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日期：2021-05-19
觀看: 1020
  • 00:00 1.
    Multiple Regression
  • 00:58 2.
    Linear Regression Model (1)
  • 06:48 3.
    How to Find LS Estimates
  • 08:14 4.
    Goodness of Fit
  • 09:06 5.
    How to Find LS Estimates
  • 09:09 6.
    Linear Regression Model (1)
  • 09:33 7.
    How to Find LS Estimates
  • 09:34 8.
    Goodness of Fit
  • 10:12 9.
    Slide 5
  • 11:42 10.
    The election example
  • 13:14 11.
    The US Presidential Election Data
  • 14:01 12.
    Model 1
  • 16:32 13.
    What explains the incumbent’s votes?
  • 19:00 14.
    T-test
  • 19:57 15.
    What explains the incumbent’s votes?
  • 19:58 16.
    Model 1
  • 19:58 17.
    The US Presidential Election Data
  • 20:00 18.
    The election example
  • 21:09 19.
    The US Presidential Election Data
  • 21:10 20.
    Model 1
  • 21:10 21.
    What explains the incumbent’s votes?
  • 21:12 22.
    T-test
  • 24:14 23.
    What explains the incumbent’s votes?
  • 24:14 24.
    Model 1
  • 24:36 25.
    What explains the incumbent’s votes?
  • 24:37 26.
    T-test
  • 24:58 27.
    T-test
  • 25:10 28.
    T-test
  • 25:11 29.
    What explains the incumbent’s votes?
  • 25:12 30.
    Model 1
  • 25:12 31.
    The US Presidential Election Data
  • 25:13 32.
    The election example
  • 25:37 33.
    The US Presidential Election Data
  • 25:37 34.
    Model 1
  • 25:38 35.
    What explains the incumbent’s votes?
  • 25:39 36.
    T-test
  • 25:40 37.
    T-test
  • 28:31 38.
    T-test
  • 28:31 39.
    What explains the incumbent’s votes?
  • 28:32 40.
    Model 1
  • 29:26 41.
    What explains the incumbent’s votes?
  • 29:27 42.
    T-test
  • 29:29 43.
    T-test
  • 29:30 44.
    Model 2
  • 30:00 45.
    Model 3
  • 30:04 46.
    Model 4
  • 30:22 47.
    Model 3
  • 30:29 48.
    Model 4
  • 30:30 49.
    An Intuitive way of Testing Two Restrictions Jointly
  • 30:35 50.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 30:37 51.
    An Intuitive way of Testing Two Restrictions Jointly
  • 32:58 52.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 35:09 53.
    An Intuitive way of Testing Two Restrictions Jointly
  • 35:10 54.
    Model 4
  • 35:11 55.
    Model 3
  • 35:12 56.
    Model 2
  • 35:12 57.
    T-test
  • 35:13 58.
    T-test
  • 35:14 59.
    What explains the incumbent’s votes?
  • 35:15 60.
    Model 1
  • 35:57 61.
    What explains the incumbent’s votes?
  • 35:58 62.
    T-test
  • 35:59 63.
    T-test
  • 35:59 64.
    Model 2
  • 36:00 65.
    Model 3
  • 36:01 66.
    Model 4
  • 36:01 67.
    An Intuitive way of Testing Two Restrictions Jointly
  • 36:03 68.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 37:03 69.
    An Intuitive way of Testing Two Restrictions Jointly
  • 37:03 70.
    Model 4
  • 37:04 71.
    Model 3
  • 37:05 72.
    Model 2
  • 37:28 73.
    Model 3
  • 37:28 74.
    Model 4
  • 37:29 75.
    An Intuitive way of Testing Two Restrictions Jointly
  • 37:30 76.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 37:31 77.
    Slide 17
  • 37:32 78.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 41:14 79.
    Slide 17
  • 43:02 80.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 43:03 81.
    An Intuitive way of Testing Two Restrictions Jointly
  • 43:04 82.
    Model 4
  • 43:12 83.
    Model 3
  • 43:18 84.
    Model 4
  • 43:18 85.
    An Intuitive way of Testing Two Restrictions Jointly
  • 43:19 86.
    An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
  • 43:20 87.
    Slide 17
  • 43:25 88.
    Example 2
  • 43:32 89.
    Example 2
  • 44:53 90.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 44:54 91.
    Example 2
  • 46:36 92.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 50:35 93.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 54:34 94.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 54:38 95.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 54:42 96.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 54:53 97.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 54:55 98.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 54:57 99.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 55:03 100.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 55:10 101.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 55:10 102.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 56:16 103.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 56:17 104.
