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econometrie
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, _ i - p _ i - p . 7 = @ , - x r ) - D _ i , - r , . . _ p - p o . , _ I - p = I - p : F - p .
"
- -
- t' oi + oG,-r,) lo,' , or' lp(t- p) 'sx lti L" l n \ ; , - , I n \ l ; . , 1 ,
* , - IG, - t ) '
, , =Gt- " ) :2- i , - r , . , = 6r-r r ) -D . *2 =(n, - l )s i +(n, - l )sr ' .
-r . , -c f----=-------------:_,.c f----:---------- , "" ^ )n- l ' - c
s ( - ,_ - , ) F : * ' - "
f , f l l ) ' " " n r+nr -2
I L + : ' t l " " l - . + - |\ r , n2 1/
' [ " , nz )
$ ' - - r 2 $ $ , . , ,, (n- l)s3 oi. " S,
LQ'- yo)"' ., LL \vu - y')' Za!"'
at- a)---------!---- ' L a
o - o l , r - l r - l n - r n - r n - r
S =S,+sr ; d f =df r+df r i in f " i =- in l fu , - i ) '=* in ip , -a-bx, )2 i i ,=a+bx,( , ,
' = t
, , ' = t n n
i = l
n n n
lna+b\x, =l ! , n Zy,-Z*? - Ir , .Z*,y, ^ ,Z*, ! , - lx, .Zy,J i = l i = t . - _ u o _ i = l i = l i = l i = l , L _ ^ b _ i = t i = l i = l
lof* ,+nl ,* i=f , ,y, ' a ,y, l - f l " , ) ' a ' / ' \2
n\ x? - l Fx. IL fr ' f i=, "1*' 11^' ) "2^' 12*')N,,, =f,O, - r), ; t " =f0,
- i ), i N, =f(r, -rY, N, - N,,, + N" ; df , = df ,,, + df"r=l i=l i=l
, N " , , , N " N , , ' 2, i . , = " -# :s3 = - -a . ; r? =4 ; F ,=o ' ! 'k ' n - k - l ' - Y n - l ' - " s !
tr: R=JN = =FEiF=
s?I
tS ;
a bt " = - ; t . = - ;
,s4 .s,
R=J,* =
cov(x. v)
s_ . s . .* y
R z n - k - l
l - R 2 k
e - t a / 2 : n _ 2 . s o 1 d I a * t o t z : r _ z . s o , b - t o r z . , n _ z . s u 3 F < b + t a / z : , _ z . s b
T ^I L'_t " = ! ; =
lro * rf,, =tr, , lno =
1"t,, 'n'uf,)='=f.,,r,I'' =t
lrt,
io,t=1
iG, - t ) -0 , -v )
1 7 2- + -n
f6, -r)'i=1
r J 6 -n - 2
^t*., 'J"-zG,s- . ,s.. tG,
i=l
-or]-t'][tt,
n\-r
L!,i=I
n, s l, : Lt,Y,
t=l
i n * tX to t z , r - r | ;! n
i n * t ! to rz , , -z 's " i 9, t , i * totr . , , - , 's" t* 1
* (",*, -") '
n i6, -')'i=l
- *)'
s/--. / , t * ;i=1
Zv, 2,,v,a - '= ' b = t= t= , DSBTRTM -med ie t r imest r ia la ;
n $ , ,L o it=0
"ZG, -r)'
DSB =Zryt*; DSC = DSB,*,- DSBi ioo - y, - DSC