计量经济学Ch_06_Wooldridge_5e_PPT.ppt

? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 6 Multiple Regression Analysis: Further Issues Wooldridge: Introductory Econometrics: A Modern Approach, 5e ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 6 Multiple Regression Analysis: Further Issues More on Functional Form More on Goodness-of-Fit and Selection of Regressors Prediction and Residual Analysis Effects of Data Scaling on OLS Statistics Assignments: Promblems 2, 7, 8, Computer Exercises C1, C2, C3, C5, C7, C8, C11 ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 6 Multiple Regression Analysis: Further Issues Effects of Data Scaling on OLS Statistics (1/ 3) Chapter Dependent Variable (1) bwght (2) bwghtlbs (3) bwght cigs ?. 4634 (.0916) ?. 0289 (. 0057) —— packs ————? ( ) faminc . 0927 (. 0292) . 0058 (. 0018) . 0927 (. 0292) intercept ( ) (. 0656) ( ) Observations 1388 1388 1388 R -Squared .0298 .0298 .0298 SSR SER ????????? 0 1 2 0 1 2 0 1 2 ???(1) ???(2) 16 16 16 16 ???(3) 20 bwght cigs faminc bwght cigs faminc bwght packs faminc ? ? ?? ? ?? ? ?? ? ?? ? ?? ? ? What happens to coefficient estimates with data scaling if variables appear in log form? ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 6 Multiple Regression Analysis: Further Issues Effects of Data Scaling on OLS Statistics (2/ 3) Chapter Beta Coefficients ?????? 0 1 1