怎么理解 Calculate the least squares residuals and plo

JH_Henecia |浏览2018次
2018/08/29 15:04
怎么理解 Calculate the least squares residuals and plot them against id and sqrft, respectively. Are any patterns evident? If assumptions A1 - A5 hold, should any patterns be evident in the least squares residuals? Compute the generalized R2 of Model (1). least squares residuals 怎么计算
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满意回答

2018/09/03 13:34

补充,

如果想了解理论上的算法,可以参考伍德里奇的计量经济学导论;

如果了解有什么工具计算,假设使用STATA。命令如下

reg y x

predict residuals, r

铁锷未残

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