ComEcoHR 发表于 2010-2-22 11:20 
大多数教科书上都只说了如何估计，没有说这两种估计方法满足何种假设才成立，也没说是否需要进行异方差和自相关以及多重共线性检验，请教一下各位牛人，多谢了
All estimation needs to have statistic test and validation.
Unfortunately, even the model passes all testing, it just means SO FAR SO GOOD. All existing testing procedures just tell you how 'bad' your model would be if it fails. Never let you know what is the correct one is!!!
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