作者chrisjon (恬静悠闲)
看板Statistics
标题[问题] 原文题目解释一下
时间Sat Dec 8 23:20:36 2007
a) Using OLS,fit asimple linear regression equation to these data
这是要写简单回归假设模型吧?
b)Discuss your results in terms of:
1.β1 hat
(写出β1的...CI?)
2.r^2
(写出r^2值)
3.the significance of the fitted model
检定β1 = 0
c)Determine whether of not the assumption of independence of residuals
neccessary for ordinary least-square analysis appear to have been violated
1.by plotting the residuals against time
画出残差图?
2.by perfor ming the Durbin-Watson test
用DW检定上残差图
d)If appropriate , remove the autocorrelation by using:
1.the Cochrane-Orcutt method
如果有自相关，手cochrane-Orcutt法做
2.the SAS AUTOREG iterative estimation procedure.
用SAS回归估计自我相关?
麻烦一下，谢谢^^"
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◆ From: 163.25.135.136
※ 编辑: chrisjon 来自: 163.25.135.136 (12/08 23:20)
1F：推 TOOYA:b1应该就只是点估计吧 12/09 03:06
2F：→ chrisjon:我知道每题的问题了^^ 谢谢 12/09 13:49