计量经济学PPT.docx
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计量经济学PPT
MultipleRegressionAnalysis:
InferenceConfidenceIntervalsAnotherwaytouseclassicalstatisticaltestingistoconstructaconfidenceintervalusingthesamecriticalvalueaswasusedforatwo-sidedtest.A100(1α%confidenceintervalisdefinedasˆ(βjˆˆˆtα/2se(βj,βj+tα/2se(βj,wheretα/2istheistheconstantthatsatisfiesP(tj>tα/2=α/2,wheretjisarandomvariablewithdistributiont(nk1.21/21