武汉大学：《计量经济学》课程教学资源（PPT课件讲稿）第三章 双变量回归（估计问题）

方程的解 ∑X∑Y∑(X-x)x-Y)∑x 2x2-(2X)∑(X-x)2∑ .B=Y-B2X 2021/220 Hongfeng Peng Department of Finance, wuhan Univers ity

2021/2/20 Hongfeng Peng Department of Finance, Wuhan University 11 方程的解 2 2 2 2 2 1 2 ( )( ) ˆ ( ) ( ) ˆ ˆ i i i i i i i i i i i i n X Y X Y X X Y Y x y n X X X X x Y X    − − − = = = − − = −         

正规方程的矩阵表示 nB+B∑X=∑y 月∑X+B2∑X=∑Xy XB Y ∑X∑X八B八(∑X ∑x(∑ B八∑X∑x八人∑Xy 2021/220 Hongfeng Peng Department of Finance, wuhan Univers ity

2021/2/20 Hongfeng Peng Department of Finance, Wuhan University 12 正规方程的矩阵表示 1 2 2 1 2 1 2 2 1 1 2 2 ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ i i i i i i i i i i i i i i i i i i n X Y X X X Y n X Y X X X Y n X Y X X X Y         −  + =    + =              =                 =                           