正文內(nèi)容

計量經(jīng)濟學英ppt課件-資料下載頁

2026-04-24 07:36本頁面

　　

【正文】 trictions, or dfr – dfur n – k – 1 = dfur 28 The F statistic (cont) To decide if the increase in SSR when we move to a restricted model is “big enough” to reject the exclusions, we need to know about the sampling distribution of our F stat Not surprisingly, F ~ Fq,nk1, where q is referred to as the numerator degrees of freedom and n – k – 1 as the denominator degrees of freedom 29 0 c a ?1 ? a? f(F) F The F statistic (cont) reject fail to reject Reject H0 at a significance level if F c 30 The R2 form of the F statistic Because the SSR’s may be large and unwieldy, an alternative form of the formula is useful We use the fact that SSR = SST(1 – R2) for any regression, so can substitute in for SSRu and SSRur ? ?? ? ? ?edu n r e s t r i c t isu r a n d r e s t r i c t e d isr a g a i n w h e r e,11222?????knRqRRFurrur31 Overall Significance A special case of exclusion restrictions is to test H0: b1 = b2 =…= bk = 0 Since the R2 from a model with only an intercept will be zero, the F statistic is simply ? ? ? ?11 22????knRkRF32 General Linear Restrictions The basic form of the F statistic will work for any set of linear restrictions First estimate the unrestricted model and then estimate the restricted model In each case, make note of the SSR Imposing the restrictions can be tricky – will likely have to redefine variables again 33 Example: Use same voting model as before Model is voteA = b0 + b1log(expendA) + b2log(expendB) + b3prtystrA + u now null is H0: b1 = 1, b3 = 0 Substituting in the restrictions: voteA = b0 + log(expendA) + b2log(expendB) + u, so Use voteA log(expendA) = b0 + b2log(expendB) + u as restricted model 34 F Statistic Summary Just as with t statistics, pvalues can be calculated by looking up the percentile in the appropriate F distribution Stata will do this by entering: display fprob(q, n – k – 1, F), where the appropriate values of F, q,and n – k – 1 are used If only one exclusion is being tested, then F = t2, and the pvalues will be the same

點擊復制文檔內(nèi)容

教學課件相關(guān)推薦

計量經(jīng)濟學英ppt課件-資料下載頁

計量經(jīng)濟學緒論ppt課件-資料下載頁

計量經(jīng)濟學初步ppt課件-資料下載頁

計量經(jīng)濟學ppt課件(2)-資料下載頁

計量經(jīng)濟學入門ppt課件-資料下載頁

緒論計量經(jīng)濟學ppt課件-資料下載頁

計量經(jīng)濟學21單方程計量經(jīng)濟學模型經(jīng)典單方程計量經(jīng)濟學模型-資料下載頁

ma計量經(jīng)濟學導論ppt課件-資料下載頁

計量經(jīng)濟學chappt課件(2)-資料下載頁

李子奈計量經(jīng)濟學ppt課件-資料下載頁

自相關(guān)計量經(jīng)濟學ppt課件-資料下載頁

高等計量經(jīng)濟學電子課件-資料下載頁

[經(jīng)濟學]計量經(jīng)濟學——序列相關(guān)-資料下載頁

計量經(jīng)濟學英文版ppt課件-資料下載頁

計量經(jīng)濟學復習題ppt課件-資料下載頁

計量經(jīng)濟學線性回歸模型課件-資料下載頁

計量經(jīng)濟學英ppt課件-在線瀏覽

計量經(jīng)濟學英ppt課件-閱讀頁

計量經(jīng)濟學英ppt課件(文件)

計量經(jīng)濟學英ppt課件-全文預覽

計量經(jīng)濟學英ppt課件-預覽頁