Section_8_v1

Section_8_v1 - eØ iÓÒ8E ÓÒ4 G:edÚ iga Ö×ÓaÒdX...

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Unformatted text preview: eØ iÓÒ8E ÓÒ4 G :edÚ iga Ö×ÓaÒdX iaÓÝÙ * ÓÒ ÐiÒ ea ÖÖeg Öe ×× iÓÒ • Y i = f ( X 1 i , X 2 i , ..., X ki ) + u i i = 1 , ..., N • E eØÓÒ Y i Ó fahaÒge iÒ X 1 i : Δ hatwide Y i = hatwide f ( X 1 i + Δ X 1 i , X 2 i , ..., X ki ) − hatwide f ( X 1 i , X 2 i , ..., X ki ) Ó ÐÝÒÓÑ ia Ð× • Y i = β + β 1 X i + β 2 X 2 i + ... + β r X r i + u i • e×ØØha ØÔÓÔÙ Ða Ø iÓÒ Öeg Öe×× iÓÒ i× ÐiÒ ea Ö H : β 2 = β 3 = ... = β r = 0 Ú × H 1 : a Ø Ðea ×ØÓÒ e β j negationslash = 0 j = 2 , ..., r e×Ø F Û iØh r − 1 Öe×ØÖ iØ iÓÒ × • e×ØfÓ ÖØh ed eg ÖeeÓ fØh eÔÓ ÐÝÒÓÑ ia Ð:×eÕÙ eÒ Ø ia ÐØe×Ø t Ò ØeÖaØ iÓÒ ×b e ØÛ eeÒ iÒd eÔ eÒd eÒ ØÚa Ö iab Ðe × • B e ØÛ eeÒdÙÑÑ ie× : Y i = β + β 1 D 1 i + β 2 D 2 i + β 3 ( D 1 i × D 2 i ) + u i a ÖØ ia ÐeeØ× :ÓÑ Ôa ÖeeÜÔ eØedÚa ÐÙ e× • B e ØÛ eeÒdÙÑÑ ÝaÒdÓÒ Ø iÒÙÓÙ ×Úa Ö iab Ðe ×eeF igÙ Öe88 iÒ Øh eØeÜ ØbÓÓkÔage8 : d ieÖeÒ ØiÒ ØeÖeÔ Ø××aÑ e× ÐÓÔ e : Y i = β + β 1 X i + β 2 D i + u i d ieÖeÒ ØiÒ ØeÖeÔ Ø×d ieÖeÒ Ø× ÐÓÔ e× : Y i = β + β 1 X i + β 2 D i + β 3 ( X i × D i ) + u i ×aÑ e iÒ ØeÖeÔ Ød ieÖeÒ Ø× ÐÓÔ e× : Y i = β + β 1 X i + β 2 ( X i × D i ) + u i • B e ØÛ eeÒÓÒ Ø iÒÙÓÙ ×Úa Ö iab Ðe× : Y i = β + β 1 X 1 i + β 2 X 2 i + β 3 ( X 1 i × X 2 i ) + u i a ÖØ ia ÐeeØ× : ∗ Δ Y i Δ X 1 i = β 1 + β 3 X 2 i ∗ Δ Y i Δ X 2 i = β 2 + β 3 X 1 i ∗ Δ...
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Section_8_v1 - eØ iÓÒ8E ÓÒ4 G:edÚ iga Ö×ÓaÒdX...

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