Empirical_Research_Methods_Using_STATA_(ST9008)_Chapter_2(1).pptVIP免费

112.Lineardependentvariables2.Lineardependentvariables2.1Thebasicideaunderlyinglinearregression2.1Thebasicideaunderlyinglinearregression2.2SinglevariableOLS2.2SinglevariableOLS2.3Correctlyinterpretingthecoefficients2.3Correctlyinterpretingthecoefficients2.4Examiningtheresiduals2.4Examiningtheresiduals2.5Multipleregression2.5Multipleregression2.6Heteroskedasticity2.6Heteroskedasticity2.7Correlatederrors2.7Correlatederrors2.8Multicollinearity2.8Multicollinearity2.9Outlyingobservations2.9Outlyingobservations2.10Medianregression2.10Medianregression2.11“Looping”2.11“Looping”222.1Thebasicideaunderlying2.1ThebasicideaunderlyinglinearregressionlinearregressionAsimplelinearregressionaimstocharacterizeAsimplelinearregressionaimstocharacterizetherelationbetweenadependentvariableandtherelationbetweenadependentvariableandoneindependentvariableusingastraightlineoneindependentvariableusingastraightlineYouhavealreadyseenhowtofitalinebetweenYouhavealreadyseenhowtofitalinebetweentwovariablesusingthetwovariablesusingthescatterscattercommandcommandLinearregressiondoesthesamethingbutitcanLinearregressiondoesthesamethingbutitcanbeextendedtoincludemultipleindependentbeextendedtoincludemultipleindependentvariablesvariables332.1Thebasicidea2.1ThebasicideaForexample,youpredictthatlargercompaniesForexample,youpredictthatlargercompaniesusuallypayhigherfeesusuallypayhigherfeesYoucanformalizetheeffectofcompanysizeonYoucanformalizetheeffectofcompanysizeonpredictedfeesusingasimpleequation:predictedfeesusingasimpleequation:TheparameteraTheparametera00representswhatfeesarerepresentswhatfeesareexpectedtobeinthecasethatexpectedtobeinthecasethatSizeSize=0.=0.TheparameteraTheparametera11capturestheimpactofancapturestheimpactofanincreaseinincreaseinSizeSizeonexpectedfees.onexpectedfees.442.1Thebasicidea2.1ThebasicideaTheparametersaTheparametersa00andaanda11areassumedtobetheareassumedtobethesameforallobservationsandtheyarecalledsameforallobservationsandtheyarec...