计量经济学英文资料重点知识点考试必备
计量经济学重点知识归纳整理
1.普通最小二乘法Ordinary Least Squares,OLS ：已知一组样本观测值{}n i Y X i i ,2,1:),(⋯=,普通最小二乘法要求样本回归函数尽可以好地拟合这组值,即样本回归线上的点∧i Y 与真实观测点Yt 的“总体误差”尽可能地小;普通最小二乘法给出的判断标准是：被解释变量的估计值与实际观测值之差的平方和最小;2.广义最小二乘法GLS ：加权最小二乘法具有比普通最小二乘法更普遍的意义,或者说普通最小二乘法只是加权最小二乘法中权恒取1时的一种特殊情况;从此意义看,加权最小二乘法也称为广义最小二乘法;3.加权最小二乘法WLS ：加权最小二乘法是对原模型加权,使之变成一个新的不存在异方差性的模型,然后采用普通最小二乘法估计其参数;4.工具变量法IV ：工具变量法是克服解释变量与随机干扰项相关影响的一种参数估计方法;5.两阶段最小二乘法2SLS, Two Stage Least Squares ：两阶段最小二乘法是一种既适用于恰好识别的结构方程,以适用于过度识别的结构方程的单方程估计方法;6.间接最小二乘法ILS ：间接最小二乘法是先对关于内生解释变量的简化式方程采用普通小最二乘法估计简化式参数,得到简化式参数估计量,然后过通参数关系体系,计算得到结构式参数的估计量的一种方法;7.异方差性Heteroskedasticity ：对于不同的样本点,随机干扰项的方差不再是常数,而是互不相同,则认为出现了异方差性;8.序列相关性Serial Correlation ：多元线性回归模型的基本假设之一是模型的随机干扰项相互独立或不相关;如果模型的随机干扰项违背了相互独立的基本假设,称为存在序列相关性;9.多重共线性Multicollinearity ：对于模型i k i i X X X Y μββββ++⋯+++=i k 22110i ,其基本假设之一是解释变量X 1,X 2,…,Xk 是相互独立的;如果某两个或多个解释变量之间出现了相关性,则称为存在多重共线性;10.时间序列数据:时间序列数据是一批按照时间先后排列的统计数据;11.截面数据：截面数所是一批发生在同一时间截面上调查数据;12.虚拟数据：也称为二进制数据,一般取0或1.13.内生变量Endogenous Variables ：内生变量是具有某种概率分布的随机变量,它的参数是联立方程系统估计的元素;内生变量是由模型系统决定的,同时也对模型系统产生影响;内生变量一般都是经济变量;14.外生变量Exogenous Variables ：外生变量一般是确定性变量,或者是具有临界概率分布的随机变量,其参数不是模型系统研究的元素;外生变量影响系统,但本身不受系统的影响;外生变量一般是经济变量、条件变量、政策变量、虚变量;15.先决变量Predetermined Variables ：外生变量与滞后内生变量Lagged EndogenousVariables 统称为先决变量;16.总离差平方和： 称为总离差平方和,反映样本观测值总体离差的大小; 17.残差平方和： 称为残差平方和,反映样本观测值与估计∑∑-==22)(Y Y y TSS i i ∑∑-==22)ˆ(ii i Y Y e RSS值偏离的大小,也是模型中解释变量未解释的那部分离差的大小;18.回归平方和： 反映由模型中解释变量所解释的那部分离差的大小;19.可决系数coefficient of determination ：可决系数R2是检验模型拟合优度的指标,22,1R TSSRSS TSS ESS R -==越接近于1,模型的拟合优度越高; 20.随机干扰项stochastic disturbance: μ称为观察值Y 围绕它的期望值EY X 的离差deviation ,记)|(i i i X Y E Y -=μ,它是一个不可观测的随机变量,称为随机误差项stochastic error,通常又不加区别地称为随机干扰项;21.结构式模型Structural Model ：根据经济理论和行为规律建立的描述经济变量之间直接结构关系的计量经济学方程系统称为结构式模型;22.简化式模型Reduced-Form Model ：将联立方程计量经济学模型的每个内生变量表示成所有先决变量和随机干扰项的函数,即用所有先决变量作为每个内生变量的解释变量,所形成的模型称为简化式模型;23.恰好识别Just Identification ：如果某一个随机方程具有一组参数估计量,称其为恰好识别;24.过度识别Over identification ：如果某一个随机方程具有多组参数估计量,称其为过度识别;15．格兰杰因果检验可能存在有四种检验结果：1X 对Y 有单向影响,表现为1式X 各滞后项前的参数整体不为零,而2式Y 各滞后项前的参数整体为零；2Y 对X 有单向影响,表现为2式Y 各滞后项前的参数整体不为零,而1式X 各滞后项前的参数整体为零；3Y 与X 间存在双向影响,表现为Y 与X 各滞后项前的参数整体不为零；4Y 与X 间不存在影响,表现为Y 与X 各滞后项前的参数整体为零;分别做包含与不包含X 滞后项的回归,记前者与后者的残差平方和分别为RSSU 、RSSR ；再计算F 统计量：k 为无约束回归模型的待估参数的个数;如果: F>F m, n-k ,则拒绝原假设,认为X 是Y 的格兰杰原因;21、DW 检验假设条件：1解释变量X 非随机；2随机误差项i 为一阶自回归形式：i=i-1+i3回归模型中不应含有滞后应变量作为解释变量,即不应出现下列形式：Yi=0+1X 1i +……k X ki +Y i -1+i4回归含有截距项针对原假设：H0: =0, 构如下造统计量：∑∑-==22)ˆ(ˆY Y y ESS i i计算DW 值,给定,由样本容量n 和解释变量个数k 的大小查DW 分布表,得临界值dL 和dU 比较、判断,若 0<.<dL 存在正自相关dL<.<dU 不能确定dU <.<4－dU 无自相关4－dU <.<4－ dL 不能确定4－dL <.<4 存在负自相关当.值在2左右时,模型不存在一阶自相关;22、White 检验 见11题怀特检验不需要排序,且适合任何形式的异方差;其基本思想与步骤：i i i i X X Y μβββ+++=22110然后做辅助回归：ii i i i i i i X X X X X X e εαααααα++++++=215224213221102~可以证明,在同方差性假设下,从该辅助回归得到的可决系数R 2与样本容量n 的乘积,渐近地服从自由度为辅助回归方程中解释变量个数的22nR 分布：χ~2χ,则可在大样本下,对统计量检验。
计量经济学英语专业词汇
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模型设定正确假设。The regression model is correctly specified. 线性回归假设。The regression model is linear in the parameters。 与随机项不相关假设。The covariances between Xi and μi are zero. 观测值变化假设。X values in a given sample must not all be the same. 无完全共线性假设。There is no perfect multicollinearity among the explanatory variables. 0均值假设。The conditional mean value of μi is zero. 同方差假设。The conditional variances of μi are identical.(Homoscedasticity) 序列不相关假设。The correlation between any two μi and μj is zero. 正态性假设。The μ’s follow the normal distribution.
• 方程的显著性检验(F检验) Testing the Overall Significance of a Multiple Regression (the F test) • 假设检验（Hypothesis Testing）变量的显著性检验（t检 验） Testing the Significance of Variables (the t test) • 参数的置信区间 Confidence Interval of Parameter • 置信系数（置信度）（confidence coefficient） • 置信限（confidence limit） • 恩格尔曲线(Engle curves) • 菲利普斯曲线（Pillips cuves）
《计量经济学英文版》课件
2 ARMA模型
介绍ARMA模型的基本原 理和参数估计方法，以及 ARMA模型在经济数据分 析中的应用。
3 GARCH模型
讲解GARCH模型的原理 和估计方法，以及 GARCH模型在金融市场 波动预测中的应用。
计量经济模型的应用
金融市场分析
应用计量经济模型进行金融市 场的预测和分析。
政策评估
利用计量经济模型评估政策的 效果和影响。
面板数据模型
1
面板数据概述
介绍面板数据的特点和应用领域，以及面板数据模型的基本概念。
2
固定效应模型
讲解固定效应模型的估计和推断方法，以及固定效应模型的优缺点。
3
随机效应模型
介绍随机效应模型的估计和推断方法，以及随机效应模型与固定效应模型的比较。
时间序列模型
1 时间序列数据基本特
征
描述时间序列数据的基本 特征，如趋势、季节性和 周期性。
《计量经济学英文版》 PPT课件
本课程介绍了计量经济学的基本概念和分析方法。涵盖了经济数据与计量分 析、经典线性回归模型、面板数据模型、时间序列模型和计量经济模型的应 用。
课程概述
本节将概述本课程的内容，包括学习目标和涵盖的主要内容。通过本课程的学习，您将掌握计量经济学的基本 理论和实际应用。
经济数据与计量分析
企业ቤተ መጻሕፍቲ ባይዱ策
运用计量经济模型辅助企业的 决策制定。
总结
通过本课程的学习，您将获得计量经济学分析的基本知识和技能，能够应用计量经济模型进行实证研究，并在 实际问题中运用计量经济学的方法和工具。
• 经济数据的概念与特点 • 统计概率基础 • 经济计量分析的目的与意义
经典线性回归模型
普通最小二乘法
计量经济学复习资料
计量经济学复习资料1、费里希（R.Frish）是经济计量学的主要开拓者和奠基人。
2、经济计量学与数理经济学和树立统计学的区别的关键之点是“经济变量关系的随机性特征”。
3、经济计量学识以数理经济学和树立统计学为理论基础和方法论基础的交叉科学。
它以客观经济系统中具有随机性特征的经济关系为研究对象，用数学模型方法描述具体的经济变量关系，为经济计量分析工作提供专门的指导理论和分析方法。
4、时序数据即时间序列数据。
时间序列数据是同一统计指标按时间顺序记录的数据列。
5、横截面数据是在同一时间，不同统计单位的相同统计指标组成的数据列。
6、对于一个独立的经济模型来说，变量可以分为内生变量和外生变量。
内生变量被认为是具有一定概率分布的随机变量，它们的数值是由模型自身决定的；外生变量被认为是非随机变量，它们的数值是在模型之外决定的。
7、对于模型中的一个方程来说，等号左边的变量称为被解释变量，等号右边被称为解释变量。
在模型中一个方程的被解释变量可以是其它方程的解释变量。
被解释变量一定是模型的内生变量，而解释变量既包括外生变量，也包括一部分内生变量。
8、滞后变量与前定变量。
有时模型的设计者还使用内生变量的前期值作解释变量，在计量经济学中将这样的变量程为滞后变量。
滞后变量显然在求解模型之前是已知量，因此通常将外生变量与滞后变量合称为前定变量。
9、控制变量与政策变量。
由于控制论的思想不断渗入经济计量学，使某些经济计量模型具有政策控制的特点，因此在经济计量模型中又出现了控制变量、政策变量等名词。
政策变量或控制变量一般在模型中表现为外生变量，但有时也表现为内生变量。
10、经济参数分为：外生参数和内生参数。
外生参数一般是指依据经济法规人为确定的参数，如折旧率、税率、利息率等。
内生参数是依据样本观测值，运用统计方法估计得到的参数。
如何选择估计参数的方法和改进估计参数的方法，这是理论经济计量学的基本任务。
11、用数学模型描述经济系统应当遵循以下两条基本原则：第一、以理论分析作先导；第二模型规模大小要适度。
(完整版)计量经济学Econometrics专业词汇中英文对照
Econometrics 专业词汇中英文对照（按课件顺序）Ch1-3Causal effects：因果影响，指的是当x变化时，会引起y的变化；Elasticity：弹性；correlation (coefficient) 相关（系数），相关系数没有单位，unit free；estimation：估计；hypothesis testing：假设检验；confidence interval：置信区间；difference-in-means test：均值差异检验，即检验两个样本的均值是否相同；standard error：标准差；statistical inference：统计推断；Moments of distribution：分布的矩函数；conditional distribution (means)：条件分布（均值）；variance：方差；standard deviation：标准差（指总体方差的平方根）；standard error：标准误差，指样本方差的平方根；skewness：偏度，度量分布的对称性；kurtosis：峰度，度量厚尾性，即度量离散程度；joint distribution：联合分布；conditional expectation：条件期望（指总体）；randomness：随机性i.i.d., independently and identically distributed：独立同分布的；sampling distribution：抽样分布，指的是当抽取不同的随机样本时，统计量的取值会有所不同，而当取遍所有的样本量为n的样本时，统计量有一个取值规律，即抽样分布，即统计量的随机性来自样本的随机性consistent (consistency)：相合的（相合性），指当样本量趋于无穷大时，估计量依概率收敛到真实值；此外，在统计的语言中，还有一个叫模型选择的相合性，指的是能依概率选取到正确的模型Central limit theory：中心极限定理；unbiased estimator：无偏估计量；uncertainty：不确定性；approximation：逼近；least squares estimator：最小二乘估计量；provisional decision：临时的决定，用于假设检验，指的是，我们现在下的结论是基于现在的数据的，如果数据变化，我们的结论可能会发生变化significance level：显著性水平，一般取0.05或者0.01,0.1，是一个预先给定的数值，指的是在原假设成立的假设下，我们可能犯的错误的概率，即拒绝原假设的概率；p-value：p-值，指的是观测到比现在观测到的统计量更极端的概率，一般p-值很小的时候要拒绝原假设，因为这说明要观测到比现在观测到的统计量更极端的情况的概率很小，进而说明现在的统计量很极端。
2023年计量经济学英文重点知识点考试必备
第一章1.Econometrics（计量经济学）：the social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena.the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend empirical support to the models constructed by mathematical economics and to obtain numerical results.2.Econometric analysis proceeds along the following lines计量经济学分析环节1)Creating a statement of theory or hypothesis.建立一种理论假说2)Collecting data.搜集数据3)Specifying the mathematical model of theory.设定数学模型4)Specifying the statistical, or econometric, model of theory.设置记录或经济计量模型5)Estimating the parameters of the chosen econometric model.估计经济计量模型参数6)Checking for model adequacy : Model specification testing.核查模型旳合用性：模型设定检查7)Testing the hypothesis derived from the model.检查自模型旳假设8)Using the model for prediction or forecasting.运用模型进行预测●Step2：搜集数据➢Three types of data三类可用于分析旳数据1)Time series(时间序列数据):Collected over a period of time, are collected at regular intervals.准时间跨度搜集得到2)Cross-sectional截面数据:Collected over a period of time, are collected at regular intervals.准时间跨度搜集得到3)Pooled data合并数据（上两种旳结合）●Step3：设定数学模型1.plot scatter diagram or scattergram2.write the mathematical model●Step4：设置记录或经济计量模型➢C LFPR is dependent variable应变量➢C UNR is independent or explanatory variable独立或解释变量（自变量）➢W e give a catchall variable U to stand for all these neglected factors➢In linear regression analysis our primary objective is to explain the behavior of the dependent variable in relation to the behavior of one or more other variables, allowing for the data that the relationship between them is inexact.线性回归分析旳重要目旳就是解释一种变量（应变量）与其他一种或多种变量（自变量）只见旳行为关系，当然这种关系并非完全对旳●Step5：估计经济计量模型参数➢In short, the estimated regression line gives the relationship between average CLFPR and CUNR 简言之，估计旳回归直线给出了平均应变量和自变量之间旳关系➢That is, on average, how the dependent variable responds to a unit change in the independent variable.单位因变量旳变化引起旳自变量平均变化量旳多少。
计量经济学Econometrics专业词汇中英文对照
Econometrics 专业词汇中英文对照（按课件顺序）Ch1-3Causal effects：因果影响，指的是当x变化时，会引起y的变化；Elasticity：弹性；correlation (coefficient) 相关（系数），相关系数没有单位，unit free；estimation：估计；hypothesis testing：假设检验；confidence interval：置信区间；difference-in-means test：均值差异检验，即检验两个样本的均值是否相同；standard error：标准差；statistical inference：统计推断；Moments of distribution：分布的矩函数；conditional distribution (means)：条件分布（均值）；variance：方差；standard deviation：标准差（指总体方差的平方根）；standard error：标准误差，指样本方差的平方根；skewness：偏度，度量分布的对称性；kurtosis：峰度，度量厚尾性，即度量离散程度；joint distribution：联合分布；conditional expectation：条件期望（指总体）；randomness：随机性i.i.d., independently and identically distributed：独立同分布的；sampling distribution：抽样分布，指的是当抽取不同的随机样本时，统计量的取值会有所不同，而当取遍所有的样本量为n的样本时，统计量有一个取值规律，即抽样分布，即统计量的随机性来自样本的随机性consistent (consistency)：相合的（相合性），指当样本量趋于无穷大时，估计量依概率收敛到真实值；此外，在统计的语言中，还有一个叫模型选择的相合性，指的是能依概率选取到正确的模型Central limit theory：中心极限定理；unbiased estimator：无偏估计量；uncertainty：不确定性；approximation：逼近；least squares estimator：最小二乘估计量；provisional decision：临时的决定，用于假设检验，指的是，我们现在下的结论是基于现在的数据的，如果数据变化，我们的结论可能会发生变化significance level：显著性水平，一般取0.05或者0.01,0.1，是一个预先给定的数值，指的是在原假设成立的假设下，我们可能犯的错误的概率，即拒绝原假设的概率；p-value：p-值，指的是观测到比现在观测到的统计量更极端的概率，一般p-值很小的时候要拒绝原假设，因为这说明要观测到比现在观测到的统计量更极端的情况的概率很小，进而说明现在的统计量很极端。
计量经济学英语词汇
