FRM数量分析

2020-10-27  本文已影响0人  Agoni_1f59

1. linear regression:

自变量:independent variable/regressor/explainatory variable

因变量:dependent variable/explained variable

Population regression model:

Population regression line:

OLS:残差的平方和最小

Sample regression line:

β=

2. Assumptions of OLS linear regression:

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