{"id":1304,"date":"2024-01-04T11:15:00","date_gmt":"2024-01-04T03:15:00","guid":{"rendered":"https:\/\/edu.secda.info\/scu12354014\/?p=1304"},"modified":"2024-01-06T15:33:13","modified_gmt":"2024-01-06T07:33:13","slug":"%e5%85%a7%e7%94%9f%e6%80%a7","status":"publish","type":"post","link":"https:\/\/edu.secda.info\/scu12354014\/?p=1304","title":{"rendered":"\u8a08\u91cf\u7d93\u6fdf\u5b78\u4f5c\u696d U12 \u5167\u751f\u6027"},"content":{"rendered":"<p>y = a + b*x + e<\/p>\n<p>x = \u03b1+\u03b2\u0304 *M + \u03b5<\/p>\n<p>M(\u5de5\u5177\u8b8a\u657812.1) \u9810\u6e2c x<\/p>\n<p>&gt;\u5169\u968e\u6bb5TSLS<\/p>\n<p>x\u518d\u53bb\u9810\u6e2cy<\/p>\n<hr \/>\n<p>\u9999\u83f8\u6d88\u8cbb\u91cf\u6709\u53ef\u80fd\u900f\u904e\u5927\u5e45\u63d0\u9ad8\u9999\u83f8\u7a05\u4f86\u6e1b\u5c11\u3002\u554f\u984c\u662f\u5fc5\u9808\u63d0\u9ad8\u591a\u5c11\u7a05\u624d\u80fd\u9054\u5230\u6e1b\u5c11\u4e00\u5b9a\u7a0b\u5ea6\u7684\u9999\u83f8\u6d88\u8cbb\u91cf\u3002\u7d93\u6fdf\u5b78\u5bb6\u4f7f\u7528\u5f48\u6027\u4f86\u56de\u7b54\u6b64\u985e\u554f\u984c\u3002\u7531\u65bc\u9999\u83f8\u9700\u6c42\u7684\u50f9\u683c\u5f48\u6027\u672a\u77e5\uff0c\u56e0\u6b64\u5fc5\u9808\u4f30\u8a08\u3002\u7531\u65bc\u9700\u6c42\u8207\u4f9b\u7d66\u4e4b\u9593\u5b58\u5728\u540c\u6642\u56e0\u679c\u95dc\u4fc2\uff0c\u56e0\u6b64\u7121\u6cd5\u4f7f\u7528\u5c0d\u6578\u50f9\u683c\u7684\u5c0d\u6578\u6578\u91cfOLS\u8ff4\u6b78\u4f86\u4f30\u8a08\u611f\u8208\u8da3\u7684\u6548\u61c9\u3002\u6545\u4f7f\u7528\u5de5\u5177\u8b8a\u6578\u7684\u56de\u6b78\u8655\u7406\u3002<\/p>\n<p><span id=\"MJXc-Node-459\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-main-R\">log<\/span><\/span><span id=\"MJXc-Node-460\" class=\"mjx-mo\"><\/span><span id=\"MJXc-Node-461\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-462\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-463\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">Q<\/span><\/span><\/span><span class=\"mjx-stack\"><span class=\"mjx-sup\"><span id=\"MJXc-Node-465\" class=\"mjx-texatom\"><span id=\"MJXc-Node-466\" class=\"mjx-mrow\"><span id=\"MJXc-Node-467\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">c<\/span><\/span><span id=\"MJXc-Node-468\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><span id=\"MJXc-Node-469\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">g<\/span><\/span><span id=\"MJXc-Node-470\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-471\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">r<\/span><\/span><span id=\"MJXc-Node-472\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-473\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-474\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-475\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-476\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-477\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><span id=\"MJXc-Node-478\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-479\" class=\"mjx-msubsup MJXc-space3\"><span class=\"mjx-base\"><span id=\"MJXc-Node-480\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-481\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-482\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-483\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-484\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-485\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-486\" class=\"mjx-mi MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">log<\/span><\/span><span id=\"MJXc-Node-487\" class=\"mjx-mo\"><\/span><span id=\"MJXc-Node-488\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-489\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-490\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><\/span><span class=\"mjx-stack\"><span class=\"mjx-sup\"><span id=\"MJXc-Node-492\" class=\"mjx-texatom\"><span id=\"MJXc-Node-493\" class=\"mjx-mrow\"><span id=\"MJXc-Node-494\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">c<\/span><\/span><span id=\"MJXc-Node-495\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><span id=\"MJXc-Node-496\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">g<\/span><\/span><span id=\"MJXc-Node-497\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-498\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">r<\/span><\/span><span id=\"MJXc-Node-499\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-500\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-501\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-502\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-503\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-504\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><span