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Econometrics
Econometrics
E(x) =
2xf(x)
Blauiparon :
Var(x) =
Enx2) -
EcxYx
I did enes avam .
upins : Idioencas daniparons :
* E(0) =
02 * Var (0) =
0
* E(0x) =
& E(X)
*
Var(ax) =
a Var(x)
*
E(ax b)
+
=
aEcx +
b * Var (ax+ b) =
aVar(X) +o
8 E(ax +
by) =
aE(x) +
Idioenies ouvdiak :
1
⑧
* (OV(X a) ,
=
0 & Cor(aX bY) ,
=
abcov(x , 4)
& COUX XI ,
=
cow(X ,
4)
& COV(X .
4) =
COV(Y X) ,
cor (4 xi) ,
=
Eurdlauiparon :
COU(x. ) =
E(xY) -
ECx ECY)
Ivoxizion :
Ar kovia ou-1
aprnza loxugo avox .
1 D
-
Ozziva
0 -> QoUxEZGES
Corrix
Pay forces
.
y :
*
afy(x) Fy(y) fxy)x
Avegayina :
=
,
%)
·
Corr (x 4) .
=
0 I TO d UtiOZO
. SE , oxia)
Apagoanpia :
ECE) =
&
t-test :
F-test= -Ruest]/a (a no
moviego ;
I
al
jammino
<1- Ruves")
((n - x -
1)
Y =
bo + biXi +
Hi
↓
Egoge .
awag
.
Enupnpic Y Bo b Xi Bi
+
Dx Kin
·
= =
:
,
↓
: =
/woo pezalaxazion to y ar
& R =
0 .
08 -
ol
awag
.
Mezaba .
Wou xqnamocono luzzabanosi zo X voica 1 Mor .
)
8%
o
moviado ,
EnEgn joi ze
SSR :
MEDOJOS ex .
Tezp .
min [(42) =
3) Y : -Y: = [lY: -B-b x) ,
bobl
-b b 22(Yi b b x)
d
22(Yi x)( 1) 0
=
=
-
,
- =
a = -
-
-
[(Y = -
b B X) -
, =
0
[Y : -
2b -
bi [xi =
0
27 : -
nb8 -
b
, EX =
0
bi
127 b2Xi
=
-
68 =
5 -
B X ,
bi =
x)
E(X: -
[CX: -XI2
⑰
18102UZES zupner (OLS)
unloDas :
MLR 1 :
jaMMino
s
wo? us
wagapeyous
ourcacoiss <b , b. ) ida disput tous
ol .. and
Mazagi
MIR 3 Zexca
Roxvoujy
:
Ox1 .
nx Female =
male + 1
MR
4
:
E(UIX) =
E(U) =
0
Corr(W .
X) =
0
Ar Inavuloloriou 2-4
:
appoonuzal anrpness
War (UIX) = 02
Av Inavouloorzou 1- 5
:
BLUE sunnies
↳
Best Linear unbiased estimators