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1、7-1 ?62?: Model Selection: Criteria and Tests EI?EI? ?92?8?92?8?.?:5?62:5? 3?9.?:5?62:5? 3?9 1?.?1?.? ? ? ?-?-?CL?CL? ?O?C?F?O?C?FCLCL 7-2 ?0? ?1?-?1? 7-3 ? ?.?1?.7?.? n?71? n?.?1?1?1?1? n?.77?1? n?.?.?1?717?.? n?.?1?1?.?.? 7-4 ? ?.?5?6?53?6?3? n?:?7?5?5?2?5? ?45?6?7E?:?45? n?3?6?5?5?2?5? ?5?6?7E?:?
2、45? n?3?53?3?: n?6?5?5:5? 7-5 ?1?,?3?,?,7?,-3? :?.?7?1?,?6.?3? ?1? ? 7-6 ? ? 2 1234 23 124 2 1:experexper 2exper exper 2:exper exper iiiii iiii ModelwageBBBB Eduu dwage BB d ModelwageBBB Eduu dwage B d =+ =+ =+ = 7-7 Model 2 ? Model 1 & Model 2? 7-8 ? 7-9 ? wage 26.8 0,exper26.8,experwage 0.2682*0.0
3、05exper exp0exper26.8,experwage dwage der =-= ? ? 7-10 ? 0.070 exper dwage d = 7-11 ? n? n? 7-12 ? ? 123 12 76: 77: iiii ii ModelCMBB PGNPB FLRu ModelCMAA PGNPu -=+ -=+ CM?Child Mortality () PGNP: Per Capita GNP in 1980 FLR: Female Literacy Rate (%) 7-13 ? ? ? ? 7-14 equation equ7_6.ls cm c pgnp flr
4、 equation euq7_7.Ls cm c pgnp 7-15 7-16 PGNP?CM? ?FLR?CM? PGNP?CM? ?FLR? CM? 7-17 3032 ii FLRbb PGNP=+ PGNP?FLR? 7-18 ? 123 2 3 12 2 : : : iii ii CMbb PGNPb FLR bPGNP bFLR CMaa PGNP aPGNP =+ =+ ? ? ? 7-19 323 12 22 2123 3 32 :0.00256: 2.2 :0.0114 +FLR 0.0056 FLR-2.2316)*0.00256 ii iii bb CMaa PGNP a
5、PGNPa PGNPPGNPPGNP PGNPbCMbb PGNPb FLR PGNPb b PGNPFLR - =+ = - = = -=+ = ? ? ? ? ? ? ? ? ? ? 316 3123 323032 3 32 3032 23 322 + -0.0056+-2.2316)*0.00256=-0.0114 iii ii ii CM bCMbb PGNPb FLR bFLRbb PGNP b b FLRbb PGNP bb ba =+ =+ =+ ? ? ? ? ? ? ? ? ?+?=? 7-20 7-21 Figure 11-1 22 33 3223 3 322323 23
6、322 : : + bXY bXY bXX b bXXYXXY bb bXY ? ? ? ? ? ? ? ? ? Net and gross effects of X2on Y. b32=0.00256 PGNPFLR CM ? 7-22 “?” ?)?(? n? n? ? n? ? n? ? 7-23 ? ?6.11 7-24 ? ?.?.?4?.? “?44?” ?. 7-25 ? ?X3?Y?B3?0 7-26 ? n? n? n? ? 7-27 ? Underfitting ?Overfitting? ? ? ? ? ? ? 7-28 7-29 ?7?7?.?7?3?7? .?7?3?
7、 n? ?7?7?:7?7?7?7?7?7?3?E? 13?34?7? n?7?7?13?34?7? n?7?D?3? n ?2?7? n ?.? 7-30 ? ?1?1? ?1?.? 0 1 22 2 :RestrictedModel :UnrestrictedModel ()/ F (1)/() urr ur H H RRm Rnk - = - ? ? m: ? K:? 7-31 P253.11-4 7-32 ? Models of life expectancy. 7-33 ? ? 0123 45 22 112345 45 :1 0 :,3 ,0 HLEBB IncomeB Access
8、uModel BB HLEBB IncomeB AccessB IncomeB AccessuModel B B =+ = =+ ? 7-34 equation model3.ls le c income access income2 access2 model3.testdrop income2 access2 7-35 ? ? ?2?.?22?-? n? n? n?2?2 7-36 ? n ? n ?-? 7-37 EquationviewActual, Fitted,ResidualResidual Graph 7-38 ? -600 -400 -200 0 200 400 929496
9、980002040608 SALES Residuals 7-39 7-40 7-41 equation equ1.ls cm c pgnp equ1.testadd flr 10.06292112.981= 7-42 ?0?2?4?0?0?1?(,? 0?27?0?(,?4?2?7?.?2?)?0? 0?27?0?(,?4?471?2?7? ?.?471?2 ?)?0? 0?27?0?(,?4?2?7?.?2 0?(,?30?0?2?0?,(,? 0?(,?30?0?2?0?,(,? 0?(,?30?0?2?0?,(,? 7-43 ?.? 7-44 ? ? ?.? n?11?1?.?6?-?
10、1 n?.3? 7-45 ? 0 1 : :log log Hlinearlinear H - - 7-46 ? n? ?-)?(? ?-)?(? ? ? n? ?-)?(?-)?(? ? 7-47 ?3?)?2?4?-.?3? 3?3?=?1?2?C3?= 3?3?7?=? ?1?7?2? ?C3?= 3?4?C4? 3?4?C4? ?3=?3?D?(7?C4? ?7?C4? ?3=?3?D?(C4?C4? 3?-.?7?3?=?=?1?2?C3?=?D? 3?-.?7?7?=? ?1?7?2? ?C3?=?D? 7-48 Linear-linear 7-49 Log-log 7-50 eq7_13.fit yf7_13 eq7_14.fit yf7_14 series z1=log(yf7_13)-log(yf7_14) series z2=yf7_14-yf7_13 Z1?H0? 7-51 eq7_13.fit yf7_13 eq7_14.fit yf7_14 se
