Slide 46
Slide 46 text
Fitting
α ∼ /PSNBM(, )
β1 ∼ /PSNBM(, )
β$ ∼ /PSNBM(, )
β1$ ∼ /PSNBM(, )
XIFSF 1 JT +*+0'/$*) BOE $ JT *)//Ǿ#$"# *WF VTFE NPSF TUSPOHMZ SFHVMBSJ[JOH QSJPST
PO UIF β QBSBNFUFST
CFDBVTF UIF TBNQMF JT TNBMM
TP XF TIPVME GFBS PWFSĕUUJOH NPSF *OEFFE
UIPTF /PSNBM(, ) QSJPST BSF QSPCBCMZ OPU DPOTFSWBUJWF FOPVHI "OE TJODF UIF QSFEJDUPST
BSF OPU DFOUFSFENPSF PO UIBU B MJUUMF MBUFSUIFSFT OP UFMMJOH XIFSF α TIPVME FOE VQ
TP
*WF BTTJHOFE BO FTTFOUJBMMZ ĘBU QSJPS UP JU
"OE OPX UP ĕU UIF NPEFM UP UIF EBUB
XF DBO VTF (+ BT VTVBM
3 DPEF
(ǎǍǡǎǍ ʚǶ (+ǿ
'$./ǿ
/*/'Ǿ/**'. ʡ +*$.ǿ '( ȀǢ
'*"ǿ'(Ȁ ʚǶ ʔ +ȉ'*"Ǿ+*+ ʔ
ȉ*)//Ǿ#$"# ʔ +ȉ*)//Ǿ#$"#ȉ'*"Ǿ+*+Ǣ
ʡ )*-(ǿǍǢǎǍǍȀǢ
ǿ+ǢǢ+Ȁ ʡ )*-(ǿǍǢǎȀ
ȀǢ
/ʙ Ȁ
ćF JNQBDU PG +*+0'/$*) PO UPPM DPVOUT JT JODSFBTFE CZ IJHI *)// ćJT JT UP
TBZ UIBU UIF BTTPDJBUJPO CFUXFFO /*/'Ǿ/**'. BOE MPH +*+0'/$*) EFQFOET VQPO
*)// 4P XF XJMM MPPL GPS B QPTJUJWF JOUFSBDUJPO CFUXFFO MPH +*+0'/$*) BOE
*)//
-FUT CVJME OPX 'JSTU
XF NBLF TPNF OFX DPMVNOT XJUI UIF MPH PG +*+0'/$*) BOE B
EVNNZ WBSJBCMF GPS IJHI *)//
3 DPEF
ɶ'*"Ǿ+*+ ʚǶ '*"ǿɶ+*+0'/$*)Ȁ
ɶ*)//Ǿ#$"# ʚǶ $! '. ǿ ɶ*)//ʙʙǫ#$"#ǫ Ǣ ǎ Ǣ Ǎ Ȁ
ćF NPEFM UIBU DPOGPSNT UP UIF SFTFBSDI IZQPUIFTJT JODMVEFT BO JOUFSBDUJPO CFUXFFO MPH
QPQVMBUJPO BOE DPOUBDU SBUF *O NBUI GPSN
JU JT
5J ∼ 1PJTTPO(λJ)
MPH λJ = α + β1
MPH 1J + β$
$J + β1$
$J
MPH 1J
α ∼ /PSNBM(, )
β1 ∼ /PSNBM(, )
β$ ∼ /PSNBM(, )
β1$ ∼ /PSNBM(, )
XIFSF 1 JT +*+0'/$*) BOE $ JT *)//Ǿ#$"# *WF VTFE NPSF TUSPOHMZ SFHVMBSJ[JOH QSJPST
PO UIF β QBSBNFUFST
CFDBVTF UIF TBNQMF JT TNBMM
TP XF TIPVME GFBS PWFSĕUUJOH NPSF *OEFFE
UIPTF /PSNBM(, ) QSJPST BSF QSPCBCMZ OPU DPOTFSWBUJWF FOPVHI "OE TJODF UIF QSFEJDUPST
BSF OPU DFOUFSFENPSF PO UIBU B MJUUMF MBUFSUIFSFT OP UFMMJOH XIFSF α TIPVME FOE VQ
TP
*WF BTTJHOFE BO FTTFOUJBMMZ ĘBU QSJPS UP JU
"OE OPX UP ĕU UIF NPEFM UP UIF EBUB
XF DBO VTF (+ BT VTVBM