    An F-Test Example
  • 56:19 105.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 56:47 106.
    An F-Test Example
  • 58:43 107.
    Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 58:44 108.
    An F-Test Example
  • 59:35 109.
    Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 59:44 110.
    An F-Test Example
  • 59:55 111.
    Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:00:11 112.
    Another F-Test Example
  • 1:01:49 113.
    Which is the best model?
  • 1:04:27 114.
    Another F-Test Example
  • 1:04:28 115.
    Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:04:28 116.
    An F-Test Example
  • 1:04:29 117.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:04:29 118.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:04:30 119.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 1:04:32 120.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 1:04:34 121.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 1:04:36 122.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 1:04:58 123.
    Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
  • 1:04:59 124.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:05:05 125.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:05:07 126.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:05:24 127.
    Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:05:24 128.
    An F-Test Example
  • 1:05:25 129.
    Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
  • 1:05:49 130.
    Another F-Test Example
  • 1:05:49 131.
    Which is the best model?
  • 1:05:50 132.
    Adjusted 𝑅 2
  • 1:06:53 133.
    Degrees of Freedom
  • 1:07:26 134.
    Dummy Variable
  • 1:12:16 135.
    Dummy Variables
  • 1:13:44 136.
    Dummy Variable
  • 1:13:52 137.
    𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
  • 1:15:29 138.
    Sales of Ice Cream
  • 1:15:49 139.
    𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
  • 1:15:49 140.
    Dummy Variable
  • 1:15:51 141.
    Dummy Variables
  • 1:16:28 142.
    Dummy Variable
  • 1:16:29 143.
    𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
  • 1:16:30 144.
    Sales of Ice Cream
  • 1:17:05 145.
    Another Example of Dummy Variable
  • 1:21:15 146.
    Another Example of Dummy Variable
  • 索引
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stat-lecture 9-2
長度: 1:29:52, 瀏覽: 1021, 最近修訂: 2021-05-19
    上一篇 下一篇
    • 00:00 1.
      Multiple Regression
    • 00:58 2.
      Linear Regression Model (1)
    • 06:48 3.
      How to Find LS Estimates
    • 08:14 4.
      Goodness of Fit
    • 09:06 5.
      How to Find LS Estimates
    • 09:09 6.
      Linear Regression Model (1)
    • 09:33 7.
      How to Find LS Estimates
    • 09:34 8.
      Goodness of Fit
    • 10:12 9.
      Slide 5
    • 11:42 10.
      The election example
    • 13:14 11.
      The US Presidential Election Data
    • 14:01 12.
      Model 1
    • 16:32 13.
      What explains the incumbent’s votes?
    • 19:00 14.
      T-test
    • 19:57 15.
      What explains the incumbent’s votes?
    • 19:58 16.
      Model 1
    • 19:58 17.
      The US Presidential Election Data
    • 20:00 18.
      The election example
    • 21:09 19.
      The US Presidential Election Data
    • 21:10 20.
      Model 1
    • 21:10 21.
      What explains the incumbent’s votes?
    • 21:12 22.
      T-test
    • 24:14 23.
      What explains the incumbent’s votes?
    • 24:14 24.
      Model 1
    • 24:36 25.
      What explains the incumbent’s votes?
    • 24:37 26.
      T-test
    • 24:58 27.
      T-test
    • 25:10 28.
      T-test
    • 25:11 29.
      What explains the incumbent’s votes?
    • 25:12 30.
      Model 1
    • 25:12 31.
      The US Presidential Election Data
    • 25:13 32.
      The election example
    • 25:37 33.
      The US Presidential Election Data
    • 25:37 34.
      Model 1
    • 25:38 35.
      What explains the incumbent’s votes?
    • 25:39 36.
      T-test
    • 25:40 37.
      T-test
    • 28:31 38.
      T-test
    • 28:31 39.
      What explains the incumbent’s votes?
    • 28:32 40.
      Model 1
    • 29:26 41.
      What explains the incumbent’s votes?
    • 29:27 42.
      T-test
    • 29:29 43.
      T-test
    • 29:30 44.
      Model 2
    • 30:00 45.
      Model 3
    • 30:04 46.
      Model 4
    • 30:22 47.
      Model 3
    • 30:29 48.
      Model 4
    • 30:30 49.
      An Intuitive way of Testing Two Restrictions Jointly
    • 30:35 50.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 30:37 51.
      An Intuitive way of Testing Two Restrictions Jointly
    • 32:58 52.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 35:09 53.
      An Intuitive way of Testing Two Restrictions Jointly
    • 35:10 54.
      Model 4
    • 35:11 55.
      Model 3
    • 35:12 56.