计量经济学英语词汇Absolute deviation, 绝对离差Absolute number, 绝对数Absolute residuals, 绝对残差Acceleration array, 加速度立体阵Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector, 加速度向量Acceptable hypothesis, 可接受假设Accumulation, 累积Accuracy, 准确度Actual frequency, 实际频数Adaptive estimator, 自适应估计量Addition, 相加Addition theorem, 加法定理Additive Noise, 加性噪声Additivity, 可加性Adjusted rate, 调整率Adjusted value, 校正值Admissible error, 容许误差Aggregation, 聚集性Alpha factoring,α因子法Alternative hypothesis, 备择假设Among groups, 组间Amounts, 总量Analysis of correlation, 相关分析Analysis of covariance, 协方差分析Analysis Of Effects, 效应分析Analysis Of Variance, 方差分析Analysis of regression, 回归分析Analysis of time series, 时间序列分析Analysis of variance, 方差分析Angular transformation, 角转换ANOVA （analysis of variance）, 方差分析ANOVA Models, 方差分析模型ANOVA table and eta, 分组计算方差分析Arcing, 弧/弧旋Arcsine transformation, 反正弦变换Area 区域图Area under the curve, 曲线面积AREG , 评估从一个时间点到下一个时间点回归相关时的误差ARIMA, 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper, 算术格纸Arithmetic mean, 算术平均数Arrhenius relation, 艾恩尼斯关系Assessing fit, 拟合的评估Associative laws, 结合律Asymmetric distribution, 非对称分布Asymptotic bias, 渐近偏倚Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Attributable risk, 归因危险度Attribute data, 属性资料Attribution, 属性Autocorrelation, 自相关Autocorrelation of residuals, 残差的自相关Average, 平均数Average confidence interval length, 平均置信区间长度Average growth rate, 平均增长率Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes定理Bell-shaped curve, 钟形曲线Bernoulli distribution, 伯努力分布Best-trim estimator, 最好切尾估计量Bias, 偏性Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution, 二项分布Bisquare, 双平方Bivariate Correlate, 二变量相关Bivariate normal distribution, 双变量正态分布Bivariate normal population, 双变量正态总体Biweight interval, 双权区间Biweight M-estimator, 双权M估计量Block, 区组/配伍组BMDP(Biomedical computer programs), BMDP统计软件包Boxplots, 箱线图/箱尾图Breakdown bound, 崩溃界/崩溃点Canonical correlation, 典型相关Caption, 纵标目Case-control study, 病例对照研究Categorical variable, 分类变量Catenary, 悬链线Cauchy distribution, 柯西分布Cause-and-effect relationship, 因果关系Cell, 单元Censoring, 终检Center of symmetry, 对称中心Centering and scaling, 中心化和定标Central tendency, 集中趋势Central value, 中心值CHAID -χ2 Automatic Interaction Detector, 卡方自动交互检测Chance, 机遇Chance error, 随机误差Chance variable, 随机变量Characteristic equation, 特征方程Characteristic root, 特征根Characteristic vector, 特征向量Chebshev criterion of fit, 拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图Chi-square test, 卡方检验/χ2检验Choleskey decomposition, 乔洛斯基分解Circle chart, 圆图Class interval, 组距Class mid-value, 组中值Class upper limit, 组上限Classified variable, 分类变量Cluster analysis, 聚类分析Cluster sampling, 整群抽样Code, 代码Coded data, 编码数据Coding, 编码Coefficient of contingency, 列联系数Coefficient of determination, 决定系数Coefficient of multiple correlation, 多重相关系数Coefficient of partial correlation, 偏相关系数Coefficient of production-moment correlation, 积差相关系数Coefficient of rank correlation, 等级相关系数Coefficient of regression, 回归系数Coefficient of skewness, 偏度系数Coefficient of variation, 变异系数Cohort study, 队列研究Collinearity, 共线性Column, 列Column effect, 列效应Column factor, 列因素Combination pool, 合并Combinative table, 组合表Common factor, 共性因子Common regression coefficient, 公共回归系数Common value, 共同值Common variance, 公共方差Common variation, 公共变异Communality variance, 共性方差Comparability, 可比性Comparison of bathes, 批比较Comparison value, 比较值Compartment model, 分部模型Compassion, 伸缩Complement of an event, 补事件Complete association, 完全正相关Complete dissociation, 完全不相关Complete statistics, 完备统计量Completely randomized design, 完全随机化设计Composite event, 联合事件Composite events, 复合事件Concavity, 凹性Conditional expectation, 条件期望Conditional likelihood, 条件似然Conditional probability, 条件概率Conditionally linear, 依条件线性Confidence interval, 置信区间Confidence limit, 置信限Confidence lower limit, 置信下限Confidence upper limit, 置信上限Confirmatory Factor Analysis , 验证性因子分析Confirmatory research, 证实性实验研究Confounding factor, 混杂因素Conjoint, 联合分析Consistency, 相合性Consistency check, 一致性检验Consistent asymptotically normal estimate, 相合渐近正态估计Consistent estimate, 相合估计Constrained nonlinear regression, 受约束非线性回归Constraint, 约束Contaminated distribution, 污染分布Contaminated Gausssian, 污染高斯分布Contaminated normal distribution, 污染正态分布Contamination, 污染Contamination model, 污染模型Contingency table, 列联表Contour, 边界线Contribution rate, 贡献率Control, 对照, 质量控制图Controlled experiments, 对照实验Conventional depth, 常规深度Convolution, 卷积Corrected factor, 校正因子Corrected mean, 校正均值Correction coefficient, 校正系数Correctness, 正确性Correlation coefficient, 相关系数Correlation, 相关性Correlation index, 相关指数Correspondence, 对应Counting, 计数Counts, 计数/频数Covariance, 协方差Covariant, 共变Cox Regression, Cox回归Criteria for fitting, 拟合准则Criteria of least squares, 最小二乘准则Critical ratio, 临界比Critical region, 拒绝域Critical value, 临界值Cross-over design, 交叉设计Cross-section analysis, 横断面分析Cross-section survey, 横断面调查Crosstabs , 交叉表Crosstabs 列联表分析Cross-tabulation table, 复合表Cube root, 立方根Cumulative distribution function, 分布函数Cumulative probability, 累计概率Curvature, 曲率/弯曲Curvature, 曲率Curve Estimation, 曲线拟合Curve fit , 曲线拟和Curve fitting, 曲线拟合Curvilinear regression, 曲线回归Curvilinear relation, 曲线关系Cut-and-try method, 尝试法Cycle, 周期Cyclist, 周期性D test, D检验Data acquisition, 资料收集Data bank, 数据库Data capacity, 数据容量Data deficiencies, 数据缺乏Data handling, 数据处理Data manipulation, 数据处理Data processing, 数据处理Data reduction, 数据缩减Data set, 数据集Data sources, 数据来源Data transformation, 数据变换Data validity, 数据有效性Data-in, 数据输入Data-out, 数据输出Dead time, 停滞期Degree of freedom, 自由度Degree of precision, 精密度Degree of reliability, 可靠性程度Degression, 递减Density function, 密度函数Density of data points, 数据点的密度Dependent variable, 应变量/依变量/因变量Dependent variable, 因变量Depth, 深度Derivative matrix, 导数矩阵Derivative-free methods, 无导数方法Design, 设计Determinacy, 确定性Determinant, 行列式Determinant, 决定因素Deviation, 离差Deviation from average, 离均差Diagnostic plot, 诊断图Dichotomous variable, 二分变量Differential equation, 微分方程Direct standardization, 直接标准化法Direct Oblimin, 斜交旋转Discrete variable, 离散型变量DISCRIMINANT, 判断Discriminant analysis, 判别分析Discriminant coefficient, 判别系数Discriminant function, 判别值Dispersion, 散布/分散度Disproportional, 不成比例的Disproportionate sub-class numbers, 不成比例次级组含量Distribution free, 分布无关性/免分布Distribution shape, 分布形状Distribution-free method, 任意分布法Distributive laws, 分配律Disturbance, 随机扰动项Dose response curve, 剂量反应曲线Double blind method, 双盲法Double blind trial, 双盲试验Double exponential distribution, 双指数分布Double logarithmic, 双对数Downward rank, 降秩Dual-space plot, 对偶空间图DUD, 无导数方法Duncan's new multiple range method, 新复极差法/Duncan新法Error Bar, 均值相关区间图Effect, 实验效应Eigenvalue, 特征值Eigenvector, 特征向量Ellipse, 椭圆Empirical distribution, 经验分布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number, 相等次级组含量Equally likely, 等可能Equivariance, 同变性Error, 误差/错误Error of estimate, 估计误差Error type I, 第一类错误Error type II, 第二类错误Estimand, 被估量Estimated error mean squares, 估计误差均方Estimated error sum of squares, 估计误差平方和Euclidean distance, 欧式距离Event, 事件Event, 事件Exceptional data point, 异常数据点Expectation plane, 期望平面Expectation surface, 期望曲面Expected values, 期望值Experiment, 实验Experimental sampling, 试验抽样Experimental unit, 试验单位Explained variance （已说明方差）Explanatory variable, 说明变量Exploratory data analysis, 探索性数据分析Explore Summarize, 探索-摘要Exponential curve, 指数曲线Exponential growth, 指数式增长EXSMOOTH, 指数平滑方法Extended fit, 扩充拟合Extra parameter, 附加参数Extrapolation, 外推法Extreme observation, 末端观测值Extremes, 极端值/极值F distribution, F分布F test, F检验Factor, 因素/因子Factor analysis, 因子分析Factor Analysis, 因子分析Factor score, 因子得分Factorial, 阶乘Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions, 分布族Family of estimators, 估计量族Fanning, 扇面Fatality rate, 病死率Field investigation, 现场调查Field survey, 现场调查Finite population, 有限总体Finite-sample, 有限样本First derivative, 一阶导数First principal component, 第一主成分First quartile, 第一四分位数Fisher information, 费雪信息量Fitted value, 拟合值Fitting a curve, 曲线拟合Fixed base, 定基Fluctuation, 随机起伏Forecast, 预测Four fold table, 四格表Fourth, 四分点Fraction blow, 左侧比率Fractional error, 相对误差Frequency, 频率Frequency polygon, 频数多边图Frontier point, 界限点Function relationship, 泛函关系Gamma distribution, 伽玛分布Gauss increment, 高斯增量Gaussian distribution, 高斯分布/正态分布Gauss-Newton increment, 高斯-牛顿增量General census, 全面普查Generalized least squares, 综合最小平方法GENLOG (Generalized liner models), 广义线性模型Geometric mean, 几何平均数Gini's mean difference, 基尼均差GLM (General liner models), 通用线性模型Goodness of fit, 拟和优度/配合度Gradient of determinant, 行列式的梯度Graeco-Latin square, 希腊拉丁方Grand mean, 总均值Gross errors, 重大错误Gross-error sensitivity, 大错敏感度Group averages, 分组平均Grouped data, 分组资料Guessed mean, 假定平均数Half-life, 半衰期Hampel M-estimators, 汉佩尔M估计量Happenstance, 偶然事件Harmonic mean, 调和均数Hazard function, 风险均数Hazard rate, 风险率Heading, 标目Heavy-tailed distribution, 重尾分布Hessian array, 海森立体阵Heterogeneity, 不同质Heterogeneity of variance, 方差不齐Hierarchical classification, 组内分组Hierarchical clustering method, 系统聚类法High-leverage point, 高杠杆率点High-Low, 低区域图Higher Order Interaction Effects，高阶交互作用HILOGLINEAR, 多维列联表的层次对数线性模型Hinge, 折叶点Histogram, 直方图Historical cohort study, 历史性队列研究Holes, 空洞HOMALS, 多重响应分析Homogeneity of variance, 方差齐性Homogeneity test, 齐性检验Huber M-estimators, 休伯M估计量Hyperbola, 双曲线Hypothesis testing, 假设检验Hypothetical universe, 假设总体Image factoring,, 多元回归法Impossible event, 不可能事件Independence, 独立性Independent variable, 自变量Index, 指标/指数Indirect standardization, 间接标准化法Individual, 个体Inference band, 推断带Infinite population, 无限总体Infinitely great, 无穷大Infinitely small, 无穷小Influence curve, 影响曲线Information capacity, 信息容量Initial condition, 初始条件Initial estimate, 初始估计值Initial level, 最初水平Interaction, 交互作用Interaction terms, 交互作用项Intercept, 截距Interpolation, 内插法Interquartile range, 四分位距Interval estimation, 区间估计Intervals of equal probability, 等概率区间Intrinsic curvature, 固有曲率Invariance, 不变性Inverse matrix, 逆矩阵Inverse probability, 逆概率Inverse sine transformation, 反正弦变换Iteration, 迭代Jacobian determinant, 雅可比行列式Joint distribution function, 分布函数Joint probability, 联合概率Joint probability distribution, 联合概率分布K-Means Cluster逐步聚类分析K means method, 逐步聚类法Kaplan-Meier, 评估事件的时间长度Kaplan-Merier chart, Kaplan-Merier图Kendall's rank correlation, Kendall等级相关Kinetic, 动力学Kolmogorov-Smirnove test, 柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test, Kruskal及Wallis检验/多样本的秩和检验/H检验Kurtosis, 峰度Lack of fit, 失拟Ladder of powers, 幂阶梯Lag, 滞后Large sample, 大样本Large sample test, 大样本检验Latin square, 拉丁方Latin square design, 拉丁方设计Leakage, 泄漏Least favorable configuration, 最不利构形Least favorable distribution, 最不利分布Least significant difference, 最小显着差法Least square method, 最小二乘法Least Squared Criterion，最小二乘方准则Least-absolute-residuals estimates, 最小绝对残差估计Least-absolute-residuals fit, 最小绝对残差拟合Least-absolute-residuals line, 最小绝对残差线Legend, 图例L-estimator, L估计量L-estimator of location, 位置L估计量L-estimator of scale, 尺度L估计量Level, 水平Leveage Correction，杠杆率校正Life expectance, 预期期望寿命Life table, 寿命表Life table method, 生命表法Light-tailed distribution, 轻尾分布Likelihood function, 似然函数Likelihood ratio, 似然比line graph, 线图Linear correlation, 直线相关Linear equation, 线性方程Linear programming, 线性规划Linear regression, 直线回归Linear Regression, 线性回归Linear trend, 线性趋势Loading, 载荷Location and scale equivariance, 位置尺度同变性Location equivariance, 位置同变性Location invariance, 位置不变性Location scale family, 位置尺度族Log rank test, 时序检验Logarithmic curve, 对数曲线Logarithmic normal distribution, 对数正态分布Logarithmic scale, 对数尺度Logarithmic transformation, 对数变换Logic check, 逻辑检查Logistic distribution, 逻辑斯特分布Logit transformation, Logit转换LOGLINEAR, 多维列联表通用模型Lognormal distribution, 对数正态分布Lost function, 损失函数Low correlation, 低度相关Lower limit, 下限Lowest-attained variance, 最小可达方差LSD, 最小显着差法的简称Lurking variable, 潜在变量Main effect, 主效应Major heading, 主辞标目Marginal density function, 边缘密度函数Marginal probability, 边缘概率Marginal probability distribution, 边缘概率分布Matched data, 配对资料Matched distribution, 匹配过分布Matching of distribution, 分布的匹配Matching of transformation, 变换的匹配Mathematical expectation, 数学期望Mathematical model, 数学模型Maximum L-estimator, 极大极小L 估计量Maximum likelihood method, 最大似然法Mean, 均数Mean squares between groups, 组间均方Mean squares within group, 组内均方Means (Compare means), 均值-均值比较Median, 中位数Median effective dose, 半数效量Median lethal dose, 半数致死量Median polish, 中位数平滑Median test, 中位数检验Minimal sufficient statistic, 最小充分统计量Minimum distance estimation, 最小距离估计Minimum effective dose, 最小有效量Minimum lethal dose, 最小致死量Minimum variance estimator, 最小方差估计量MINITAB, 统计软件包Minor heading, 宾词标目Missing data, 缺失值Model specification, 模型的确定Modeling Statistics , 模型统计Models for outliers, 离群值模型Modifying the model, 模型的修正Modulus of continuity, 连续性模Morbidity, 发病率Most favorable configuration, 最有利构形MSC（多元散射校正）Multidimensional Scaling (ASCAL), 多维尺度/多维标度Multinomial Logistic Regression , 多项逻辑斯蒂回归Multiple comparison, 多重比较Multiple correlation , 复相关Multiple covariance, 多元协方差Multiple linear regression, 多元线性回归Multiple response , 多重选项Multiple solutions, 多解Multiplication theorem, 乘法定理Multiresponse, 多元响应Multi-stage sampling, 多阶段抽样Multivariate T distribution, 多元T分布Mutual exclusive, 互不相容Mutual independence, 互相独立Natural boundary, 自然边界Natural