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1、Chap 2 Basic Ideas of Linear Regression: The Two-Variable Model 主主讲讲:李李宗宗璋璋 Email: Email: lizongzhang9 lizongzhang9 TEL: 189TEL: 189- -28862886- -13561356 OFFICE: OFFICE: 经经管管学学院院812812室室 华华南南农农业业学学经经管管理理学学院院会会计计系系 HISTORICAL ORIGIN OF THE TERM REGRESSION o Francis Galton, 1822-1911, 英英国国类类学学、遗遗传传学学
2、、 象象学学家家 o “Family Likeness in Stature (家家庭庭成成员员身身材材相相 似似性性)”, Proceedings of Royal Society, London, vol.40, 1886, p42-72 nLaw of universal regression 普普遍遍回回归归定定律律 o母母,也也 o母母矮矮,也也矮矮 o母母异异常常或或异异常常矮矮,的的身身则则有有向向 总总体体平平均均身身的的趋趋势势。 History of Regression Child_ht_hat=26.45+0.61*parent_ht HISTORICAL ORIGIN OF THE TERM REGRESSION Francis Galton (b) nonlinear demand curve. Eviews Steps o QuickEstimate Equation. S&P 500 composite index and three-month Treasury bill rate. equation eq1.ls sp500 c 1/mtb3 equation eq2.ls sp500 c mtb3