      Model 2
    • 35:12 57.
      T-test
    • 35:13 58.
      T-test
    • 35:14 59.
      What explains the incumbent’s votes?
    • 35:15 60.
      Model 1
    • 35:57 61.
      What explains the incumbent’s votes?
    • 35:58 62.
      T-test
    • 35:59 63.
      T-test
    • 35:59 64.
      Model 2
    • 36:00 65.
      Model 3
    • 36:01 66.
      Model 4
    • 36:01 67.
      An Intuitive way of Testing Two Restrictions Jointly
    • 36:03 68.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 37:03 69.
      An Intuitive way of Testing Two Restrictions Jointly
    • 37:03 70.
      Model 4
    • 37:04 71.
      Model 3
    • 37:05 72.
      Model 2
    • 37:28 73.
      Model 3
    • 37:28 74.
      Model 4
    • 37:29 75.
      An Intuitive way of Testing Two Restrictions Jointly
    • 37:30 76.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 37:31 77.
      Slide 17
    • 37:32 78.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 41:14 79.
      Slide 17
    • 43:02 80.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 43:03 81.
      An Intuitive way of Testing Two Restrictions Jointly
    • 43:04 82.
      Model 4
    • 43:12 83.
      Model 3
    • 43:18 84.
      Model 4
    • 43:18 85.
      An Intuitive way of Testing Two Restrictions Jointly
    • 43:19 86.
      An Intuitive way of Testing Two Restrictions Jointly: 𝐻 0 : 𝑏 2 = 𝑏 3 =0
    • 43:20 87.
      Slide 17
    • 43:25 88.
      Example 2
    • 43:32 89.
      Example 2
    • 44:53 90.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 44:54 91.
      Example 2
    • 46:36 92.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 50:35 93.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 54:34 94.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 54:38 95.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 54:42 96.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 54:53 97.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 54:55 98.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 54:57 99.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 55:03 100.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 55:10 101.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 55:10 102.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 56:16 103.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 56:17 104.
      An F-Test Example
    • 56:19 105.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 56:47 106.
      An F-Test Example
    • 58:43 107.
      Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 58:44 108.
      An F-Test Example
    • 59:35 109.
      Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 59:44 110.
      An F-Test Example
    • 59:55 111.
      Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:00:11 112.
      Another F-Test Example
    • 1:01:49 113.
      Which is the best model?
    • 1:04:27 114.
      Another F-Test Example
    • 1:04:28 115.
      Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:04:28 116.
      An F-Test Example
    • 1:04:29 117.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:04:29 118.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:04:30 119.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 1:04:32 120.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 1:04:34 121.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 1:04:36 122.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 1:04:58 123.
      Sales= 𝑏 0 + 𝑏 1 𝐴𝐺𝐸+ 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+ 𝑏 5 𝐺𝑃𝐴+𝜀
    • 1:04:59 124.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:05:05 125.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:05:07 126.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:05:24 127.
      Sales= 𝑏 0 + 𝑏 2 𝐴𝑁𝑋𝑆+ 𝑏 3 𝐴𝑃𝑇𝑆+ 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:05:24 128.
      An F-Test Example
    • 1:05:25 129.
      Sales= 𝑏 0 + 𝑏 4 𝐸𝑋𝑃𝑆+𝜀
    • 1:05:49 130.
      Another F-Test Example
    • 1:05:49 131.
      Which is the best model?
    • 1:05:50 132.
      Adjusted 𝑅 2
    • 1:06:53 133.
      Degrees of Freedom
    • 1:07:26 134.
      Dummy Variable
    • 1:12:16 135.
      Dummy Variables
    • 1:13:44 136.
      Dummy Variable
    • 1:13:52 137.
      𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
    • 1:15:29 138.
      Sales of Ice Cream
    • 1:15:49 139.
      𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
    • 1:15:49 140.
      Dummy Variable
    • 1:15:51 141.
      Dummy Variables
    • 1:16:28 142.
      Dummy Variable
    • 1:16:29 143.
      𝑠𝑎𝑙𝑒 𝑠 𝑡 = 𝑏 0 + 𝑏 1 𝑡𝑒𝑚𝑝𝑟𝑒𝑡𝑢𝑟 𝑒 𝑡 + 𝑏 2 𝑤𝑒𝑎𝑡ℎ𝑒𝑟+ 𝜀 𝑡
    • 1:16:30 144.
      Sales of Ice Cream
    • 1:17:05 145.
      Another Example of Dummy Variable
    • 1:21:15 146.
      Another Example of Dummy Variable
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    李阿乙
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    2021-05-19 11:58:11
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