Regressione lineare semplice: inferenza - Economia
Regressione lineare semplice: inferenza - Economia
Regressione lineare semplice: inferenza - Economia
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Esempio<br />
Sia<br />
<strong>Regressione</strong> OLS:<br />
Variabili binarie<br />
Di =<br />
1 se ST R ≤ 20<br />
0 se ST R > 20<br />
Test Score<br />
= 650 + 7, 4 × Di<br />
(1,3) (1,8)<br />
Dimensione classe Punteggio medio ¯ Y Dev.Stand. (sY ) N<br />
Piccola STR ≤ 20 657,4 19,4 238<br />
Grande STR > 20 650 17,9 182<br />
Differenza tra medie:<br />
Ypiccola − Ygrande = 657, 4 − 650 = 7, 4<br />
<br />
s<br />
SE =<br />
2 <br />
p<br />
19, 42 17, 92<br />
= + = 1, 8<br />
238 182<br />
np<br />
+ s2 g<br />
ng<br />
Rossi <strong>Regressione</strong> <strong>lineare</strong> <strong>semplice</strong> Econometria - 2013 20 / 60
Change language