dead, 自然死亡Natural zero, 自然零Negative correlation, 负相关Negative linear correlation, 负线性相关Negatively skewed, 负偏Newman-Keuls method, q检验NK method, q检验No statistical significance, 无统计意义Nominal variable, 名义变量Nonconstancy of variability, 变异的非定常性Nonlinear regression, 非线性相关Nonparametric statistics, 非参数统计Nonparametric test, 非参数检验Nonparametric tests, 非参数检验Normal deviate, 正态离差Normal distribution, 正态分布Normal equation, 正规方程组Normal P-P, 正态概率分布图Normal Q-Q, 正态概率单位分布图Normal ranges, 正常范围Normal value, 正常值Normalization 归一化Nuisance parameter, 多余参数/讨厌参数Null hypothesis, 无效假设Numerical variable, 数值变量Objective function, 目标函数Observation unit, 观察单位Observed value, 观察值One sided test, 单侧检验One-way analysis of variance, 单因素方差分析Oneway ANOVA , 单因素方差分析Open sequential trial, 开放型序贯设计Optrim, 优切尾Optrim efficiency, 优切尾效率Order statistics, 顺序统计量Ordered categories, 有序分类Ordinal logistic regression , 序数逻辑斯蒂回归Ordinal variable, 有序变量Orthogonal basis, 正交基Orthogonal design, 正交试验设计Orthogonality conditions, 正交条件ORTHOPLAN, 正交设计Outlier cutoffs, 离群值截断点Outliers, 极端值OVERALS , 多组变量的非线性正规相关Overshoot, 迭代过度Paired design, 配对设计Paired sample, 配对样本Pairwise slopes, 成对斜率Parabola, 抛物线Parallel tests, 平行试验Parameter, 参数Parametric statistics, 参数统计Parametric test, 参数检验Pareto, 直条构成线图（又称佩尔托图）Partial correlation, 偏相关Partial regression, 偏回归Partial sorting, 偏排序Partials residuals, 偏残差Pattern, 模式PCA（主成分分析）Pearson curves, 皮尔逊曲线Peeling, 退层Percent bar graph, 百分条形图Percentage, 百分比Percentile, 百分位数Percentile curves, 百分位曲线Periodicity, 周期性Permutation, 排列P-estimator, P估计量Pie graph, 构成图,饼图Pitman estimator, 皮特曼估计量Pivot, 枢轴量Planar, 平坦Planar assumption, 平面的假设PLANCARDS, 生成试验的计划卡PLS（偏最小二乘法）Point estimation, 点估计Poisson distribution, 泊松分布Polishing, 平滑Polled standard deviation, 合并标准差Polled variance, 合并方差Polygon, 多边图Polynomial, 多项式Polynomial curve, 多项式曲线Population, 总体Population attributable risk, 人群归因危险度Positive correlation, 正相关Positively skewed, 正偏Posterior distribution, 后验分布Power of a test, 检验效能Precision, 精密度Predicted value, 预测值Preliminary analysis, 预备性分析Principal axis factoring,主轴因子法Principal component analysis, 主成分分析Prior distribution, 先验分布Prior probability, 先验概率Probabilistic model, 概率模型probability, 概率Probability density, 概率密度Product moment, 乘积矩/协方差Profile trace, 截面迹图Proportion, 比/构成比Proportion allocation in stratified random sampling, 按比例分层随机抽样Proportionate, 成比例Proportionate sub-class numbers, 成比例次级组含量Prospective study, 前瞻性调查Proximities, 亲近性Pseudo F test, 近似F检验Pseudo model, 近似模型Pseudosigma, 伪标准差Purposive sampling, 有目的抽样QR decomposition, QR分解Quadratic approximation, 二次近似Qualitative classification, 属性分类Qualitative method, 定性方法Quantile-quantile plot, 分位数-分位数图/Q-Q图Quantitative analysis, 定量分析Quartile, 四分位数Quick Cluster, 快速聚类Radix sort, 基数排序Random allocation, 随机化分组Random blocks design, 随机区组设计Random event, 随机事件Randomization, 随机化Range, 极差/全距Rank correlation, 等级相关Rank sum test, 秩和检验Rank test, 秩检验Ranked data, 等级资料Rate, 比率Ratio, 比例Raw data, 原始资料Raw residual, 原始残差Rayleigh's test, 雷氏检验Rayleigh's Z, 雷氏Z值Reciprocal, 倒数Reciprocal transformation, 倒数变换Recording, 记录Redescending estimators, 回降估计量Reducing dimensions, 降维Re-expression, 重新表达Reference set, 标准组Region of acceptance, 接受域Regression coefficient, 回归系数Regression sum of square, 回归平方和Rejection point, 拒绝点Relative dispersion, 相对离散度Relative number, 相对数Reliability, 可靠性Reparametrization, 重新设置参数Replication, 重复Report Summaries, 报告摘要Residual sum of square, 剩余平方和residual variance (剩余方差) Resistance, 耐抗性Resistant line, 耐抗线Resistant technique, 耐抗技术R-estimator of location, 位置R估计量R-estimator of scale, 尺度R估计量Retrospective study, 回顾性调查Ridge trace, 岭迹Ridit analysis, Ridit分析Rotation, 旋转Rounding, 舍入Row, 行Row effects, 行效应Row factor, 行因素RXC table, RXC表Sample, 样本Sample regression coefficient, 样本回归系数Sample size, 样本量Sample standard deviation, 样本标准差Sampling error, 抽样误差SAS(Statistical analysis system ), SAS 统计软件包Scale, 尺度/量表Scatter diagram, 散点图Schematic plot, 示意图/简图Score test, 计分检验Screening, 筛检SEASON, 季节分析Second derivative, 二阶导数Second principal component, 第二主成分SEM (Structural equation modeling), 结构化方程模型Semi-logarithmic graph, 半对数图Semi-logarithmic paper, 半对数格纸Sensitivity curve, 敏感度曲线Sequential analysis, 贯序分析Sequence, 普通序列图Sequential data set, 顺序数据集Sequential design, 贯序设计Sequential method, 贯序法Sequential test, 贯序检验法Serial tests, 系列试验Short-cut method, 简捷法Sigmoid curve, S形曲线Sign function, 正负号函数Sign test, 符号检验Signed rank, 符号秩Significant Level, 显着水平Significance test, 显着性检验Significant figure, 有效数字Simple cluster sampling, 简单整群抽样Simple correlation, 简单相关Simple random sampling, 简单随机抽样Simple regression, 简单回归simple table, 简单表Sine estimator, 正弦估计量Single-valued estimate, 单值估计Singular matrix, 奇异矩阵Skewed distribution, 偏斜分布Skewness, 偏度Slash distribution, 斜线分布Slope, 斜率Smirnov test, 斯米尔诺夫检验Source of variation, 变异来源Spearman rank correlation, 斯皮尔曼等级相关Specific factor, 特殊因子Specific factor variance, 特殊因子方差Spectra , 频谱Spherical distribution, 球型正态分布Spread, 展布SPSS(Statistical package for the social science), SPSS统计软件包Spurious correlation, 假性相关Square root transformation, 平方根变换Stabilizing variance, 稳定方差Standard deviation, 标准差Standard error, 标准误Standard error of difference, 差别的标准误Standard error of estimate, 标准估计误差Standard error of rate, 率的标准误Standard normal distribution, 标准正态分布Standardization, 标准化Starting value, 起始值Statistic, 统计量Statistical control, 统计控制Statistical graph, 统计图Statistical inference, 统计推断Statistical table, 统计表Steepest descent, 最速下降法Stem and leaf display, 茎叶图Step factor, 步长因子Stepwise regression, 逐步回归Storage, 存Strata, 层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength, 强度Stringency, 严密性Structural relationship, 结构关系Studentized residual, 学生化残差/t化残差Sub-class numbers, 次级组含量Subdividing, 分割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression, 回归平方和Sum of squares between groups, 组间平方和Sum of squares of partial regression, 偏回归平方和Sure event, 必然事件Survey, 调查Survival, 生存分析Survival rate, 生存率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error, 系统误差Systematic sampling, 系统抽样Tags, 标签Tail area, 尾部面积Tail length, 尾长Tail weight, 尾重Tangent line, 切线Target distribution, 目标分布Taylor series, 泰勒级数Test(检验)Test of linearity, 线性检验Tendency of dispersion, 离散趋势Testing of hypotheses, 假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit, 容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square, 总平方和Total variation, 总变异Transformation, 转换Treatment, 处理Trend, 趋势Trend of percentage, 百分比趋势Trial, 试验Trial and error method, 试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two-stage sampling, 二阶段抽样Two-tailed test, 双侧检验Two-way analysis of variance, 双因素方差分析Two-way table, 双向表Type I error, 一类错误/α错误Type II error, 二类错误/β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无约束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩Vague concept, 模糊概念Validity, 有效性VARCOMP (Variance component estimation), 方差元素估计Variability, 变异性Variable, 变量Variance, 方差Variation, 变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W检验Weibull distribution, 威布尔分布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran检验Weighted linear regression method, 加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient, 权重系数Weighting method, 加权法W-estimation, W估计量W-estimation of location, 位置W估计量Width, 宽度Wilcoxon paired test, 威斯康星配对法/配对符号秩和检验Wild point, 野点/狂点Wild value, 野值/狂值Winsorized mean, 缩尾均值Withdraw, 失访Youden's index, 尤登指数Z test, Z检验Zero correlation, 零相关Z-transformation, Z变换Z-transformation, Z变换。
计量经济学英语词汇
计量经济学英语词汇 Document number：BGCG-0857-BTDO-0089-2022计量经济学英语词汇Absolute deviation, 绝对离差Absolute number, 绝对数Absolute residuals, 绝对残差Acceleration array, 加速度立体阵Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector, 加速度向量Acceptable hypothesis, 可接受假设Accumulation, 累积Accuracy, 准确度Actual frequency, 实际频数Adaptive estimator, 自适应估计量Addition, 相加Addition theorem, 加法定理Additive Noise, 加性噪声Additivity, 可加性Adjusted rate, 调整率Adjusted value, 校正值Admissible error, 容许误差Aggregation, 聚集性Alpha factoring,α因子法Alternative hypothesis, 备择假设Among groups, 组间Amounts, 总量Analysis of correlation, 相关分析Analysis of covariance, 协方差分析Analysis Of Effects, 效应分析Analysis Of Variance, 方差分析Analysis of regression, 回归分析Analysis of time series, 时间序列分析Analysis of variance, 方差分析Angular transformation, 角转换ANOVA （analysis of variance）, 方差分析ANOVA Models, 方差分析模型ANOVA table and eta, 分组计算方差分析Arcing, 弧/弧旋Arcsine transformation, 反正弦变换Area 区域图Area under the curve, 曲线面积AREG , 评估从一个时间点到下一个时间点回归相关时的误差ARIMA, 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper, 算术格纸Arithmetic mean, 算术平均数Arrhenius relation, 艾恩尼斯关系Assessing fit, 拟合的评估Associative laws, 结合律Asymmetric distribution, 非对称分布Asymptotic bias, 渐近偏倚Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Attributable risk, 归因危险度Attribute data, 属性资料Attribution, 属性Autocorrelation, 自相关Autocorrelation of residuals, 残差的自相关Average, 平均数Average confidence interval length, 平均置信区间长度Average growth rate, 平均增长率Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes定理Bell-shaped curve, 钟形曲线Bernoulli distribution, 伯努力分布Best-trim estimator, 最好切尾估计量Bias, 偏性Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution, 二项分布Bisquare, 双平方Bivariate Correlate, 二变量相关Bivariate normal distribution, 双变量正态分布Bivariate normal population, 双变量正态总体Biweight interval, 双权区间Biweight M-estimator, 双权M估计量Block, 区组/配伍组BMDP(Biomedical computer programs), BMDP统计软件包Boxplots, 箱线图/箱尾图Breakdown bound, 崩溃界/崩溃点Canonical correlation, 典型相关Caption, 纵标目Case-control study, 病例对照研究Categorical variable, 分类变量Catenary, 悬链线Cauchy distribution, 柯西分布Cause-and-effect relationship, 因果关系Cell, 单元Censoring, 终检Center of symmetry, 对称中心Centering and scaling, 中心化和定标Central tendency, 集中趋势Central value, 中心值CHAID -χ2 Automatic Interaction Detector, 卡方自动交互检测Chance, 机遇Chance error, 随机误差Chance variable, 随机变量Characteristic equation, 特征方程Characteristic root, 特征根Characteristic vector, 特征向量Chebshev criterion of fit, 拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图Chi-square test, 卡方检验/χ2检验Choleskey decomposition, 乔洛斯基分解Circle chart, 圆图Class interval, 组距Class mid-value, 组中值Class upper limit, 组上限Classified variable, 分类变量Cluster analysis, 聚类分析Cluster sampling, 整群抽样Code, 代码Coded data, 编码数据Coding, 编码Coefficient of contingency, 列联系数Coefficient of determination, 决定系数Coefficient of multiple correlation, 多重相关系数Coefficient of partial correlation, 偏相关系数Coefficient of production-moment correlation, 积差相关系数Coefficient of rank correlation, 等级相关系数Coefficient of regression, 回归系数Coefficient of skewness, 偏度系数Coefficient of variation, 变异系数Cohort study, 队列研究Collinearity, 共线性Column, 列Column effect, 列效应Column factor, 列因素Combination pool, 合并Combinative table, 组合表Common factor, 共性因子Common regression coefficient, 公共回归系数Common value, 共同值Common variance, 公共方差Common variation, 公共变异Communality variance, 共性方差Comparability, 可比性Comparison of bathes, 批比较Comparison value, 比较值Compartment model, 分部模型Compassion, 伸缩Complement of an event, 补事件Complete association, 完全正相关Complete dissociation, 完全不相关Complete statistics, 完备统计量Completely randomized design, 完全随机化设计Composite event, 联合事件Composite events, 复合事件Concavity, 凹性Conditional expectation, 条件期望Conditional likelihood, 条件似然Conditional probability, 条件概率Conditionally linear, 依条件线性Confidence interval, 置信区间Confidence limit, 置信限Confidence lower limit, 置信下限Confidence upper limit, 置信上限Confirmatory Factor Analysis , 验证性因子分析Confirmatory research, 证实性实验研究Confounding factor, 混杂因素Conjoint, 联合分析Consistency, 相合性Consistency check, 一致性检验Consistent