出處:http://tinyurl.com/ykbawo6
reg lines from economic data often cannot be given a causal interpretation.
The reason being that in the relation of interest between observables
and unobservables we might expect they are correlated, whereas in a
^^^^^^^^^^^^
reg model regressors and unobservables are uncorrelated by construction.
請問黃字文意為何?
y=xb+e
迴歸假設之一: E[xe]=0 為了得到b的認定.
不懂的是為何 E[xe]!=0 會是expect的條件為了casuality的關係?
謝謝^^"
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reg lines from economic data often cannot be given a causal interpretation.
The reason being that in the relation of interest between observables
and unobservables we might expect they are correlated, whereas in a
^^^^^^^^^^^^
reg model regressors and unobservables are uncorrelated by construction.
請問黃字文意為何?
y=xb+e
迴歸假設之一: E[xe]=0 為了得到b的認定.
不懂的是為何 E[xe]!=0 會是expect的條件為了casuality的關係?
謝謝^^"
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