Regressione lineare semplice: inferenza - Economia

Teorema di Gauss-Markov
Distribuzione della statistica t
ˆβ1 − β1,0
t =
=
s2 u
n
i=1 (Xi− ¯ X) 2
ˆβ1 − β1,0
s2 u
n
i=1 (Xi− ¯ X) 2
σ2 u
σ2 u
ˆβ1 − β1,0
=
σ2 u
n
i=1 (Xi− ¯ X) 2
/
=
s2 u
σ2 u
= ( ˆ β1 − β1,0)/σβ1|X ˆ
, W =
W/(n − 2)
ˆβ1 − β1,0
σ2 u
n
i=1 (Xi− ¯ X) 2
s2 u
σ2 u
n
û 2 i
σ
i=1
2 u
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