约束条件2:随机误差项的方差为 constant PRE: Y,=B,+B2X PRE: Y=B1+B,, X Fig 7-2 (a) Homoscedasticity (equal variance 7-6(b) Heteroscedasticity(unequal variance)
7-6 约束条件2：随机误差项的方差为constant Fig 7-2 (a) Homoscedasticity (equal variance); (b) Heteroscedasticity (unequal variance)
约束条件3:随机误差项的无自相关 " Fig 7-3 Patterns of autocorrelation: (a)No autocorrelation (b) positive autocorrelation; ( c)negative autocorrelation 7-7
7-7 约束条件3：随机误差项的无自相关 Fig 7-3 Patterns of autocorrelation: (a) No autocorrelation; (b) positive autocorrelation; (c) negative autocorrelation
约束条件4:随机误差项与自变量无关 约束条件5:随机误差项满足正态分布 7-8
7-8 约束条件4：随机误差项与自变量无关 约束条件5：随机误差项满足正态分布
7.2普通最小二乘估计量的方差与标准误差 ■有了约束条件,就可以用普通最小二乘法计算估计量的方 差与标准误差。 计算公式见教材p125-12 ■7.2.1博彩支出一例的方差和标准误差 722博彩支出一例小结 7-9
7-9 7.2 普通最小二乘估计量的方差与标准误差 有了约束条件，就可以用普通最小二乘法计算估计量的方 差与标准误差。 计算公式见教材p125-126 7.2.1 博彩支出一例的方差和标准误差 7.2.2 博彩支出一例小结
7.2.1博彩支出一例的方差和标准误差的计算 Data used in calculation of Table 7-1 in the next ppt From Table 6-4 Raw data (from Table 6-2 for lotto YX∑W2 2x2∑Y e 18150270022500-1125-1112112656251237519.83643-1.8364323372482-275.4648 24175420030625-87.5-525765625437.521.872812.127193452495372.2588 26200520040000-625-39390625187523.909182.0908184.37152418.1636 23225517550625-375 361406252252594556-2.9455578.676306-662.7503 30250750062500-12.5 115625-12.527.981932.0180684.072598504.517 27275742575625125 4156.25-253001831-3.0183079.110177-830.0344 34300102009000037.5525140625187.532.054681.9453183.784262583.5954 353251137510562562563639062537534.091060.9089430.826177295.4065 333501155012250087541676562535036.12743-3.1274329780831-1094601 403751500014062511251112112656251237.538.163811.8361933.371605688.5724 290262580325740625 0394515624200290 0.0011951.89091 Moe:X=(X-X);y=(Y-Y):X=2625;Y=290 7-10
7-10 7.2.1 博彩支出一例的方差和标准误差的计算 Data used in calculation of Table 7-1 in the next ppt. From Table 6-4 Raw data (from Table 6-2) for lotto