asymptotically normal estimate, 相合渐近正态估计Consistent estimate, 相合估计Constrained nonlinear regression, 受约束非线性回归Constraint, 约束Contaminated distribution, 污染分布Contaminated Gausssian, 污染高斯分布Contaminated normal distribution, 污染正态分布Contamination, 污染Contamination model, 污染模型Contingency table, 列联表Contour, 边界线Contribution rate, 贡献率Control, 对照, 质量控制图Controlled experiments, 对照实验Conventional depth, 常规深度Convolution, 卷积Corrected factor, 校正因子Corrected mean, 校正均值Correction coefficient, 校正系数Correctness, 正确性Correlation coefficient, 相关系数Correlation, 相关性Correlation index, 相关指数Correspondence, 对应Counting, 计数Counts, 计数/频数Covariance, 协方差Covariant, 共变Cox Regression, Cox回归Criteria for fitting, 拟合准则Criteria of least squares, 最小二乘准则Critical ratio, 临界比Critical region, 拒绝域Critical value, 临界值Cross-over design, 交叉设计Cross-section analysis, 横断面分析Cross-section survey, 横断面调查Crosstabs , 交叉表Crosstabs 列联表分析Cross-tabulation table, 复合表Cube root, 立方根Cumulative distribution function, 分布函数Cumulative probability, 累计概率Curvature, 曲率/弯曲Curvature, 曲率Curve Estimation, 曲线拟合Curve fit , 曲线拟和Curve fitting, 曲线拟合Curvilinear regression, 曲线回归Curvilinear relation, 曲线关系Cut-and-try method, 尝试法Cycle, 周期Cyclist, 周期性D test, D检验Data acquisition, 资料收集Data bank, 数据库Data capacity, 数据容量Data deficiencies, 数据缺乏Data handling, 数据处理Data manipulation, 数据处理Data processing, 数据处理Data reduction, 数据缩减Data set, 数据集Data sources, 数据来源Data transformation, 数据变换Data validity, 数据有效性Data-in, 数据输入Data-out, 数据输出Dead time, 停滞期Degree of freedom, 自由度Degree of precision, 精密度Degree of reliability, 可靠性程度Degression, 递减Density function, 密度函数Density of data points, 数据点的密度Dependent variable, 应变量/依变量/因变量Dependent variable, 因变量Depth, 深度Derivative matrix, 导数矩阵Derivative-free methods, 无导数方法Design, 设计Determinacy, 确定性Determinant, 行列式Determinant, 决定因素Deviation, 离差Deviation from average, 离均差Diagnostic plot, 诊断图Dichotomous variable, 二分变量Differential equation, 微分方程Direct standardization, 直接标准化法Direct Oblimin, 斜交旋转Discrete variable, 离散型变量DISCRIMINANT, 判断Discriminant analysis, 判别分析Discriminant coefficient, 判别系数Discriminant function, 判别值Dispersion, 散布/分散度Disproportional, 不成比例的Disproportionate sub-class numbers, 不成比例次级组含量Distribution free, 分布无关性/免分布Distribution shape, 分布形状Distribution-free method, 任意分布法Distributive laws, 分配律Disturbance, 随机扰动项Dose response curve, 剂量反应曲线Double blind method, 双盲法Double blind trial, 双盲试验Double exponential distribution, 双指数分布Double logarithmic, 双对数Downward rank, 降秩Dual-space plot, 对偶空间图DUD, 无导数方法Duncan's new multiple range method, 新复极差法/Duncan新法Error Bar, 均值相关区间图Effect, 实验效应Eigenvalue, 特征值Eigenvector, 特征向量Ellipse, 椭圆Empirical distribution, 经验分布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number, 相等次级组含量Equally likely, 等可能Equivariance, 同变性Error, 误差/错误Error of estimate, 估计误差Error type I, 第一类错误Error type II, 第二类错误Estimand, 被估量Estimated error mean squares,估计误差均方Estimated error sum of squares, 估计误差平方和Euclidean distance, 欧式距离Event, 事件Event, 事件Exceptional data point, 异常数据点Expectation plane, 期望平面Expectation surface, 期望曲面Expected values, 期望值Experiment, 实验Experimental sampling, 试验抽样Experimental unit, 试验单位Explained variance （已说明方差）Explanatory variable, 说明变量Exploratory data analysis, 探索性数据分析Explore Summarize, 探索-摘要Exponential curve, 指数曲线Exponential growth, 指数式增长EXSMOOTH, 指数平滑方法Extended fit, 扩充拟合Extra parameter, 附加参数Extrapolation, 外推法Extreme observation, 末端观测值Extremes, 极端值/极值F distribution, F分布F test, F检验Factor, 因素/因子Factor analysis, 因子分析Factor Analysis, 因子分析Factor score, 因子得分Factorial, 阶乘Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions, 分布族Family of estimators, 估计量族Fanning, 扇面Fatality rate, 病死率Field investigation, 现场调查Field survey, 现场调查Finite population, 有限总体Finite-sample, 有限样本First derivative, 一阶导数First principal component, 第一主成分First quartile, 第一四分位数Fisher information, 费雪信息量Fitted value, 拟合值Fitting a curve, 曲线拟合Fixed base, 定基Fluctuation, 随机起伏Forecast, 预测Four fold table, 四格表Fourth, 四分点Fraction blow, 左侧比率Fractional error, 相对误差Frequency, 频率Frequency polygon, 频数多边图Frontier point, 界限点Function relationship, 泛函关系Gamma distribution, 伽玛分布Gauss increment, 高斯增量Gaussian distribution, 高斯分布/正态分布Gauss-Newton increment, 高斯-牛顿增量General census, 全面普查Generalized least squares, 综合最小平方法GENLOG (Generalized liner models), 广义线性模型Geometric mean, 几何平均数Gini's mean difference, 基尼均差GLM (General liner models), 通用线性模型Goodness of fit, 拟和优度/配合度Gradient of determinant, 行列式的梯度Graeco-Latin square, 希腊拉丁方Grand mean, 总均值Gross errors, 重大错误Gross-error sensitivity, 大错敏感度Group averages, 分组平均Grouped data, 分组资料Guessed mean, 假定平均数Half-life, 半衰期Hampel M-estimators, 汉佩尔M 估计量Happenstance, 偶然事件Harmonic mean, 调和均数Hazard function, 风险均数Hazard rate, 风险率Heading, 标目Heavy-tailed distribution, 重尾分布Hessian array, 海森立体阵Heterogeneity, 不同质Heterogeneity of variance, 方差不齐Hierarchical classification,组内分组Hierarchical clustering method, 系统聚类法High-leverage point, 高杠杆率点High-Low, 低区域图Higher Order Interaction Effects，高阶交互作用HILOGLINEAR, 多维列联表的层次对数线性模型Hinge, 折叶点Histogram, 直方图Historical cohort study, 历史性队列研究Holes, 空洞HOMALS, 多重响应分析Homogeneity of variance, 方差齐性Homogeneity test, 齐性检验Huber M-estimators, 休伯M估计量Hyperbola, 双曲线Hypothesis testing, 假设检验Hypothetical universe, 假设总体Image factoring,, 多元回归法Impossible event, 不可能事件Independence, 独立性Independent variable, 自变量Index, 指标/指数Indirect standardization, 间接标准化法Individual, 个体Inference band, 推断带Infinite population, 无限总体Infinitely great, 无穷大Infinitely small, 无穷小Influence curve, 影响曲线Information capacity, 信息容量Initial condition, 初始条件Initial estimate, 初始估计值Initial level, 最初水平Interaction, 交互作用Interaction terms, 交互作用项Intercept, 截距Interpolation, 内插法Interquartile range, 四分位距Interval estimation, 区间估计Intervals of equal probability, 等概率区间Intrinsic curvature, 固有曲率Invariance, 不变性Inverse matrix, 逆矩阵Inverse probability, 逆概率Inverse sine transformation,反正弦变换Iteration, 迭代Jacobian determinant, 雅可比行列式Joint distribution function,分布函数Joint probability, 联合概率Joint probability distribution, 联合概率分布K-Means Cluster逐步聚类分析K means method, 逐步聚类法Kaplan-Meier, 评估事件的时间长度Kaplan-Merier chart, Kaplan-Merier图Kendall's rank correlation, Kendall等级相关Kinetic, 动力学Kolmogorov-Smirnove test, 柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test, Kruskal及Wallis检验/多样本的秩和检验/H检验Kurtosis, 峰度Lack of fit, 失拟Ladder of powers, 幂阶梯Lag, 滞后Large sample, 大样本Large sample test, 大样本检验Latin square, 拉丁方Latin square design, 拉丁方设计Leakage, 泄漏Least favorable configuration, 最不利构形Least favorable distribution, 最不利分布Least significant difference, 最小显着差法Least square method, 最小二乘法Least Squared Criterion，最小二乘方准则Least-absolute-residuals estimates, 最小绝对残差估计Least-absolute-residuals fit, 最小绝对残差拟合Least-absolute-residuals line, 最小绝对残差线Legend, 图例L-estimator, L估计量L-estimator of location, 位置L估计量L-estimator of scale, 尺度L估计量Level, 水平Leveage Correction，杠杆率校正Life expectance, 预期期望寿命Life table, 寿命表Life table method, 生命表法Light-tailed distribution, 轻尾分布Likelihood function, 似然函数Likelihood ratio, 似然比line graph, 线图Linear correlation, 直线相关Linear equation, 线性方程Linear programming, 线性规划Linear regression, 直线回归Linear Regression, 线性回归Linear trend, 线性趋势Loading, 载荷Location and scale equivariance, 位置尺度同变性Location equivariance, 位置同变性Location invariance, 位置不变性Location scale family, 位置尺度族Log rank test, 时序检验Logarithmic curve, 对数曲线Logarithmic normal distribution, 对数正态分布Logarithmic scale, 对数尺度Logarithmic transformation, 对数变换Logic check, 逻辑检查Logistic distribution, 逻辑斯特分布Logit transformation, Logit转换LOGLINEAR, 多维列联表通用模型Lognormal distribution, 对数正态分布Lost function, 损失函数Low correlation, 低度相关Lower limit, 下限Lowest-attained variance, 最小可达方差LSD, 最小显着差法的简称Lurking variable, 潜在变量Main effect, 主效应Major heading, 主辞标目Marginal density function, 边缘密度函数Marginal probability, 边缘概率Marginal probability distribution, 边缘概率分布Matched data, 配对资料Matched distribution, 匹配过分布Matching of distribution, 分布的匹配Matching of transformation, 变换的匹配Mathematical expectation, 数学期望Mathematical model, 数学模型Maximum L-estimator, 极大极小L 估计量Maximum likelihood method, 最大似然法Mean, 均数Mean squares between groups, 组间均方Mean squares within group, 组内均方Means (Compare means), 均值-均值比较Median, 中位数Median effective dose, 半数效量Median lethal dose, 半数致死量Median polish, 中位数平滑Median test, 中位数检验Minimal sufficient statistic, 最小充分统计量Minimum distance estimation, 最小距离估计Minimum effective dose, 最小有效量Minimum lethal dose, 最小致死量Minimum variance estimator, 最小方差估计量MINITAB, 统计软件包Minor heading, 宾词标目Missing data, 缺失值Model specification, 模型的确定Modeling Statistics , 模型统计Models for outliers, 离群值模型Modifying the model, 模型的修正Modulus of continuity, 连续性模Morbidity, 发病率Most favorable configuration, 最有利构形MSC（多元散射校正）Multidimensional Scaling (ASCAL), 多维尺度/多维标度Multinomial Logistic Regression , 多项逻辑斯蒂回归Multiple comparison, 多重比较Multiple correlation , 复相关Multiple covariance, 多元协方差Multiple linear regression, 多元线性回归Multiple response , 多重选项Multiple solutions, 多解Multiplication theorem, 乘法定理Multiresponse, 多元响应Multi-stage sampling, 多阶段抽样Multivariate T distribution, 多元T分布Mutual exclusive, 互不相容Mutual independence, 互相独立Natural boundary, 自然边界Natural dead, 自然死亡Natural zero, 自然零Negative correlation, 负相关Negative linear correlation, 负线性相关Negatively skewed, 负偏Newman-Keuls method, q检验NK method, q检验No statistical significance, 无统计意义Nominal variable, 名义变量Nonconstancy of variability, 变异的非定常性Nonlinear regression, 非线性相关Nonparametric statistics, 非参数统计Nonparametric test, 非参数检验Nonparametric tests, 非参数检验Normal deviate, 正态离差Normal distribution, 正态分布Normal equation, 正规方程组Normal P-P, 正态概率分布图Normal Q-Q, 正态概率单位分布图Normal ranges, 正常范围Normal value, 正常值Normalization 归一化Nuisance parameter, 多余参数/讨厌参数Null hypothesis, 无效假设Numerical variable, 数值变量Objective function, 目标函数Observation unit, 观察单位Observed value, 观察值One sided test, 单侧检验One-way analysis of variance, 单因素方差分析Oneway ANOVA , 单因素方差分析Open sequential trial, 开放型序贯设计Optrim, 优切尾Optrim efficiency, 优切尾效率Order statistics, 顺序统计量Ordered categories, 有序分类Ordinal logistic regression , 序数逻辑斯蒂回归Ordinal variable, 有序变量Orthogonal basis, 正交基Orthogonal design, 正交试验设计Orthogonality conditions, 正交条件ORTHOPLAN, 正交设计Outlier cutoffs, 离群值截断点Outliers, 极端值OVERALS , 多组变量的非线性正规相关Overshoot, 迭代过度Paired design, 配对设计Paired sample, 配对样本Pairwise slopes, 成对斜率Parabola, 抛物线Parallel tests, 平行试验Parameter, 参数Parametric statistics, 参数统计Parametric test, 参数检验Pareto, 直条构成线图（又称佩尔托图）Partial correlation, 偏相关Partial regression, 偏回归Partial sorting, 偏排序Partials residuals, 偏残差Pattern, 模式PCA（主成分分析）Pearson curves, 皮尔逊曲线Peeling, 退层Percent bar graph, 百分条形图Percentage, 百分比Percentile, 百分位数Percentile curves, 百分位曲线Periodicity, 周期性Permutation, 排列P-estimator, P估计量Pie graph, 构成图,饼图Pitman estimator, 皮特曼估计量Pivot, 枢轴量Planar, 平坦Planar assumption, 平面的假设PLANCARDS, 生成试验的计划卡PLS（偏最小二乘法）Point estimation, 点估计Poisson distribution, 泊松分布Polishing, 平滑Polled standard deviation, 合并标准差Polled variance, 合并方差Polygon, 多边图Polynomial, 多项式Polynomial curve, 多项式曲线Population, 总体Population attributable risk, 人群归因危险度Positive correlation, 正相关Positively skewed, 正偏Posterior distribution, 后验分布Power of a test, 检验效能Precision, 精密度Predicted value, 预测值Preliminary analysis, 预备性分析Principal axis factoring,主轴因子法Principal component analysis, 主成分分析Prior distribution, 先验分布Prior probability, 先验概率Probabilistic model, 概率模型probability, 概率Probability density, 概率密度Product moment, 乘积矩/协方差Profile trace, 截面迹图Proportion, 比/构成比Proportion allocation in stratified random sampling, 按比例分层随机抽样Proportionate, 成比例Proportionate sub-class numbers, 