作者chrisjon (恬靜悠閒)
看板Statistics
標題[問題] 原文題目解釋一下
時間Sat Dec 8 23:20:36 2007
a) Using OLS,fit asimple linear regression equation to these data
這是要寫簡單迴歸假設模型吧?
b)Discuss your results in terms of:
1.β1 hat
(寫出β1的...CI?)
2.r^2
(寫出r^2值)
3.the significance of the fitted model
檢定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
畫出殘差圖?
2.by perfor ming the Durbin-Watson test
用DW檢定上殘差圖
d)If appropriate , remove the autocorrelation by using:
1.the Cochrane-Orcutt method
如果有自相關,手cochrane-Orcutt法做
2.the SAS AUTOREG iterative estimation procedure.
用SAS迴歸估計自我相關?
麻煩一下,謝謝^^"
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◆ From: 163.25.135.136
※ 編輯: chrisjon 來自: 163.25.135.136 (12/08 23:20)
推 TOOYA:b1應該就只是點估計吧 12/09 03:06
→ chrisjon:我知道每題的問題了^^ 謝謝 12/09 13:49