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

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  • 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,

    1

    1193

    2226

    3240

    4244

    5257

    6260

    7274

    8297

    9350

    10420

    Sheet1

    xy

    1193

    2226

    3240

    4244

    5257

    6260

    7274

    8297

    9350

    10420

    Sheet1

    1193

    2226

    3240

    4244

    5257

    6260

    7274

    8297

    9350

    10420

    Sheet2

    Sheet3

  • (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