1 Teb. Qhov koj xav tias nyob rau hauv tus qauv linear regression yog qhov yuam kev yog cov txheej txheem suab nrov thiab, yog li ntawd, nws yuav tsum nyob ruaj khov. Tsis muaj kev xav tias qhov kev ywj pheej lossis kev hloov pauv nyob ruaj khov.
Puas qhov chaw nyob yuav tsum muaj rau kev rov qab los?
A stationarity test of the variables is required vim Granger and Newbold (1974) pom tias cov qauv regression rau cov tsis-stationary variables muab spurious tau. … Txij li thaum ob qho tib si tau nce zuj zus, piv txwv li tsis nyob ruaj ruaj, lawv yuav tsum tau hloov mus rau hauv qhov chaw ruaj khov ua ntej ua qhov kev ntsuam xyuas rov qab.
Puas linear regression xav tau tus qauv?
Nyob rau hauv kev tshuaj ntsuam regression, koj yuav tsum tau ua tus qauv kev ywj pheej sib txawv thaum koj tus qauv muaj cov ntsiab lus polynomial rau cov qauv curvature lossis kev sib cuam tshuam. … Qhov teeb meem no tuaj yeem ua rau tsis pom qhov tseem ceeb ntawm cov qauv qauv, tsim cov coefficients tsis tseeb, thiab ua rau nws nyuaj rau xaiv tus qauv raug.
Peb qhov kev xav tau ntawm kev rov qab ua haujlwm yog dab tsi?
Linearity: Kev sib raug zoo ntawm X thiab lub ntsiab lus ntawm Y yog linear. Homoscedasticity: Qhov sib txawv ntawm qhov seem yog tib yam rau txhua tus nqi ntawm X. Kev ywj pheej: Kev soj ntsuam yog ywj siab ntawm ib leeg. Normality: Rau txhua tus nqi ruaj khov ntawm X, Y feem ntau faib.
OLS puas muaj kev ruaj ntseg?
Hais txog kev tsis nyob hauv chaw nres tsheb, nws tsis raug them raws li OLS cov kev xav, yog li OLS kwv yees yuav tsis yog BLUE yog tias koj cov ntaub ntawv tsis nyob ruaj khov. Hauv luv, koj tsis xav li ntawd. Tsis tas li ntawd, nws tsis muaj txiaj ntsig kom muaj qhov hloov pauv tsis tu ncua piav qhia los ntawm kev taug kev random, lossis rov ua dua.
