[問題] 回歸

看板Statistics作者 (loser)時間18年前 (2007/06/17 09:16), 編輯推噓2(2推 0噓 0→)
留言2則, 2人參與, 最新討論串1/4 (看更多)
以下有題統計不是很瞭,希望板上高手幫忙ㄧ下!!非常感謝!! Two stage least squares is calculated as follows: in the first stage (A) Y is regressed on the exogenous variables only. The predicted value of Y is then regressed on the instrumental variables (B) the unkown coefficients in the reduced form equation are estimated by OLS, and these predicted values and the other exogenous variable. (C) the unknown coefficients in the reduced form equation are estimated by weighted least squares, Y is regressed on these predicted values and the other exogenous variables. (D) the exogenous variables are regressed on the instrument. The predicted value of the exogenous variables is then used in the second stage, together with the instruments, to predict the dependent variable. 另外,何謂加權最小平方法,其適合在何種情況下使用呢?? -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 220.139.146.87
推
06/17 12:30, , 1F
Error term is not constant variance.
06/17 12:30, 1F
推
06/17 19:02, , 2F
加權比重是依據什麼來訂定呢??
06/17 19:02, 2F
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文章代碼(AID): #16T8kATr (Statistics)
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Re: [問題] 回歸 Re: 回歸
fongliao
18年前, 06/23
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[問題] 回歸 回歸
selient
18年前, 06/23
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[問題] 回歸 回歸
dexmanlau
18年前, 06/18
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dexmanlau
18年前, 06/17
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