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[经济] 小白弱弱的问几个相关与回归分析的问题!!!在线等 [推广有奖]

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1、相关系数的t检验值为什么与回归系数的t检验值的公式不一样呢 ,在假设检验分析里面学过的t分布的检验统计量都与回归系数的t检验值相似,实在不明白相关系数的t值为什么等于根号下1-r^2分之r乘以根号下n-2???
2、在最小二乘估计量的性质中,为了证明估计量的期望值与方差,利用了几个恒等式,这几个恒等式怎么来的,如何计算出来的?

draw]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[/draw]

draw]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[/draw]

关键词:回归分析 在线等 最小二乘估计 draw 相关系数 回归分析 期望值 在线 如何 统计
沙发
wyjgrhh 发表于 2014-12-26 08:46:56 |只看作者 |坛友微信交流群
恒等式在附件中

恒等式.pdf

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藤椅
yangyuzhou 发表于 2014-12-26 20:53:52 |只看作者 |坛友微信交流群
第一个问题没看懂,第二个问题明显是要你自己去推导啊,根据书上的公式,记得分离散与连续两种情况

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