Chap5 How to use the multiple linear regression model.ppt

Chapter 5 How to use the multiple linear regression model
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General linear models
Suppose that we have a model:
It is inherently linear for the parameters if it can be transformed into

Examples:
1. Exponential model:
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2. Reciprocal model:
3. Double-log(constant elasticity) model:
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But the following model is not inherently linear:

For others, see page72-73
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What is the dummy variable
属性因素: Man and Woman,
City and country,
developed country and developing country
经济环境的变化: Peace and war
淡季和旺季
风调雨顺和洪灾旱灾
All these have a good or bad influence on economy.
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A dummy variable is a binary variable, that is,
Example:
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加法方式: 消费函数
乘法方式: 消费函数
同时考虑两方式:
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临界值虚拟变量(Note: p76, 总消费函数例子是引入临界值虚拟变量)
进口消费品额 Y, 国民收入 X
进口消费品回归模型
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case studies(P77-78)
Use of t and F-tests to test hypotheses
Involving multiple parameters
Joint tests on several regression parameters:
Suppose that we have a model
And the null hypothesis is
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The test statistic is

2. Tests involving linear functions of the regression parameters
3. Tests involving the equality of coefficients
of different regression equations:
Chow- test (a special F-test)
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