成比例次级组含量Prospective study, 前瞻性调查Proximities, 亲近性Pseudo F test, 近似F检验Pseudo model, 近似模型Pseudosigma, 伪标准差Purposive sampling, 有目的抽样QR decomposition, QR分解Quadratic approximation, 二次近似Qualitative classification, 属性分类Qualitative method, 定性方法Quantile-quantile plot, 分位数-分位数图/Q-Q图Quantitative analysis, 定量分析Quartile, 四分位数Quick Cluster, 快速聚类Radix sort, 基数排序Random allocation, 随机化分组Random blocks design, 随机区组设计Random event, 随机事件Randomization, 随机化Range, 极差/全距Rank correlation, 等级相关Rank sum test, 秩和检验Rank test, 秩检验Ranked data, 等级资料Rate, 比率Ratio, 比例Raw data, 原始资料Raw residual, 原始残差Rayleigh's test, 雷氏检验Rayleigh's Z, 雷氏Z值Reciprocal, 倒数Reciprocal transformation, 倒数变换Recording, 记录Redescending estimators, 回降估计量Reducing dimensions, 降维Re-expression, 重新表达Reference set, 标准组Region of acceptance, 接受域Regression coefficient, 回归系数Regression sum of square, 回归平方和Rejection point, 拒绝点Relative dispersion, 相对离散度Relative number, 相对数Reliability, 可靠性Reparametrization, 重新设置参数Replication, 重复Report Summaries, 报告摘要Residual sum of square, 剩余平方和residual variance (剩余方差) Resistance, 耐抗性Resistant line, 耐抗线Resistant technique, 耐抗技术R-estimator of location, 位置R估计量R-estimator of scale, 尺度R估计量Retrospective study, 回顾性调查Ridge trace, 岭迹Ridit analysis, Ridit分析Rotation, 旋转Rounding, 舍入Row, 行Row effects, 行效应Row factor, 行因素RXC table, RXC表Sample, 样本Sample regression coefficient, 样本回归系数Sample size, 样本量Sample standard deviation, 样本标准差Sampling error, 抽样误差SAS(Statistical analysis system ), SAS统计软件包Scale, 尺度/量表Scatter diagram, 散点图Schematic plot, 示意图/简图Score test, 计分检验Screening, 筛检SEASON, 季节分析Second derivative, 二阶导数Second principal component, 第二主成分SEM (Structural equation modeling), 结构化方程模型Semi-logarithmic graph, 半对数图Semi-logarithmic paper, 半对数格纸Sensitivity curve, 敏感度曲线Sequential analysis, 贯序分析Sequence, 普通序列图Sequential data set, 顺序数据集Sequential design, 贯序设计Sequential method, 贯序法Sequential test, 贯序检验法Serial tests, 系列试验Short-cut method, 简捷法Sigmoid curve, S形曲线Sign function, 正负号函数Sign test, 符号检验Signed rank, 符号秩Significant Level, 显着水平Significance test, 显着性检验Significant figure, 有效数字Simple cluster sampling, 简单整群抽样Simple correlation, 简单相关Simple random sampling, 简单随机抽样Simple regression, 简单回归simple table, 简单表Sine estimator, 正弦估计量Single-valued estimate, 单值估计Singular matrix, 奇异矩阵Skewed distribution, 偏斜分布Skewness, 偏度Slash distribution, 斜线分布Slope, 斜率Smirnov test, 斯米尔诺夫检验Source of variation, 变异来源Spearman rank correlation, 斯皮尔曼等级相关Specific factor, 特殊因子Specific factor variance, 特殊因子方差Spectra , 频谱Spherical distribution, 球型正态分布Spread, 展布SPSS(Statistical package for the social science), SPSS统计软件包Spurious correlation, 假性相关Square root transformation, 平方根变换Stabilizing variance, 稳定方差Standard deviation, 标准差Standard error, 标准误Standard error of difference, 差别的标准误Standard error of estimate, 标准估计误差Standard error of rate, 率的标准误Standard normal distribution, 标准正态分布Standardization, 标准化Starting value, 起始值Statistic, 统计量Statistical control, 统计控制Statistical graph, 统计图Statistical inference, 统计推断Statistical table, 统计表Steepest descent, 最速下降法Stem and leaf display, 茎叶图Step factor, 步长因子Stepwise regression, 逐步回归Storage, 存Strata, 层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength, 强度Stringency, 严密性Structural relationship, 结构关系Studentized residual, 学生化残差/t化残差Sub-class numbers, 次级组含量Subdividing, 分割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression, 回归平方和Sum of squares between groups, 组间平方和Sum of squares of partial regression, 偏回归平方和Sure event, 必然事件Survey, 调查Survival, 生存分析Survival rate, 生存率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error, 系统误差Systematic sampling, 系统抽样Tags, 标签Tail area, 尾部面积Tail length, 尾长Tail weight, 尾重Tangent line, 切线Target distribution, 目标分布Taylor series, 泰勒级数Test(检验)Test of linearity, 线性检验Tendency of dispersion, 离散趋势Testing of hypotheses, 假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit, 容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square, 总平方和Total variation, 总变异Transformation, 转换Treatment, 处理Trend, 趋势Trend of percentage, 百分比趋势Trial, 试验Trial and error method, 试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two-stage sampling, 二阶段抽样Two-tailed test, 双侧检验Two-way analysis of variance, 双因素方差分析Two-way table, 双向表Type I error, 一类错误/α错误Type II error, 二类错误/β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无约束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩Vague concept, 模糊概念Validity, 有效性VARCOMP (Variance component estimation), 方差元素估计Variability, 变异性Variable, 变量Variance, 方差Variation, 变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W检验Weibull distribution, 威布尔分布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran检验Weighted linear regression method, 加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient, 权重系数Weighting method, 加权法W-estimation, W估计量W-estimation of location, 位置W估计量Width, 宽度Wilcoxon paired test, 威斯康星配对法/配对符号秩和检验Wild point, 野点/狂点Wild value, 野值/狂值Winsorized mean, 缩尾均值Withdraw, 失访Youden's index, 尤登指数Z test, Z检验Zero correlation, 零相关Z-transformation, Z变换Z-transformation, Z变换。
计量经济学常用英语词汇，都在这里了！
计量经济学常用英语词汇，都在这里了！计量经济学常用英语词汇集锦Absolute deviation, 绝对离差Absolute residuals, 绝对残差Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector, 加速度向量Acceptable hypothesis, 可接受假设Actual frequency, 实际频数Adaptive estimator, 自适应估计量Addition theorem, 加法定理Additive Noise, 加性噪声Adjusted rate, 调整率Adjusted value, 校正值Admissible error, 容许误差Alpha factoring,α因子法Alternative hypothesis, 备择假设Analysis of correlation, 相关分析Analysis of covariance, 协方差分析Analysis Of Effects, 效应分析Analysis Of Variance, 方差分析Analysis of regression, 回归分析Analysis of time series, 时间序列分析Angular transformation, 角转换ANOVA Models, 方差分析模型Arcsine transformation, 反正弦变换Area under the curve, 曲线面积AREG , 评估从一个时间点到下一个时间点回归相关时的误差ARIMA, 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper, 算术格纸Arrhenius relation, 艾恩尼斯关系Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Attributable risk, 归因危险度Autocorrelation of residuals, 残差的自相关Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes定理Bell-shaped curve, 钟形曲线Bernoulli distribution, 伯努力分布Best-trim estimator, 最好切尾估计量Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution, 二项分布Bisquare, 双平方Bivariate Correlate, 二变量相关Bivariate normal distribution, 双变量正态分布Bivariate normal population, 双变量正态总体Biweight interval, 双权区间Biweight M-estimator, 双权M估计量Block, 区组/配伍组BMDP(Biomedical computer programs), BMDP统计软件包Boxplots, 箱线图/箱尾图Breakdown bound, 崩溃界/崩溃点Canonical correlation, 典型相关Case-control study, 病例对照研究Categorical variable, 分类变量Cauchy distribution, 柯西分布Center of symmetry, 对称中心Centering and scaling, 中心化和定标Central tendency, 集中趋势Central value, 中心值CHAID -χ2 Auto matic Interaction Detector, 卡方自动交互检测Chance error, 随机误差Chance variable, 随机变量Characteristic equation, 特征方程Characteristic root, 特征根Characteristic vector, 特征向量Chebshev criterion of fit, 拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图D test, D检验Data acquisition, 资料收集Data bank, 数据库Data capacity, 数据容量Data deficiencies, 数据缺乏Data handling, 数据处理Data manipulation, 数据处理Data processing, 数据处理Data reduction, 数据缩减Data sources, 数据来源Data transformation, 数据变换Data validity, 数据有效性Dead time, 停滞期Degree of freedom, 自由度Degree of precision, 精密度Degree of reliability, 可靠性程度Degression, 递减Density function, 密度函数Error Bar, 均值相关区间图Effect, 实验效应Eigenvalue, 特征值Eigenvector, 特征向量Empirical distribution, 经验分布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number, 相等次级组含量Equally likely, 等可能Equivariance, 同变性Error, 误差/错误Error of estimate, 估计误差Error type I, 第一类错误Error type II, 第二类错误Estimand, 被估量Estimated error mean squares, 估计误差均方Estimated error sum of squares, 估计误差平方和Euclidean distance, 欧式距离Exceptional data point, 异常数据点Expectation plane, 期望平面Expectation surface, 期望曲面Expected values, 期望值Experiment, 实验F distribution, F分布F test, F检验Factor, 因素/因子Factor analysis, 因子分析Factor score, 因子得分Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions, 分布族Family of estimators, 估计量族Fatality rate, 病死率Gamma distribution, 伽玛分布Gauss increment, 高斯增量Gaussian distribution, 高斯分布/正态分布Gauss-Newton increment, 高斯-牛顿增量General census, 全面普查Generalized least squares, 综合最小平方法GENLOG (Generalized liner models), 广义线性模型Geometric mean, 几何平均数Gini's mean difference, 基尼均差GLM (General liner models), 通用线性模型Goodness of fit, 拟和优度/配合度Gradient of determinant, 行列式的梯度Graeco-Latin square, 希腊拉丁方Grand mean, 总均值Gross errors, 重大错误。
计量经济学重点知识点考试必备
1.Econometrics（计量经济学）：the social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena.the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend empirical support to the models constructed by mathematical economics and to obtain numerical results.2.Econometric analysis proceeds along the following lines计量经济学分析步骤1)Creating a statement of theory or hypothesis.建立一个理论假说2)Collecting data.收集数据3)Specifying the mathematical model of theory.设定数学模型4)Specifying the statistical, or econometric, model of theory.设立统计或经济计量模型5)Estimating the parameters of the chosen econometric model.估计经济计量模型参数6)Checking for model adequacy : Model specification testing.核查模型的适用性：模型设定检验7)Testing the hypothesis derived from the model.检验自模型的假设8)Using the model for prediction or forecasting.利用模型进行预测Step2：收集数据Three types of data三类可用于分析的数据1)Time series(时间序列数据):Collected over a period of time, are collected at regular intervals.按时间跨度收集得到2)Cross-sectional截面数据:Collected over a period of time, are collected at regular intervals.按时间跨度收集得到3)Pooled data合并数据（上两种的结合）Step3：设定数学模型1.plot scatter diagram or scattergram2.write the mathematical modelStep4：设立统计或经济计量模型CLFPR is dependent variable应变量CUNR is independent or explanatory variable独立或解释变量（自变量）We give a catchall variable U to stand for all these neglected factorsIn linear regression analysis our primary objective is to explain the behavior of the dependent variable in relation to the behavior of one or more other variables, allowing for the data that the relationship between them is inexact.线性回归分析的主要目标就是解释一个变量（应变量）与其他一个或多个变量（自变量）只见的行为关系，当然这种关系并非完全正确Step5：估计经济计量模型参数In short, the estimated regression line gives the relationship between average CLFPR and CUNR 简言之，估计的回归直线给出了平均应变量和自变量之间的关系That is, on average, how the dependent variable responds to a unit change in the independent variable.单位因变量的变化引起的自变量平均变化量的多少。
(完整版)计量经济学重点知识归纳整理
1.普通最小二乘法(Ordinary Least Squares,OLS)：已知一组样本观测值{}n i Y X i i ,2,1:),(⋯=，普通最小二乘法要求样本回归函数尽可以好地拟合这组值，即样本回归线上的点∧i Y 与真实观测点Yt 的“总体误差”尽可能地小。
普通最小二乘法给出的判断标准是：被解释变量的估计值与实际观测值之差的平方和最小。
2.广义最小二乘法GLS ：加权最小二乘法具有比普通最小二乘法更普遍的意义，或者说普通最小二乘法只是加权最小二乘法中权恒取1时的一种特殊情况。
从此意义看，加权最小二乘法也称为广义最小二乘法。
3.加权最小二乘法WLS ：加权最小二乘法是对原模型加权，使之变成一个新的不存在异方差性的模型，然后采用普通最小二乘法估计其参数。
4.工具变量法IV ：工具变量法是克服解释变量与随机干扰项相关影响的一种参数估计方法。
5.两阶段最小二乘法2SLS, Two Stage Least Squares ：两阶段最小二乘法是一种既适用于恰好识别的结构方程，以适用于过度识别的结构方程的单方程估计方法。
6.间接最小二乘法ILS ：间接最小二乘法是先对关于内生解释变量的简化式方程采用普通小最二乘法估计简化式参数，得到简化式参数估计量，然后过通参数关系体系，计算得到结构式参数的估计量的一种方法。
7.异方差性Heteroskedasticity ：对于不同的样本点，随机干扰项的方差不再是常数，而是互不相同，则认为出现了异方差性。
8.序列相关性Serial Correlation ：多元线性回归模型的基本假设之一是模型的随机干扰项相互独立或不相关。
如果模型的随机干扰项违背了相互独立的基本假设，称为存在序列相关性。
9.多重共线性Multicollinearity ：对于模型i k i i X X X Y μββββ++⋯+++=i k 22110i ，其基本假设之一是解释变量X 1,X 2,…,Xk 是相互独立的。
计量经济学常考的名词解释
计量经济学常考的名词解释在计量经济学领域中，有一些常考的名词，理解这些名词的概念对于学习和应用计量经济学非常重要。
本文将对部分常考名词进行解释，以帮助读者更好地掌握计量经济学的核心知识。
一、假设检验（Hypothesis Testing）假设检验是计量经济学中的一项重要工具，用于评估统计模型的有效性和统计推断的可靠性。
通过对现实问题进行抽样和数据分析，我们可以根据样本数据的特征推断总体的一些性质。
假设检验涉及两个假设：原假设（null hypothesis）和备择假设（alternative hypothesis）。
通过计算样本数据的特征，我们可以对原假设进行验证或拒绝。
