regression.pdf

LinearRegressionTwoRoles:1.Interpretation2.Forecast1.SingleLinearRegression1.1TheEquationofSingleLinearRegressionY=A+BX+єŷ=a+bx♦1.2TheMeaningofParameters♦1.3TransformationofVariablesFourTypesoftransformation:yabLnx=+()yaxb=yaebx=yabex=+−11.4FeaturesofOLSWhatisOLS(OrdinaryLeastSquares)?()[]()($)eyyyabxiiii∑∑∑=−=−+222()()()aybxbxxyyxxiii=−=−−−∑∑,2无偏、一致和有效♦1.♦2.♦3.♦4.ei...