北大计量经济学讲义-第四讲
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It is the probability distribution of an estimator over all possible outcomes. 它是指一个估计量在其所有可能取值上的概率分布
There are two approaches charactering sampling distributions: an “exact” approach and an “approximate” approach. 刻画样本分布的两种方式：“准确”方式和“近似”方 式
Testing Hypothesis About a Single Population Parameter: The t test 单个总体参数的假设检验：t检验
Confidence Intervals 置信区间
Testing Hypotheses About a Single Linear Combination of the Parameters 参数线性组合的假设检验（一维情形）
Intermediate Econometrics,
Yan Shen
6
Sampling Distribution: Review 样本分布:复习
The “approximate” approach uses approximations to the sampling distributions that rely on the sample size being large. “近似”方式对样本分布进行大样本下的近似。
The large sample approximation to the sampling distribution is often called the asymptotic distribution.
Sampling Distributions: Review 样本分布：复习
CLM assumptions and Sampling Distributions of the OLS Estimators 经典假设与OLS估计量的样本分布
Background review of hypothesis testing 假设检验的背景知识
Such distribution is called the exact distribution or finite-sample distribution.
这样的分布被称为小样本（有限样本）的准确 分布
Fyofnonraoreerxmai.mia.dlp,dletihs,teirfniybtuhisteinoirnoar.vmearallgyedhisatsriabnuteexda,catnddisytr1i,byu2t,i…on, 例则如其，均如值果恰y好服服从从正正态态分分布布，且y1, y2, …, yn 独立同分布，
如果y1, y2,…, yn 来自于同一分布且相互独立，则称这一 组随机变量独立同分布（i.i.d.）
Intermediate Econometrics,
Yan Shen
4
Sampling Distribution: Review 样本分布：复习
Sampling distributions play a central role in the development of statistical and econometric procedures. 样本分布在统计学和计量经济学发展中具有核心地位
One-sided and two-sided t tests 单边与双边t检验
Calculating the p values 计算p值
Intermediate Econometrics,
Yan Shen
3wk.baidu.com
Sampling Distribution: Review 样本分布：复习
Simple random sampling is the case where n objects are selected at random from a population, and each member of the population is equally likely to be included in the sample.
Testing Multiple Linear Restrictions: The F Test 多个线性约束的假设检验：F检验
Reporting Regression Results 报告回归结果
Intermediate Econometrics,
Yan Shen
2
Lecture Outline 本课提纲
Intermediate Econometrics,
Yan Shen
5
Sampling Distribution: Review 样本分布：复习
The “exact” approach entails deriving a formula for the sampling distribution that holds exactly for any value of n. “准确”方式需要对任何n的取值都得到样本分布的精确 表达式。
Multiple Regression Analysis: Inference
多元回归分析：推断 (1)
y = b0 + b1x1 + b2x2 + . . . bkxk + u
Intermediate Econometrics,
Yan Shen
1
Chapter Outline 本章提纲
Sampling Distributions of the OLS Estimators OLS估计量的样本分布
简单随机抽样是指从总体中随机取样n次，使得总体中的 每个元素在样本中的出现的可能性相同。
When y1, y2,…, yn are drawn from the same distribution and are independently distributed, they are said to be independently and identically distributed, or i.i.d.
There are two approaches charactering sampling distributions: an “exact” approach and an “approximate” approach. 刻画样本分布的两种方式：“准确”方式和“近似”方 式
Testing Hypothesis About a Single Population Parameter: The t test 单个总体参数的假设检验：t检验
Confidence Intervals 置信区间
Testing Hypotheses About a Single Linear Combination of the Parameters 参数线性组合的假设检验（一维情形）
Intermediate Econometrics,
Yan Shen
6
Sampling Distribution: Review 样本分布:复习
The “approximate” approach uses approximations to the sampling distributions that rely on the sample size being large. “近似”方式对样本分布进行大样本下的近似。
The large sample approximation to the sampling distribution is often called the asymptotic distribution.
Sampling Distributions: Review 样本分布：复习
CLM assumptions and Sampling Distributions of the OLS Estimators 经典假设与OLS估计量的样本分布
Background review of hypothesis testing 假设检验的背景知识
Such distribution is called the exact distribution or finite-sample distribution.
这样的分布被称为小样本（有限样本）的准确 分布
Fyofnonraoreerxmai.mia.dlp,dletihs,teirfniybtuhisteinoirnoar.vmearallgyedhisatsriabnuteexda,catnddisytr1i,byu2t,i…on, 例则如其，均如值果恰y好服服从从正正态态分分布布，且y1, y2, …, yn 独立同分布，
如果y1, y2,…, yn 来自于同一分布且相互独立，则称这一 组随机变量独立同分布（i.i.d.）
Intermediate Econometrics,
Yan Shen
4
Sampling Distribution: Review 样本分布：复习
Sampling distributions play a central role in the development of statistical and econometric procedures. 样本分布在统计学和计量经济学发展中具有核心地位
One-sided and two-sided t tests 单边与双边t检验
Calculating the p values 计算p值
Intermediate Econometrics,
Yan Shen
3wk.baidu.com
Sampling Distribution: Review 样本分布：复习
Simple random sampling is the case where n objects are selected at random from a population, and each member of the population is equally likely to be included in the sample.
Testing Multiple Linear Restrictions: The F Test 多个线性约束的假设检验：F检验
Reporting Regression Results 报告回归结果
Intermediate Econometrics,
Yan Shen
2
Lecture Outline 本课提纲
Intermediate Econometrics,
Yan Shen
5
Sampling Distribution: Review 样本分布：复习
The “exact” approach entails deriving a formula for the sampling distribution that holds exactly for any value of n. “准确”方式需要对任何n的取值都得到样本分布的精确 表达式。
Multiple Regression Analysis: Inference
多元回归分析：推断 (1)
y = b0 + b1x1 + b2x2 + . . . bkxk + u
Intermediate Econometrics,
Yan Shen
1
Chapter Outline 本章提纲
Sampling Distributions of the OLS Estimators OLS估计量的样本分布
简单随机抽样是指从总体中随机取样n次，使得总体中的 每个元素在样本中的出现的可能性相同。
When y1, y2,…, yn are drawn from the same distribution and are independently distributed, they are said to be independently and identically distributed, or i.i.d.