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: