Knowledge points of 2020 intermediate economist economic foundation examination: regression model
regression model
1. Regression analysis and correlation analysis
There are obvious differences in research purposes and methods:
(1) Correlation analysis needs to rely on regression analysis to show the specific form of quantitative correlation of phenomena;
(2) Regression analysis relies on correlation analysis to express the correlation degree of phenomenon quantity change;
(3) Correlation analysis cannot infer the change of one variable from the change of another variable, and the mathematical equation of regression analysis can infer the unknown quantity from the known quantity.
2. Univariate linear regression model
( 1)Y=β0+β 1X+ε
ε, the error term, is a random variable, indicating the influence of random factors other than linear relationship on Y, which is the variability of Y that cannot be explained by the linear relationship between X and Y. ..
(2) Regression equation: e (y) = β 0+β1x.
β0 is the intercept of the tropic of cancer; β 1 is the slope of the tropic of cancer, indicating the change of E(Y) per unit change of X.