二、回归分析（Regression Analysis）回归分析是计量经济学中最常用的方法之一，用于研究变量之间的关系。
在回归分析中，我们使用一个或多个自变量来解释一个或多个因变量的变化。
通过拟合一个数学模型，我们可以测量变量之间的关联程度，并进行预测和因果推断。
三、时间序列（Time Series）时间序列是按照时间顺序进行排序的数据序列。
在计量经济学中，时间序列数据常常用于分析和预测经济和金融变量的动态演变。
时间序列分析可以帮助我们理解和解释时间相关性、趋势、季节性和周期性等模式。
四、异方差性（Heteroskedasticity）异方差性是指随机误差项的方差在不同条件下不稳定或不均匀分布的情况。
在计量经济学中，异方差性可能导致回归分析结果的无效性和推断的误差。
通过应用稳健的标准误差估计方法，我们可以纠正异方差性并获得更准确的回归结果。
五、端点问题（Endpoint Problem）在计量经济学中，端点问题指的是当因变量或自变量的取值受限于某些边界条件时，回归分析可能产生的问题。
例如，当因变量的取值范围在0到1之间时，回归模型的预测结果可能超出这个范围，导致无法解释或使用。
解决端点问题的方法包括截尾回归（truncated regression）和双曲正切转换（hyperbolic tangent transformation）等。
计量经济学英语词汇
计量经济学英语词汇Absolute deviation, 绝对离差Absolute number, 绝对数Absolute residuals, 绝对残差Acceleration array, 加速度立体阵Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector, 加速度向量Acceptable hypothesis, 可接受假设Accumulation, 累积Accuracy, 正确度Actual frequency, 本质频数Adaptive estimator, 自适应估计量Addition, 相加Addition theorem, 加法定理Additive Noise, 加性噪声Additivity, 可加性Adjusted rate, 调整率Adjusted value, 校正当Admissible error, 同意误差Aggregation, 齐聚性Alpha factoring, α 因子法Alternative hypothesis, 备择假设Among groups, 组间Amounts, 总量Analysis of correlation, 相关解析Analysis of covariance, 协方差解析Analysis Of Effects, 效应解析Analysis Of Variance, 方差解析Analysis of regression, 回归解析Analysis of time series, 时间序列解析Analysis of variance, 方差解析Angular transformation, 角变换ANOVA（ analysis of variance ）, 方差分析ANOVA Models, 方差解析模型ANOVA table and eta, 分组计算方差解析Arcing, 弧/ 弧旋Arcsine transformation,反正弦变换Area 地域图Area under the curve,曲线面积AREG , 评估从一个时间点到下一个时间点回归相关时的误差ARIMA, 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper, 算术格纸Arithmetic mean, 算术平均数Arrhenius relation, 艾恩尼斯关系Assessing fit, 拟合的评估Associative laws, 结合律Asymmetric distribution, 非对称散布Asymptotic bias, 渐近偏倚Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Attributable risk, 归因危险度Attribute data, 属性资料Attribution, 属性Autocorrelation, 自相关Autocorrelation of residuals, 残差的自相关Average, 平均数Average confidence interval length, 平均置信区间长度Average growth rate, 平均增添率Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes 定理Bell-shaped curve, 钟形曲线Bernoulli distribution, 伯努力散布Best-trim estimator, 最好切尾估计量Bias, 偏性Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution, 二项散布Bisquare, 双平方Bivariate Correlate, 二变量相关Bivariate normal distribution, 双变量正态散布Bivariate normal population, 双变量正态整体Biweight interval, 双权区间Biweight M-estimator, 双权 M估计量Block, 区组 / 配伍组BMDP(Biomedical computer programs), BMDP统计软件包Boxplots, 箱线图 / 箱尾图Breakdown bound, 崩溃界 / 崩溃点Canonical correlation, 典型相关Caption, 纵标目Case-control study, 病例比较研究Categorical variable, 分类变量Catenary, 悬链线Cauchy distribution, 柯西散布Cause-and-effect relationship, 因果关系Cell, 单元Censoring, 终检Center of symmetry, 对称中心Centering and scaling, 中心化和定标Central tendency, 集中趋势Central value, 中心值CHAID - χ2 Automatic Interaction Detector, 卡方自动交互检测Chance, 时机Chance error, 随机误差Chance variable, 随机变量Characteristic equation, 特色方程Characteristic root, 特色根Characteristic vector, 特色向量Chebshev criterion of fit, 拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图Chi-square test, 卡方检验 / χ2检验Choleskey decomposition, 乔洛斯基分解Circle chart, 圆图Class interval, 组距Class mid-value, 组中值Class upper limit, 组上限Classified variable, 分类变量Cluster analysis, 聚类解析Cluster sampling, 整群抽样Code, 代码Coded data, 编码数据Coding, 编码Coefficient of contingency, 列联系数Coefficient of determination, 决定系数Coefficient of multiple correlation,多重相关系数Coefficient of partial correlation, 偏相关系数Coefficient of production-moment correlation, 积差相关系数Coefficient of rank correlation, 等级相关系数Coefficient of regression, 回归系数Coefficient of skewness, 偏度系数Coefficient of variation, 变异系数Cohort study, 行列研究Collinearity, 共线性Column, 列Column effect, 列效应Column factor, 列因素Combination pool, 合并Combinative table, 组合表Common factor, 共性因子Common regression coefficient, 公共回归系数Common value, 共同值Common variance, 公共方差Common variation, 公共变异Communality variance, 共性方差Comparability, 可比性Comparison of bathes, 批比较Comparison value, 比较值Compartment model, 分部模型Compassion, 伸缩Complement of an event, 补事件Complete association, 完好正相关Complete dissociation, 完好不相关Complete statistics, 齐全统计量Completely randomized design, 完好随机化设计Composite event, 结合事件Composite events, 复合事件Concavity, 凹性Conditional expectation, 条件希望Conditional likelihood, 条件似然Conditional probability, 条件概率Conditionally linear, 依条件线性Confidence interval, 置信区间Confidence limit,置信限Confidence lower limit, 置信下限Confidence upper limit, 置信上限Confirmatory Factor Analysis , 考据性因子解析Confirmatory research, 证明性实验研究Confounding factor, 混杂因素Conjoint, 结合解析Consistency, 相合性Consistency check, 一致性检验Consistent asymptotically normalestimate, 相合渐近正态估计Consistent estimate, 相合估计Constrained nonlinear regression,受约束非线性回归Constraint, 拘束Contaminated distribution, 污染散布Contaminated Gausssian,污染高斯散布Contaminated normal distribution, 污染正态散布Contamination, 污染Contamination model, 污染模型Contingency table, 列联表Contour, 界线线Contribution rate, 贡献率Control, 比较 , 质量控制图Controlled experiments, 比较实验Conventional depth, 老例深度Convolution, 卷积Corrected factor, 校正因子Corrected mean, 校正均值Correction coefficient, 校正系数Correctness, 正确性Correlation coefficient, 相关系数Correlation, 相关性Correlation index, 相关指数Correspondence, 对应Counting,计数Counts, 计数/ 频数Covariance,协方差Covariant,共变Cox Regression, Cox回归Criteria for fitting, 拟合准则Criteria of least squares, 最小二乘准则Critical ratio, 临界比Critical region, 拒绝域Critical value, 临界值Cross-over design, 交织设计Cross-section analysis, 横断面解析Cross-section survey, 横断面检查Crosstabs , 交织表Crosstabs 列联表解析Cross-tabulation table, 复合表Cube root, 立方根Cumulative distribution function, 散布函数Cumulative probability, 累计概率Curvature, 曲率/波折Curvature, 曲率Curve Estimation, 曲线拟合Curve fit , 曲线拟和Curve fitting, 曲线拟合Curvilinear regression, 曲线回归Curvilinear relation, 曲线关系Cut-and-try method, 试一试法Cycle, 周期Cyclist, 周期性D test, D 检验Data acquisition, 资料收集Data bank, 数据库Data capacity, 数据容量Data deficiencies, 数据缺乏Data handling, 数据办理Data manipulation, 数据办理Data processing, 数据办理Data reduction, 数据减少Data set, 数据集Data sources, 数据本源Data transformation, 数据变换Data validity, 数据有效性Data-in, 数据输入Data-out, 数据输出Dead time, 阻滞期Degree of freedom, 自由度Degree of precision, 精美度Degree of reliability, 可靠性程度Degression, 递减Density function, 密度函数Density of data points, 数据点的密度Dependent variable, 应变量 / 依变量 / 因变量Dependent variable, 因变量Depth, 深度Derivative matrix, 导数矩阵Derivative-free methods, 无导数方法Design, 设计Determinacy, 确定性Determinant, 行列式Determinant, 决定因素Deviation, 离差Deviation from average, 离均差Diagnostic plot, 诊断图Dichotomous variable, 二分变量Differential equation, 微分方程Direct standardization, 直接标准化法Direct Oblimin, 斜交旋转Discrete variable, 失散型变量DISCRIMINANT, 判断Discriminant analysis, 鉴识解析Discriminant coefficient, 鉴识系数Discriminant function, 鉴识值Dispersion, 散布 / 分别度Disproportional, 不可以比率的Disproportionate sub-class numbers, 不成比率次级组含量Distribution free, 散布没关性 / 免散布Distribution shape, 散布形状Distribution-free method, 任意散布法Distributive laws, 分配律Disturbance, 随机扰动项Dose response curve, 剂量反应曲线Double blind method, 双盲法Double blind trial, 双盲试验Double exponential distribution, 双指数散布Double logarithmic, 双对数Downward rank, 降秩Dual-space plot, 对偶空间图DUD, 无导数方法Duncan's new multiple range method,新复极差法 /Duncan 新法Error Bar,均值相关区间图Effect,实验效应Eigenvalue,特色值Eigenvector,特色向量Ellipse, 椭圆Empirical distribution, 经验散布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number,相等次级组含量Equally likely, 等可能Equivariance, 同变性Error, 误差/错误Error of estimate, 估计误差Error type I, 第一类错误Error type II, 第二类错误Estimand, 被估计Estimated error mean squares, 估计误差均方Estimated error sum of squares, 估计误差平方和Euclidean distance, 欧式距离Event, 事件Event, 事件Exceptional data point, 异常数据点Expectation plane, 希望平面Expectation surface, 希望曲面Expected values, 希望值Experiment, 实验Experimental sampling, 试验抽样Experimental unit, 试验单位Explained variance （已说明方差）Explanatory variable, 说明变量Exploratory data analysis, 研究性数据解析Explore Summarize, 研究-大纲Exponential curve, 指数曲线Exponential growth, 指数式增添EXSMOOTH,指数圆滑方法Extended fit, 扩大拟合Extra parameter, 附加参数Extrapolation, 外推法Extreme observation, 尾端观察值Extremes, 极端值 / 极值F distribution, F 散布F test, F 检验Factor, 因素/ 因子Factor analysis, 因子解析Factor Analysis, 因子解析Factor score, 因子得分Factorial, 阶乘Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions, 散布族Family of estimators, 估计量族Fanning, 扇面Fatality rate, 病死率Field investigation, 现场检查Field survey, 现场检查Finite population, 有限整体Finite-sample, 有限样本First derivative, 一阶导数First principal component, 第一主成分First quartile, 第一四分位数Fisher information, 费雪信息量Fitted value, 拟合值Fitting a curve, 曲线拟合Fixed base, 定基Fluctuation, 随机起伏Forecast, 展望Four fold table, 四格表Fourth, 四分点Fraction blow, 左侧比率Fractional error, 相对误差Frequency, 频率Frequency polygon, 频数多边图Frontier point, 界线点Function relationship, 泛函关系Gamma distribution, 伽玛散布Gauss increment, 高斯增量Gaussian distribution, 高斯散布 / 正态分布Gauss-Newton increment, 高斯 - 牛顿增量General census, 全面普查Generalized least squares, 综合最小平方法GENLOG (Generalized liner models), 广义线性模型Geometric mean, 几何平均数Gini's mean difference, 基尼均差GLM (General liner models),通用线性模型Goodness of fit, 拟和优度 / 配合度Gradient of determinant, 行列式的梯度Graeco-Latin square, 希腊拉丁方Grand mean, 总均值Gross errors, 重要错误Gross-error sensitivity, 大错敏感度Group averages, 分组平均Grouped data, 分组资料Guessed mean, 假设平均数Half-life, 半衰期Hampel M-estimators, 汉佩尔 M估计量Happenstance, 有时势件Harmonic mean, 调停均数Hazard function, 风险均数Hazard rate, 风险率Heading, 标目Heavy-tailed distribution, 重尾散布Hessian array, 海森立体阵Heterogeneity,不同样质Heterogeneity of variance,方差不齐Hierarchical classification,组内分组Hierarchical clustering method,系统聚类法High-leverage point,高杠杆率点High-Low,低地域图Higher Order Interaction Effects，高阶交互作用HILOGLINEAR, 多维列联表的层次对数线性模型Hinge,折叶点Histogram,直方图Historical cohort study,历史性行列研究Holes,空洞HOMALS, 多重响应解析Homogeneity of variance,方差齐性Homogeneity test,齐性检验Huber M-estimators,休伯M估计量Hyperbola, 双曲线级相关Hypothesis testing, 假设检验Kinetic, 动力学Hypothetical universe, 假设整体Kolmogorov-Smirnove test, 柯尔莫哥洛夫Image factoring,, 多元回归法- 斯米尔诺夫检验Impossible event, 不可以能事件Kruskal and Wallis test, Kruskal 及Independence, 独立性Wallis 检验 / 多样本的秩和检验/H 检验Independent variable, 自变量Kurtosis, 峰度Index, 指标/指数Lack of fit, 失拟Indirect standardization, 间接标准化法Ladder of powers, 幂阶梯Individual, 个体Lag, 滞后Inference band, 推断带Large sample, 大样本Infinite population, 无量整体Large sample test, 大样本检验Infinitely great, 无量大Latin square, 拉丁方Infinitely small, 无量小Latin square design, 拉丁方设计Influence curve, 影响曲线Leakage, 泄漏Information capacity, 信息容量Least favorable configuration, 最不利Initial condition, 初始条件构形Initial estimate, 初始估计值Least favorable distribution, 最不利分Initial level, 最初水平布Interaction, 交互作用Least significant difference, 最小显着Interaction terms, 交互作用项差法Intercept, 截距Least square method, 最小二乘法Interpolation, 内插法Least Squared Criterion ，最小二乘方准Interquartile range, 四分位距则Interval estimation, 区间估计Least-absolute-residuals estimates, 最Intervals of equal probability, 等概率小绝对残差估计区间Least-absolute-residualsfit, 最小绝对Intrinsic curvature, 固有曲率残差拟合Invariance, 不变性Least-absolute-residuals line, 最小绝Inverse matrix, 逆矩阵对残差线Inverse probability, 逆概率Legend, 图例Inverse sine transformation, 反正弦变L-estimator, L 估计量换L-estimator of location, 地址 L 估计量Iteration, 迭代L-estimator of scale, 尺度 L 估计量Jacobian determinant, 雅可比行列式Level, 水平Joint distribution function, 散布函数Leveage Correction ，杠杆率校正Joint probability, 结合概率Life expectance, 预期希望寿命Joint probability distribution, 结合概Life table, 寿命表率散布Life table method, 生命表法K-Means Cluster 渐渐聚类解析Light-tailed distribution, 轻尾散布K means method, 渐渐聚类法Likelihood function, 似然函数Kaplan-Meier, 评估事件的时间长度Likelihood