id=\"MJXc-Node-505\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-506\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-507\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">u<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-508\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-509\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">,<\/span><\/span><\/p>\n<blockquote><p><span id=\"MJXc-Node-459\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-main-R\">log<\/span><\/span><span id=\"MJXc-Node-460\" class=\"mjx-mo\"><\/span><span id=\"MJXc-Node-461\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-462\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-463\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">Q<\/span><\/span><\/span><span class=\"mjx-stack\"><span class=\"mjx-sup\"><span id=\"MJXc-Node-465\" class=\"mjx-texatom\"><span id=\"MJXc-Node-466\" class=\"mjx-mrow\"><span id=\"MJXc-Node-467\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">c<\/span><\/span><span id=\"MJXc-Node-468\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><span id=\"MJXc-Node-469\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">g<\/span><\/span><span id=\"MJXc-Node-470\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-471\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">r<\/span><\/span><span id=\"MJXc-Node-472\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-473\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-474\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-475\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-476\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-477\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><span id=\"MJXc-Node-478\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-479\" class=\"mjx-msubsup MJXc-space3\"><span class=\"mjx-base\"><span id=\"MJXc-Node-480\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-481\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-482\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-483\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-484\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-485\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1 *\u00a0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-486\" class=\"mjx-mi MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">log<\/span><\/span><span id=\"MJXc-Node-487\" class=\"mjx-mo\"><\/span><span id=\"MJXc-Node-488\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-489\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-490\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><\/span><span class=\"mjx-stack\"><span class=\"mjx-sup\"><span id=\"MJXc-Node-492\" class=\"mjx-texatom\"><span id=\"MJXc-Node-493\" class=\"mjx-mrow\"><span id=\"MJXc-Node-494\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">c<\/span><\/span><span id=\"MJXc-Node-495\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><span id=\"MJXc-Node-496\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">g<\/span><\/span><span id=\"MJXc-Node-497\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-498\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">r<\/span><\/span><span id=\"MJXc-Node-499\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-500\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-501\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-502\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-503\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-504\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><span id=\"MJXc-Node-505\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-506\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-507\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">u<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-508\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-509\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">,<\/span><\/span><\/p>\n<p>CigarettesSW$rprice &lt;- with(CigarettesSW, price \/ cpi)<\/p>\n<p>CigarettesSW$salestax &lt;- with(CigarettesSW, (taxs &#8211; tax) \/ cpi)<\/p><\/blockquote>\n<p>#\u6263\u9664\u806f\u90a6\u3001\u5dde\uff0c\u8ce3\u51fa\u9999\u83f8\u672c\u8eab\u7684\u7a05(\u4e0d\u53d7\u6578\u91cf\u5f71\u97ff)<\/p>\n<blockquote><p>cor(CigarettesSW$salestax, CigarettesSW$price)<\/p><\/blockquote>\n<p>0.6141228\uff0c\u5de5\u5177\u8b8a\u91cf\u8207x\u6709\u95dc\u3002<\/p>\n<blockquote><p>c1995 &lt;- subset(CigarettesSW, year == &#8220;1995&#8221;)<\/p><\/blockquote>\n<p><span id=\"MJXc-Node-640\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-main-R\">log<\/span><\/span><span id=\"MJXc-Node-641\" class=\"mjx-mo\"><\/span><span id=\"MJXc-Node-642\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-643\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-644\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><\/span><span class=\"mjx-stack\"><span class=\"mjx-sup\"><span