Regressione lineare semplice: inferenza - Economia
Regressione lineare semplice: inferenza - Economia
Regressione lineare semplice: inferenza - Economia
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Errori standard con omoschedasticità<br />
Errori omoschedastici–Var[ ˆ β0]<br />
Ora<br />
segue che<br />
H 2 <br />
µX<br />
i = 1 +<br />
= 1 −<br />
E(X 2 i )<br />
<br />
µX<br />
E(X 2 i )<br />
<br />
X 2 i<br />
= 1 − µ2 X<br />
E(X 2 i )<br />
= E(X2 i ) − µ2 X<br />
E(X 2 i )<br />
= σ2 X<br />
E(X 2 i )<br />
σ 2 ˆ β0<br />
= 1<br />
n<br />
<br />
X 2 <br />
µX<br />
i − 2<br />
E(X 2 i )<br />
σ2 σ<br />
X<br />
2 u<br />
E(X 2 i )<br />
<br />
X 2 i<br />
Rossi <strong>Regressione</strong> <strong>lineare</strong> <strong>semplice</strong> Econometria - 2013 29 / 60
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