ratio, 似然比Kaplan-Merier chart, Kaplan-Merier 图line graph, 线图Kendall's rank correlation, Kendall 等Linear correlation, 直线相关Linear equation, 线性方程Linear programming, 线性规划Linear regression, 直线回归Linear Regression, 线性回归Linear trend, 线性趋势Loading, 载荷Location and scale equivariance, 地址尺度同变性Location equivariance, 地址同变性Location invariance, 地址不变性Location scale family, 地址尺度族Log rank test, 时序检验Logarithmic curve, 对数曲线Logarithmic normal distribution, 对数正态散布Logarithmic scale, 对数尺度Logarithmic transformation, 对数变换Logic check, 逻辑检查Logistic distribution, 逻辑斯特散布Logit transformation, Logit 变换LOGLINEAR, 多维列联表通用模型Lognormal distribution, 对数正态散布Lost function, 损失函数Low correlation, 低度相关Lower limit, 下限Lowest-attained variance, 最小可达方差 LSD, 最小显着差法的简称Lurking variable,潜藏变量Main effect,主效应Major heading,主辞标目Marginal density function,边缘密度函数Mean squares between groups, 组间均方Mean squares within group, 组内均方Means (Compare means), 均值 - 均值比较Median, 中位数Median effective dose, 多数效量Median lethal dose, 多数致死量Median polish, 中位数圆滑Median test, 中位数检验Minimal sufficient statistic, 最小充分统计量Minimum distance estimation, 最小距离估计Minimum effective dose, 最小有效量Minimum lethal dose, 最小致死量Minimum variance estimator, 最小方差估计量MINITAB, 统计软件包Minor heading, 宾词标目Missing data, 缺失值Model specification, 模型的确定Modeling Statistics , 模型统计Models for outliers, 离群值模型Modifying the model, 模型的修正Modulus of continuity, 连续性模Morbidity, 发病率Most favorable configuration, 最有利构形MSC（多元散射校正）Multidimensional Scaling (ASCAL), 多维尺度 / 多维标度Multinomial Logistic Regression , 多项逻辑斯蒂回归Marginal probability, 边缘概率Multiple comparison, 多重比较Marginal probability distribution, 边Multiple correlation , 复相关缘概率散布Multiple covariance, 多元协方差Matched data, 配对资料Multiple linear regression, 多元线性回Matched distribution, 般配过散布归Matching of distribution, 散布的般配Multiple response , 多重选项Matching of transformation, 变换的般配Multiple solutions, 多解Mathematical expectation, 数学希望Multiplication theorem, 乘法定理Mathematical model, 数学模型Multiresponse, 多元响应Maximum L-estimator, 极大极小 L 估计量Multi-stage sampling, 多阶段抽样Maximum likelihood method, 最大似然法Multivariate T distribution, 多元 T分Mean, 均数布Mutual exclusive, 互不相容Mutual independence, 互相独立Natural boundary, 自然界线Natural dead, 自然死亡Natural zero, 自然零Negative correlation, 负相关Negative linear correlation, 负线性相关Negatively skewed, 负偏Newman-Keuls method, q 检验NK method, q 检验No statistical significance, 无统计意义Nominal variable, 名义变量Nonconstancy of variability, 变异的非定常性Nonlinear regression, 非线性相关Nonparametric statistics, 非参数统计Nonparametric test, 非参数检验Nonparametric tests, 非参数检验Normal deviate, 正态离差Normal distribution, 正态散布Normal equation, 正规方程组Normal P-P, 正态概率散布图Normal Q-Q, 正态概率单位散布图Normal ranges, 正常范围Normal value, 正常值Normalization 归一化Nuisance parameter, 节余参数 / 讨厌参数Null hypothesis, 无效假设Numerical variable, 数值变量Objective function, 目标函数Observation unit, 观察单位Observed value, 观察值One sided test, 单侧检验One-way analysis of variance, 单因素方差解析Oneway ANOVA , 单因素方差解析Open sequential trial, 开放型序贯设计Optrim, 优切尾Optrim efficiency, 优切尾效率Order statistics, 序次统计量Ordered categories, 有序分类Ordinal logistic regression , 序数逻辑斯蒂回归Ordinal variable, 有序变量Orthogonal basis, 正交基Orthogonal design, 正交试验设计Orthogonality conditions, 正交条件ORTHOPLAN,正交设计Outlier cutoffs, 离群值截断点Outliers, 极端值OVERALS , 多组变量的非线性正规相关Overshoot, 迭代过分Paired design, 配对设计Paired sample, 配对样本Pairwise slopes, 成对斜率Parabola, 抛物线Parallel tests, 平行试验Parameter, 参数Parametric statistics, 参数统计Parametric test, 参数检验Pareto, 直条构成线图（又称佩尔托图）Partial correlation, 偏相关Partial regression, 偏回归Partial sorting, 偏排序Partials residuals, 偏残差Pattern, 模式PCA（主成分解析）Pearson curves, 皮尔逊曲线Peeling, 退层Percent bar graph, 百分条形图Percentage, 百分比Percentile, 百分位数Percentile curves, 百分位曲线Periodicity, 周期性Permutation, 排列P-estimator, P 估计量Pie graph, 构成图 , 饼图Pitman estimator, 皮特曼估计量Pivot, 枢轴量Planar, 平坦Planar assumption, 平面的假设PLANCARDS,生成试验的计划卡PLS（偏最小二乘法）Point estimation, 点估计Poisson distribution, 泊松散布Polishing, 圆滑Polled standard deviation, 合并标准差Polled variance, 合并方差Polygon, 多边图Polynomial, 多项式Polynomial curve, 多项式曲线Population, 整体Population attributable risk, 人群归因危险度Positive correlation, 正相关Positively skewed, 正偏Posterior distribution, 后验散布Power of a test, 检验效能Precision, 精美度Predicted value, 展望值Preliminary analysis, 预备性解析Principal axis factoring, 主轴因子法Principal component analysis, 主成分分析Prior distribution, 先验散布Prior probability, 先验概率Probabilistic model, 概率模型probability, 概率Probability density, 概率密度Product moment, 乘积矩 / 协方差Profile trace, 截面迹图Proportion, 比/ 构成比Proportion allocation in stratifiedrandom sampling, 按比率分层随机抽样Proportionate, 成比率Proportionate sub-class numbers, 成比例次级组含量Prospective study, 前瞻性检查Proximities, 亲近性Pseudo F test, 近似 F检验Pseudo model, 近似模型Pseudosigma, 伪标准差Purposive sampling, 有目的抽样QR decomposition, QR 分解Quadratic approximation, 二次近似Qualitative classification, 属性分类Qualitative method, 定性方法Quantile-quantile plot, 分位数 - 分位数图/Q-Q 图Quantitative analysis, 定量解析Quartile,四分位数Quick Cluster,快速聚类Radix sort,基数排序Random allocation,随机化分组Random blocks design,随机区组设计Random event,随机事件Randomization,随机化Range, 极差 / 全距Rank correlation,等级相关Rank sum test, 秩和检验Rank test, 秩检验Ranked data, 等级资料Rate, 比率Ratio, 比率Raw data, 原始资料Raw residual, 原始残差Rayleigh's test, 雷氏检验Rayleigh's Z, 雷氏 Z值Reciprocal, 倒数Reciprocal transformation, 倒数变换Recording, 记录Redescending estimators, 回降估计量Reducing dimensions, 降维Re-expression, 重新表达Reference set, 标准组Region of acceptance, 接受域Regression coefficient, 回归系数Regression sum of square, 回归平方和Rejection point, 拒绝点Relative dispersion, 相对失散度Relative number, 相对数Reliability, 可靠性Reparametrization, 重新设置参数Replication, 重复Report Summaries, 报告大纲Residual sum of square, 节余平方和residual variance ( 节余方差 ) Resistance, 耐抗性Resistant line, 耐抗线Resistant technique, 耐抗技术R-estimator of location, 地址 R 估计量R-estimator of scale, 尺度 R 估计量Retrospective study, 回顾性检查Ridge trace, 岭迹Ridit analysis, Ridit 解析Simple correlation, 简单相关Rotation, 旋转Simple random sampling, 简单随机抽样Rounding, 舍入Simple regression, 简单回归Row, 行simple table, 简单表Row effects, 行效应Sine estimator, 正弦估计量Row factor, 行因素Single-valued estimate, 单值估计RXC table, RXC 表Singular matrix, 奇异矩阵Sample, 样本Skewed distribution, 偏斜散布Sample regression coefficient, 样本回Skewness, 偏度归系数Slash distribution, 斜线散布Sample size, 样本量Slope, 斜率Sample standard deviation, 样本标准差Smirnov test, 斯米尔诺夫检验Sampling error, 抽样误差Source of variation, 变异本源SAS(Statistical analysis system ), SAS Spearman rank correlation, 斯皮尔曼等统计软件包级相关Scale, 尺度 / 量表Specific factor, 特别因子Scatter diagram, 散点图Specific factor variance, 特别因子方差Schematic plot, 表示图 / 简图Spectra , 频谱Score test, 计分检验Spherical distribution, 球型正态散布Screening, 筛检Spread, 展布SEASON, 季节解析SPSS(Statistical package for the social Second derivative, 二阶导数science), SPSS 统计软件包Second principal component, 第二主成分Spurious correlation, 假性相关SEM (Structural equation modeling), 结Square root transformation, 平方根变换构化方程模型Stabilizing variance, 牢固方差Semi-logarithmic graph, 半对数图Standard deviation, 标准差Semi-logarithmic paper, 半对数格纸Standard error, 标准误Sensitivity curve, 敏感度曲线Standard error of difference, 差其余标Sequential analysis, 贯序解析准误Sequence, 一般序列图Standard error of estimate, 标准估计误Sequential data set, 序次数据集差Sequential design, 贯序设计Standard error of rate, 率的标准误Sequential method, 贯序法Standard normal distribution, 标准正态Sequential test, 贯序检验法散布Serial tests, 系列试验Standardization, 标准化Short-cut method, 简捷法Starting value, 初步值Sigmoid curve, S 形曲线Statistic, 统计量Sign function, 正负号函数Statistical control, 统计控制Sign test, 符号检验Statistical graph, 统计图Signed rank, 符号秩Statistical inference, 统计推断Significant Level, 显着水平Statistical table, 统计表Significance test, 显着性检验Steepest descent, 最速下降法Significant figure, 有效数字Stem and leaf display, 茎叶图Simple cluster sampling, 简单整群抽样Step factor, 步长因子Stepwise regression, 渐渐回归Storage, 存Strata, 层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength, 强度Stringency, 严实性Structural relationship, 结构关系Studentized residual, 学生化残差 /t 化残差Sub-class numbers, 次级组含量Subdividing, 切割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression, 回归平方和Sum of squares between groups, 组间平方和Sumof squares of partial regression, 偏回归平方和Sure event, 必然事件Survey, 检查Survival, 生计解析Survival rate, 生计率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error, 系统误差Systematic sampling, 系统抽样Tags, 标签Tail area, 尾部面积Tail length, 尾长Tail weight, 尾重Tangent line, 切线Target distribution, 目标散布Taylor series, 泰勒级数Test( 检验 )Test of linearity, 线性检验Tendency of dispersion, 失散趋势Testing of hypotheses, 假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit, 容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square, 总平方和Total variation, 总变异Transformation, 变换Treatment, 办理Trend, 趋势Trend of percentage, 百分比趋势Trial, 试验Trial and error method, 试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two-stage sampling, 二阶段抽样Two-tailed test, 双侧检验Two-way analysis of variance, 双因素方差解析Two-way table, 双向表Type I error, 一类错误 / α错误Type II error, 二类错误 / β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无拘束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 平均坐标Uniform distribution, 平均散布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩Vague concept, 模糊看法Validity,有效性VARCOMP(Variance component estimation), 方差元素估计Variability,变异性Variable,变量Variance,方差Variation, 变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W 检验Weibull distribution, 威布尔散布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran 检验Weighted linear regression method, 加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient, 权重系数Weighting method, 加权法W-estimation, W 估计量W-estimation of location, 地址 W估计量Width, 宽度Wilcoxon paired test, 威斯康星配对法 / 配对符号秩和检验Wild point, 野点 /狂点Wild value, 野值 /狂值Winsorized mean, 缩尾均值Withdraw, 失访Youden's index, 尤登指数Z test, Z 检验Zero correlation, 零相关Z-transformation, Z 变换Z-transformation, Z 变换。
计量经济学Econometrics
计量经济学与相关学科的联系与区别
❖ 计量经济学与经济理论
经济理论是计量经济学据以建立模型的依据， 同时帮助计量经济学识别参数的符号和大小。
计量经济学为经济规律提供具体的数量估计。
计量经济学与相关学科的联系与区别
❖ 计量经济学与数理经济学
数理经济学通过数学模型阐述经济理论，与经济 理论之间没有本质区别。数理经济学认为经济关 系是确定的，一般不考虑影响效果的随机性特点， 也不涉及如何测定参数。
simultaneous economic structures"
△ 在经济学科中占据极重要的地位
克莱因（R.Klein）：“计量经济学已经在经 济学科中居于最重要的地位”，“在大多数 大学和学院中，计量经济学的讲授已经成为 经济学课程表中最有权威的一部分”。
萨缪尔森（P.Samuelson） ：“第二次大战 后的经济学是计量经济学的时代”。
△诺贝尔经济学奖与计量经济学
数理统计学是一门以概率论为基础，侧重于分析随机 现象的规律性的学科。而研究经济现象只能认为它粗 略地满足数理统计学的一些假定条件，但它仍具有自 身的特殊的统计规律，所以在测度经济问题时需要有 一种特殊的数理统计方法，这就是计量经济学。
数学
数理统 数理经 计学 计量经 济学
济学
统计学
经济统 计学
经济学
第一章
绪论
1.1 什么是计量经济学？
❖ 英文“Econometric”
❖ R.Frish：“用数学方法探讨经济学可以从好几个 方面着手，但任何一方面都不能与计量经济学混 为一谈。计量经济学与经济统计学决非一码事； 它也不同于我们所说的一般经济理论，尽管经济 理论大部分都具有一定的数量特征；计量经济学 也不应视为数学应用于经济学的同义语。经验表 明，统计学、经济理论和数学这三者对于真正了 解现代经济生活中的数量关系来说，都是必要的。 三者结合起来，就有力量，这种结合便构成了计 量经济学。”
计量经济学英语词汇
A校正R2（Adjusted R-Squared）：多元回归分析中拟合优度的量度，在估计误差的方差时对添加的解释变量用一个自由度来调整。
对立假设（Alternative Hypothesis）：检验虚拟假设时的相对假设。
AR（1）序列相关（AR(1) Serial Correlation）：时间序列回归模型中的误差遵循AR（1）模型。
渐近置信区间（Asymptotic Confidence Interval）：大样本容量下近似成立的置信区间。
渐近正态性（Asymptotic Normality）：适当正态化后样本分布收敛到标准正态分布的估计量。
渐近性质（Asymptotic Properties）：当样本容量无限增长时适用的估计量和检验统计量性质。
渐近标准误（Asymptotic Standard Error）：大样本下生效的标准误。
渐近t 统计量（Asymptotic t Statistic）：大样本下近似服从标准正态分布的t统计量。
渐近方差（Asymptotic Variance）：为了获得渐近标准正态分布，我们必须用以除估计量的平方值。
渐近有效（Asymptotically Efficient）：对于服从渐近正态分布的一致性估计量，有最小渐近方差的估计量。
渐近不相关（Asymptotically Uncorrelated）：时间序列过程中，随着两个时点上的随机变量的时间间隔增加，它们之间的相关趋于零。
衰减偏误（Attenuation Bias）：总是朝向零的估计量偏误，因而有衰减偏误的估计量的期望值小于参数的绝对值。
自回归条件异方差性（Autoregressive Conditional Heteroskedasticity, ARCH）：动态异方差性模型，即给定过去信息，误差项的方差线性依赖于过去的误差的平方。
一阶自回归过程[AR（1）]（Autoregressive Process of Order One [AR(1)]）：一个时间序列模型，其当前值线性依赖于最近的值加上一个无法预测的扰动。
