文档介绍：第五章 多元回归分析论 Multiple Regression Analysis
y = b0 + b1x1 + b2x2 + bkxk + u
4 Further Issues
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Redefining Variables: An Example the determinations of infant birth weight
Variables
bwghtkg, child birth weight in kilograms
bwghtg, child birth weight in grams
bwghtjin, child birth weight in jin
cigs, number of cigarettes the mother smoked per day while pregnant
packs, packs of cigarettes the mother smoked per day while pregnant and 1 packs=20 cigs
faminc, annual family income
Model
y=b0+b1x+b2faminc+u
y stand for bwghtkg, bwghtg, bwghtkjin; x stand for cigs or packs
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Redefining Variables, cont.
Dependent vars
(1) bwghtkg
(2) bwghtg
(3) bwghtjin
(4) bwghtjin
cigs
-
()
[-]
-
()
[-]
-
()
[-]
packs
-
()
[-]
faminc
()
[]
()
[]
()
[]
()
[]
Intercept
()
[]
()
[]
()
[]
()
[]
Observations
1388
1388
1388
1388
R2
SSR
4488854233
Changing the scale of the y variable will lead to a corresponding change in the scale of the coefficients and standard errors, so no change in the significance or interpretation
Changing the scale of one x variable will lead to a change in the scale of that coefficient and standard error, so no change in the significance or interpretation
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Redefining Variables , cont.
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4
Redefining Variables , cont.
Changing the scale of the y variable will lead to
a corresp