id=\"MJXc-Node-646\" class=\"mjx-texatom\"><span id=\"MJXc-Node-647\" class=\"mjx-mrow\"><span id=\"MJXc-Node-648\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">c<\/span><\/span><span id=\"MJXc-Node-649\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><span id=\"MJXc-Node-650\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">g<\/span><\/span><span id=\"MJXc-Node-651\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-652\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">r<\/span><\/span><span id=\"MJXc-Node-653\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-654\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-655\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">t<\/span><\/span><span id=\"MJXc-Node-656\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-657\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-658\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><span id=\"MJXc-Node-659\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-660\" class=\"mjx-msubsup MJXc-space3\"><span class=\"mjx-base\"><span id=\"MJXc-Node-661\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c0<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-662\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-663\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-664\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-665\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c0<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-666\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1 * <\/span><\/span><\/span><\/span><span id=\"MJXc-Node-667\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">S<\/span><\/span><span id=\"MJXc-Node-668\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-669\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">l<\/span><\/span><span id=\"MJXc-Node-670\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">e<\/span><\/span><span id=\"MJXc-Node-671\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">s<\/span><\/span><span id=\"MJXc-Node-672\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">T<\/span><\/span><span id=\"MJXc-Node-673\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">a<\/span><\/span><span id=\"MJXc-Node-674\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-675\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">x<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-677\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-678\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-679\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bd<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-680\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-681\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><\/p>\n<blockquote><p>cig_s1 &lt;- lm(log(rprice) ~ salestax, data = c1995)<\/p>\n<p>summary(cig_s1 )<\/p>\n<p>names(cig_s1)<\/p><\/blockquote>\n<p>\u70ba\u986f\u8457\uff0cx\u548c\u5de5\u5177\u8b8a\u91cf\u6709\u95dc<\/p>\n<p>R^2 \u89e3\u91cb\u529b 0.471<\/p>\n<blockquote><p>lcigp_pred &lt;- cig_s1$fitted.values<\/p>\n<p>cig_s2 &lt;- lm(log(c1995$packs) ~ lcigp_pred)<br \/>\ncoeftest(cig_s2, vcov = vcovHC)<\/p><\/blockquote>\n<p>t test of coefficients:<\/p>\n<p>Estimate\u00a0 \u00a0 \u00a0 Std. Error\u00a0 \u00a0 \u00a0t value\u00a0 \u00a0 Pr(&gt;|t|)<br \/>\n(Intercept)\u00a0 \u00a0 9.71988\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.70304\u00a0 \u00a0 \u00a0 \u00a0 \u00a05.7074\u00a0 \u00a0 \u00a07.932e-07 ***<br \/>\nlcigp_pred\u00a0 \u00a0 -1.08359\u00a0 \u00a0 \u00a0 \u00a0 \u00a00.35563\u00a0 \u00a0 \u00a0 \u00a0-3.0469\u00a0 \u00a0 \u00a0 0.003822 **<br \/>\n&#8212;<\/p>\n<blockquote><p>cig_ivreg &lt;- ivreg(log(packs) ~ log(rprice) | salestax, data = c1995)<\/p>\n<p>coeftest(cig_ivreg, vcov = vcovHC, type = &#8220;HC1&#8221;)<\/p><\/blockquote>\n<p>ivreg()\u00a0 \u00a0&lt;\u5de5\u5177\u8b8a\u91cf\u56de\u6b78 (~\u5167\u751f\u8b8a\u6578| \u5916\u751f\/\u5de5\u5177\u8b8a\u6578)<\/p>\n<p>t test of coefficients:<\/p>\n<p>Estimate\u00a0 \u00a0 Std. Error\u00a0 \u00a0 \u00a0t value\u00a0 \u00a0 \u00a0Pr(&gt;|t|)<br \/>\n(Intercept)\u00a0 \u00a09.71988\u00a0 \u00a0 \u00a0 \u00a01.52832\u00a0 \u00a0 \u00a0 \u00a06.3598\u00a0 \u00a0 8.346e-08 ***<br \/>\nlog(rprice)\u00a0 \u00a0-1.08359\u00a0 \u00a0 \u00a00.31892\u00a0 \u00a0 \u00a0 -3.3977\u00a0 \u00a0 \u00a0 0.001411 **<\/p>\n<p>\u5206\u6bb52\u6b21lm SE\u6703\u6bd4ivreg\u5927<\/p>\n<hr \/>\n<p>12.2<\/p>\n<p>\u589e\u52a0&#8217;\u6240\u5f97&#8217;\u5916\u751f\u8b8a\u6578<\/p>\n<p><span id=\"MJXc-Node-200\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-201\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">Y<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-202\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-203\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-204\" class=\"mjx-msubsup