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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
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2022-01-07
最小二乘法,
系数b1 estimates the change in the mean valueof Y as a result of a one-unit increase in X
Here, b1 =0.10977 tells us that the mean value of a house increases by 0.10977($1000) =$109.77, on average, for each additional one square foot of size
四个检验
nLinearity
nThe relationship between X and Y islinear 看图
nIndependence of Errors
nError values are statisticallyindependent
nNormality of Error
nError values are normallydistributed for any given value of X
nEqual Variance (also called homoscedasticity) 看散点图
nThe probability distribution of theerrors has constant variance
随机误差的正态分析、同方差分析(散点图);
T检验检查斜率 df=n-k-1







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