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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