MJXc-space3\"><span class=\"mjx-base\"><span id=\"MJXc-Node-205\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-206\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-207\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-208\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-209\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-210\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1 *\u00a0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-211\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-212\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-213\" class=\"mjx-texatom\"><span id=\"MJXc-Node-214\" class=\"mjx-mrow\"><span id=\"MJXc-Node-215\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-216\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-217\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-218\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-219\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03b2<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-220\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">2 *\u00a0<\/span><\/span><\/span><\/span><span id=\"MJXc-Node-221\" class=\"mjx-msubsup\"><span class=\"mjx-base\"><span id=\"MJXc-Node-222\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-223\" class=\"mjx-texatom\"><span id=\"MJXc-Node-224\" class=\"mjx-mrow\"><span id=\"MJXc-Node-225\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-226\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-227\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-228\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-229\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">W<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-230\" class=\"mjx-texatom\"><span id=\"MJXc-Node-231\" class=\"mjx-mrow\"><span id=\"MJXc-Node-232\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-233\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><\/span><\/span><span id=\"MJXc-Node-234\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-235\" class=\"mjx-msubsup MJXc-space2\"><span class=\"mjx-base\"><span id=\"MJXc-Node-236\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">u<\/span><\/span><\/span><span class=\"mjx-sub\"><span id=\"MJXc-Node-237\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">i<\/span><\/span><\/span><\/span><\/p>\n<p><tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">y ~ x1 + x2 + w1 | w1 + z1 + z2 + z3<\/tt>\u00a0where\u00a0<tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">w1<\/tt>\u00a0is \u201cinstrumenting itself<\/p>\n<p><tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">w1\u9810\u6e2c<tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\"> w1\u00a0<\/tt><\/tt><\/p>\n<p><tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">z1 + z2 + z3<\/tt>\u00a0 \u9810\u6e2c <tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">x1 + x2 <\/tt><\/p>\n<blockquote><p>cig_ivreg2 &lt;- ivreg(log(packs) ~ log(rprice) + log(rincome) | log(rincome) +salestax, data = c1995)<\/p>\n<p>coeftest(cig_ivreg2, vcov = vcovHC, type = &#8220;HC1&#8221;)<\/p><\/blockquote>\n<p>ivreg(y ~ x1 \u5167\u751f + x2\u5167\u751f + w1 \u5916\u751f+ w2\u5916\u751f| w1\u5916\u751f + w2\u5916\u751f +z1 <tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\"><tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">\u5de5\u5177'\u672c\u8eab\u5c31\u662f\u5916\u751f'<\/tt><\/tt>+ z2<tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\"><tt data-immersive-translate-walked=\"4bcd4780-2178-4834-854f-d5c9a407808e\">\u5de5\u5177 )<\/tt><\/tt><\/p>\n<blockquote><p>cig_ivreg3 &lt;- ivreg(log(packs) ~ log(rprice) + <strong>log(rincome)<\/strong> | <strong>log(rincome)<\/strong> + <span style=\"color: #0000ff;\">salestax + cigtax,<\/span> data = c1995)<\/p><\/blockquote>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>y = a + b*x + e x = \u03b1+\u03b2\u0304 *M + \u03b5 M(\u5de5\u5177\u8b8a\u657812<\/p>\n","protected":false},"author":16,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1,27],"tags":[],"_links":{"self":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1304"}],"collection":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1304"}],"version-history":[{"count":6,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1304\/revisions"}],"predecessor-version":[{"id":1310,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=\/wp\/v2\/posts\/1304\/revisions\/1310"}],"wp:attachment":[{"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1304"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1304"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/edu.secda.info\/scu12354014\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1304"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}