . . w = ln(y); z = ln(x) w = 0 + 1z + u . 1.
3.2. 1.2 3.2.
3.2. 1.3
3.2. 1.44.SRF:
3.2. 2.1).(3.2.2).(3.1.1)(y = 0 + 1x1 + 2x2 + 3x3 + u.. ).x1 = x , x2 = x2, x3 = x3
3.2. 2.2 y = 0 + 1x1+ 2x2 + 3 x3 + u. ).MOLS i . 1. 2.
3.2. 2.3 3..
3.2. 2.4a13 = a31 = 8695.5;a22 = 10510.5 ;a23 = a32 = 104362.5;a33 = 1063342.5;
3.2. 2.5 4.. 1).b2 = 19431.5, b3 = 198375.5.b1 = 1644.5,
3.2. 2.6
3.2. 2.7
3.2. 2.8
3.2. 2.95.SRF