多元回归分析虚拟变量.ppt

文档介绍：多元回归分析虚拟变量
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Dummy Variables
A dummy variable is a variable that takes on the value 1 or 0
Exampl (wâgeF-wâgeM)/wâgeM=exp(-)-1==%
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Example: Effects of Computer Ownership on College GPA
Whether a student own a computer effect the performance of the student?
colGPA= b0 +d0 PC+b1hsGPA+b2ACT+u
colGPA= ++++u
() () () ()
n=141, R2=
This means that a student who owns a computer has a predicted GPA about points higher than a comparable student without a computer.
The coefficient of PC is different from zero, that’s, the difference between two different type students is significant.
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Multiple Categories (cont)
Any categorical variable can be turned into a set of dummy variables
Because the base group is represented by the intercept, if there are n categories there should be n – 1 dummy variables
If there are a lot of categories, it may make sense to group some together
Example: wage determinations
log(wâge)= + - - +
() () () ()
+ +
() () () n=526 R2=
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Interactions Among Dummies
Interacting dummy variables is like subdividing the group
log(wâge)= - + -•married +
() () () ()
+ +
() () () n=526 R2=
The base group is single men when female=0 and married=0
So,
when female=0 and married=1, the intercept for the married men is +.0292=
female=1, married=0, single women -=
female=1, married=1, mar