<P>经典好书，为了积分，豁出去了。</P>
<P>目录：</P>
<P>1 Univariate Linear Regression Model 1<br>Ignacio Moral and Juan M. Rodriguez-Poo<br>1.1 Probability and Data Generating Process . . . . . . . . . . . . 1<br>1.1.1 Random Variable and Probability Distribution . . . . . 2<br>1.1.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br>1.1.3 Data Generating Process . . . . . . . . . . . . . . . . . 8<br>1.1.4 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 12<br>1.2 Estimators and Properties . . . . . . . . . . . . . . . . . . . . . 12<br>1.2.1 Regression Parameters and their Estimation . . . . . . . 14<br>1.2.2 Least Squares Method . . . . . . . . . . . . . . . . . . . 16<br>1.2.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 19<br>1.2.4 Goodness of Fit Measures . . . . . . . . . . . . . . . . . 20<br>1.2.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 22<br>1.2.6 Properties of the OLS Estimates of , and 2 . . . . . 23<br>1.2.7 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . 28<br>1.3 Inference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30<br>1.3.1 Hypothesis Testing about . . . . . . . . . . . . . . . . 31<br>1.3.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 34<br>1.3.3 Testing Hypothesis Based on the Regression Fit . . . . 35</P>
<P>这只是前面一个小小的部分，太长了，没法一一罗列。</P>
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[此贴子已经被作者于2007-9-25 13:26:36编辑过]