計量經(jīng)濟第四章ppt課件-文庫吧在線文庫
【正文】 Ht??t?H ,h y p o t h e s i s n u l l a c c e p t t h e o w h e t h e r td e t e r m i n e t or u l er e j e c t i o n a w i t h a l o n g s t a t i s t i c o u r u s e t h e n w i l lWe)(?? ?f o r s t a t i s t i c t h e f o r m t on e e df i r s t eo u r t e s t w p e r f o r m To定是否接受零假設，統(tǒng)計量和拒絕條件來決然后利用統(tǒng)計量：的先要構造為了進行檢驗，我們首：jjjjsettsettjjbbbbbbbb??t Test: OneSided Alternatives t檢驗：單邊替代假設 ? Besides our null, H0, we need an alternative hypothesis, H1, and a significance level 除了零假設外，我們需要替代假設 H1，并設定顯著性水平 ? H1 may be onesided, or twosided H1可以是單邊或雙邊的 ? H1: bj 0 and H1: bj 0 are onesided H1: bj 0 和 H1: bj 0 是單邊的 ? H1: bj ? 0 is a twosided alternative H1: bj ? 0是雙邊替代假設 ? If we want to have only a 5% probability of rejecting H0 if it is really true, then we say our significance level is 5% 如果我們愿意在 5％的概率上錯誤地拒絕實際上為真的零假設，則說我們的顯著水平為 5％ OneSided Alternatives (cont) 單邊替代假設 ? Having picked a significance level, a, we look up the critical value c in a t distribution with n – k – 1 degree of freedom . 取定顯著性水平 a后，找到自由度為 n – k – 1的 t分布的臨界值 OneSided Alternatives (cont) ? If H0: bj = 0 versus H1: bj 0, we reject H0 if tbj c, fail to reject H0 if tbj =c. 如果 H0: bj = 0對 H1: bj 0，當 tbj c時我們拒絕H0，當 tbj =c，則不能拒絕 H0 ? Because t distribution is symmetric, if H0: bj = 0 versus H1: bj 0, we reject H0 if tbj c, fails to reject H0 if tbj =c. 由于 t分布是對稱的，如果 H0: bj = 0對 H1: bj 0,當 tbj c時我們拒絕 H0，當 tbj =c ，則不能拒絕 H0 yi = b0 + b1xi1 + … + bkxik + ui H0: bj = 0 H1: bj 0 c 0 a ?1 ? a? OneSided Alternatives (cont) 單邊替代假設 Fail to reject reject Example: Student Performance and School Size 例子：學生表現(xiàn)與學校規(guī)模 ? Question: Does larger class size results in poorer student performance? 問題：是不是較大的班級意味著較差的學生表現(xiàn)？ ? Use 408 high schools in Michigan for year 1993, perform the following regression: 應用 1993年 408個密歇根州中學的數(shù)據(jù)，進行如下回歸 ^math10=++ () () () –.0002enroll () math10: percentage of students passing the MEAP standardized grade 10 math test 通過 MEAP標準化 10年級數(shù)學測驗的學生百分比 totp: average annual teacher’s pensation 平均教師年度補償 staff : the number of staff per one thousand students 每千個學生對應的工作人員數(shù)目 enroll : student enrollment 學生錄取 ? Decide the testing hypotheses: 確定被檢驗的假設 ? H0 :βenroll=0 versus H1 :βenroll0 ? Compute the t statistic, 計算 t統(tǒng)計量 t=? Since nk1=404, we use the standard normal critical value. At the 5% level, the critical value is –. 由于 nk1=404，我們使用標準正態(tài)的臨界值。 yi = b0 + b1Xi1 + … + bkXik + ui H
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