nashequilibrium 发表于 2010-1-30 16:29 
请教高手,Greene书4-17中,分母xk'xk是不是应该为xk'M0xk? M0指的是Greene书中的M0。但是本处根本不可能变为这样的分母,换句话说就是,下面的R^2根本就得不出来,除非我们认为它们一致。
本人百思不得其解,望高人指点一二!
再补一句,我的书是第五版。非常感谢!
It is correct. This is another way of the Frisch-Waugh-Lovell Theorem. Review the theorem and work on the math with two variables.
Or you may read Russell Davidson and James G. MacKinnon's book. They put it in the way of vector projection. It has detail explainations.