计量经济学英语词汇
计量经济学英语词汇Absolute deviation, 绝对离差Absolute number, 绝对数Absolute residuals, 绝对残差Acceleration array, 加速度立体阵Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector, 加速度向量Acceptable hypothesis, 可接受假设Accumulation, 累积Accuracy, 准确度Actual frequency, 实际频数Adaptive estimator, 自适应估计量Addition, 相加Addition theorem, 加法定理Additive Noise, 加性噪声Additivity, 可加性Adjusted rate, 调整率Adjusted value, 校正值Admissible error, 容许误差Aggregation, 聚集性Alpha factoring,α因子法Alternative hypothesis, 备择假设Among groups, 组间Amounts, 总量Analysis of correlation, 相关分析Analysis of covariance, 协方差分析Analysis Of Effects, 效应分析Analysis Of Variance, 方差分析Analysis of regression, 回归分析Analysis of time series, 时间序列分析Analysis of variance, 方差分析Angular transformation, 角转换ANOVA （analysis of variance）, 方差分析ANOVA Models, 方差分析模型ANOVA table and eta, 分组计算方差分析Arcing, 弧/弧旋Arcsine transformation, 反正弦变换Area 区域图Area under the curve, 曲线面积AREG , 评估从一个时间点到下一个时间点回归相关时的误差ARIMA, 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper, 算术格纸Arithmetic mean, 算术平均数Arrhenius relation, 艾恩尼斯关系Assessing fit, 拟合的评估Associative laws, 结合律Asymmetric distribution, 非对称分布Asymptotic bias, 渐近偏倚Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Attributable risk, 归因危险度Attribute data, 属性资料Attribution, 属性Autocorrelation, 自相关Autocorrelation of residuals, 残差的自相关Average, 平均数Average confidence interval length, 平均置信区间长度Average growth rate, 平均增长率Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes定理Bell-shaped curve, 钟形曲线Bernoulli distribution, 伯努力分布Best-trim estimator, 最好切尾估计量Bias, 偏性Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution, 二项分布Bisquare, 双平方Bivariate Correlate, 二变量相关Bivariate normal distribution, 双变量正态分布Bivariate normal population, 双变量正态总体Biweight interval, 双权区间Biweight M-estimator, 双权M估计量Block, 区组/配伍组BMDP(Biomedical computer programs), BMDP统计软件包Boxplots, 箱线图/箱尾图Breakdown bound, 崩溃界/崩溃点Canonical correlation, 典型相关Caption, 纵标目Case-control study, 病例对照研究Categorical variable, 分类变量Catenary, 悬链线Cauchy distribution, 柯西分布Cause-and-effect relationship, 因果关系Cell, 单元Censoring, 终检Center of symmetry, 对称中心Centering and scaling, 中心化和定标Central tendency, 集中趋势Central value, 中心值CHAID -χ2 Automatic Interaction Detector, 卡方自动交互检测Chance, 机遇Chance error, 随机误差Chance variable, 随机变量Characteristic equation, 特征方程Characteristic root, 特征根Characteristic vector, 特征向量Chebshev criterion of fit, 拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图Chi-square test, 卡方检验/χ2检验Choleskey decomposition, 乔洛斯基分解Circle chart, 圆图Class interval, 组距Class mid-value, 组中值Class upper limit, 组上限Classified variable, 分类变量Cluster analysis, 聚类分析Cluster sampling, 整群抽样Code, 代码Coded data, 编码数据Coding, 编码Coefficient of contingency, 列联系数Coefficient of determination, 决定系数Coefficient of multiple correlation, 多重相关系数Coefficient of partial correlation, 偏相关系数Coefficient of production-moment correlation, 积差相关系数Coefficient of rank correlation, 等级相关系数Coefficient of regression, 回归系数Coefficient of skewness, 偏度系数Coefficient of variation, 变异系数Cohort study, 队列研究Collinearity, 共线性Column, 列Column effect, 列效应Column factor, 列因素Combination pool, 合并Combinative table, 组合表Common factor, 共性因子Common regression coefficient, 公共回归系数Common value, 共同值Common variance, 公共方差Common variation, 公共变异Communality variance, 共性方差Comparability, 可比性Comparison of bathes, 批比较Comparison value, 比较值Compartment model, 分部模型Compassion, 伸缩Complement of an event, 补事件Complete association, 完全正相关Complete dissociation, 完全不相关Complete statistics, 完备统计量Completely randomized design, 完全随机化设计Composite event, 联合事件Composite events, 复合事件Concavity, 凹性Conditional expectation, 条件期望Conditional likelihood, 条件似然Conditional probability, 条件概率Conditionally linear, 依条件线性Confidence interval, 置信区间Confidence limit, 置信限Confidence lower limit, 置信下限Confidence upper limit, 置信上限Confirmatory Factor Analysis , 验证性因子分析Confirmatory research, 证实性实验研究Confounding factor, 混杂因素Conjoint, 联合分析Consistency, 相合性Consistency check, 一致性检验Consistent asymptotically normal estimate, 相合渐近正态估计Consistent estimate, 相合估计Constrained nonlinear regression, 受约束非线性回归Constraint, 约束Contaminated distribution, 污染分布Contaminated Gausssian, 污染高斯分布Contaminated normal distribution, 污染正态分布Contamination, 污染Contamination model, 污染模型Contingency table, 列联表Contour, 边界线Contribution rate, 贡献率Control, 对照, 质量控制图Controlled experiments, 对照实验Conventional depth, 常规深度Convolution, 卷积Corrected factor, 校正因子Corrected mean, 校正均值Correction coefficient, 校正系数Correctness, 正确性Correlation coefficient, 相关系数Correlation, 相关性Correlation index, 相关指数Correspondence, 对应Counting, 计数Counts, 计数/频数Covariance, 协方差Covariant, 共变Cox Regression, Cox回归Criteria for fitting, 拟合准则Criteria of least squares, 最小二乘准则Critical ratio, 临界比Critical region, 拒绝域Critical value, 临界值Cross-over design, 交叉设计Cross-section analysis, 横断面分析Cross-section survey, 横断面调查Crosstabs , 交叉表Crosstabs 列联表分析Cross-tabulation table, 复合表Cube root, 立方根Cumulative distribution function, 分布函数Cumulative probability, 累计概率Curvature, 曲率/弯曲Curvature, 曲率Curve Estimation, 曲线拟合Curve fit , 曲线拟和Curve fitting, 曲线拟合Curvilinear regression, 曲线回归Curvilinear relation, 曲线关系Cut-and-try method, 尝试法Cycle, 周期Cyclist, 周期性D test, D检验Data acquisition, 资料收集Data bank, 数据库Data capacity, 数据容量Data deficiencies, 数据缺乏Data handling, 数据处理Data manipulation, 数据处理Data processing, 数据处理Data reduction, 数据缩减Data set, 数据集Data sources, 数据来源Data transformation, 数据变换Data validity, 数据有效性Data-in, 数据输入Data-out, 数据输出Dead time, 停滞期Degree of freedom, 自由度Degree of precision, 精密度Degree of reliability, 可靠性程度Degression, 递减Density function, 密度函数Density of data points, 数据点的密度Dependent variable, 应变量/依变量/因变量Dependent variable, 因变量Depth, 深度Derivative matrix, 导数矩阵Derivative-free methods, 无导数方法Design, 设计Determinacy, 确定性Determinant, 行列式Determinant, 决定因素Deviation, 离差Deviation from average, 离均差Diagnostic plot, 诊断图Dichotomous variable, 二分变量Differential equation, 微分方程Direct standardization, 直接标准化法Direct Oblimin, 斜交旋转Discrete variable, 离散型变量DISCRIMINANT, 判断Discriminant analysis, 判别分析Discriminant coefficient, 判别系数Discriminant function, 判别值Dispersion, 散布/分散度Disproportional, 不成比例的Disproportionate sub-class numbers, 不成比例次级组含量Distribution free, 分布无关性/免分布Distribution shape, 分布形状Distribution-free method, 任意分布法Distributive laws, 分配律Disturbance, 随机扰动项Dose response curve, 剂量反应曲线Double blind method, 双盲法Double blind trial, 双盲试验Double exponential distribution, 双指数分布Double logarithmic, 双对数Downward rank, 降秩Dual-space plot, 对偶空间图DUD, 无导数方法Duncan's new multiple range method, 新复极差法/Duncan新法Error Bar, 均值相关区间图Effect, 实验效应Eigenvalue, 特征值Eigenvector, 特征向量Ellipse, 椭圆Empirical distribution, 经验分布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number, 相等次级组含量Equally likely, 等可能Equivariance, 同变性Error, 误差/错误Error of estimate, 估计误差Error type I, 第一类错误Error type II, 第二类错误Estimand, 被估量Estimated error mean squares, 估计误差均方Estimated error sum of squares, 估计误差平方和Euclidean distance, 欧式距离Event, 事件Event, 事件Exceptional data point, 异常数据点Expectation plane, 期望平面Expectation surface, 期望曲面Expected values, 期望值Experiment, 实验Experimental sampling, 试验抽样Experimental unit, 试验单位Explained variance （已说明方差）Explanatory variable, 说明变量Exploratory data analysis, 探索性数据分析Explore Summarize, 探索-摘要Exponential curve, 指数曲线Exponential growth, 指数式增长EXSMOOTH, 指数平滑方法Extended fit, 扩充拟合Extra parameter, 附加参数Extrapolation, 外推法Extreme observation, 末端观测值Extremes, 极端值/极值F distribution, F分布F test, F检验Factor, 因素/因子Factor analysis, 因子分析Factor Analysis, 因子分析Factor score, 因子得分Factorial, 阶乘Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions, 分布族Family of estimators, 估计量族Fanning, 扇面Fatality rate, 病死率Field investigation, 现场调查Field survey, 现场调查Finite population, 有限总体Finite-sample, 有限样本First derivative, 一阶导数First principal component, 第一主成分First quartile, 第一四分位数Fisher information, 费雪信息量Fitted value, 拟合值Fitting a curve, 曲线拟合Fixed base, 定基Fluctuation, 随机起伏Forecast, 预测Four fold table, 四格表Fourth, 四分点Fraction blow, 左侧比率Fractional error, 相对误差Frequency, 频率Frequency polygon, 频数多边图Frontier point, 界限点Function relationship, 泛函关系Gamma distribution, 伽玛分布Gauss increment, 高斯增量Gaussian distribution, 高斯分布/正态分布Gauss-Newton increment, 高斯-牛顿增量General census, 全面普查Generalized least squares, 综合最小平方法GENLOG (Generalized liner models), 广义线性模型Geometric mean, 几何平均数Gini's mean difference, 基尼均差GLM (General liner models), 通用线性模型Goodness of fit, 拟和优度/配合度Gradient of determinant, 行列式的梯度Graeco-Latin square, 希腊拉丁方Grand mean, 总均值Gross errors, 重大错误Gross-error sensitivity, 大错敏感度Group averages, 分组平均Grouped data, 分组资料Guessed mean, 假定平均数Half-life, 半衰期Hampel M-estimators, 汉佩尔M估计量Happenstance, 偶然事件Harmonic mean, 调和均数Hazard function, 风险均数Hazard rate, 风险率Heading, 标目Heavy-tailed distribution, 重尾分布Hessian array, 海森立体阵Heterogeneity, 不同质Heterogeneity of variance, 方差不齐Hierarchical classification, 组内分组Hierarchical clustering method, 系统聚类法High-leverage point, 高杠杆率点High-Low, 低区域图Higher Order Interaction Effects，高阶交互作用HILOGLINEAR, 多维列联表的层次对数线性模型Hinge, 折叶点Histogram, 直方图Historical cohort study, 历史性队列研究Holes, 空洞HOMALS, 多重响应分析Homogeneity of variance, 方差齐性Homogeneity test, 齐性检验Huber M-estimators, 休伯M估计量Hyperbola, 双曲线Hypothesis testing, 假设检验Hypothetical universe, 假设总体Image factoring,, 多元回归法Impossible event, 不可能事件Independence, 独立性Independent variable, 自变量Index, 指标/指数Indirect standardization, 间接标准化法Individual, 个体Inference band, 推断带Infinite population, 无限总体Infinitely great, 无穷大Infinitely small, 无穷小Influence curve, 影响曲线Information capacity, 信息容量Initial condition, 初始条件Initial estimate, 初始估计值Initial level, 最初水平Interaction, 交互作用Interaction terms, 交互作用项Intercept, 截距Interpolation, 内插法Interquartile range, 四分位距Interval estimation, 区间估计Intervals of equal probability, 等概率区间Intrinsic curvature, 固有曲率Invariance, 不变性Inverse matrix, 逆矩阵Inverse probability, 逆概率Inverse sine transformation, 反正弦变换Iteration, 迭代Jacobian determinant, 雅可比行列式Joint distribution function, 分布函数Joint probability, 联合概率Joint probability distribution, 联合概率分布K-Means Cluster逐步聚类分析K means method, 逐步聚类法Kaplan-Meier, 评估事件的时间长度Kaplan-Merier chart,Kaplan-Merier图Kendall's rank correlation, Kendall等级相关Kinetic, 动力学Kolmogorov-Smirnove test, 柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test, Kruskal 及Wallis检验/多样本的秩和检验/H 检验Kurtosis, 峰度Lack of fit, 失拟Ladder of powers, 幂阶梯Lag, 滞后Large sample, 大样本Large sample test, 大样本检验Latin square, 拉丁方Latin square design, 拉丁方设计Leakage, 泄漏Least favorable configuration, 最不利构形Least favorable distribution, 最不利分布Least significant difference, 最小显着差法Least square method, 最小二乘法Least Squared Criterion，最小二乘方准则Least-absolute-residuals estimates, 最小绝对残差估计Least-absolute-residuals fit, 最小绝对残差拟合Least-absolute-residuals line, 最小绝对残差线Legend, 图例L-estimator, L估计量L-estimator of location, 位置L估计量L-estimator of scale, 尺度L估计量Level, 水平Leveage Correction，杠杆率校正Life expectance, 预期期望寿命Life table, 寿命表Life table method, 生命表法Light-tailed distribution, 轻尾分布Likelihood function, 似然函数Likelihood ratio, 似然比line graph, 线图Linear correlation, 直线相关Linear equation, 线性方程Linear programming, 线性规划Linear regression, 直线回归Linear Regression, 线性回归Linear trend, 线性趋势Loading, 载荷Location and scale equivariance, 位置尺度同变性Location equivariance, 位置同变性Location invariance, 位置不变性Location scale family, 位置尺度族Log rank test, 时序检验Logarithmic curve, 对数曲线Logarithmic normal distribution, 对数正态分布Logarithmic scale, 对数尺度Logarithmic transformation, 对数变换Logic check, 逻辑检查Logistic distribution, 逻辑斯特分布Logit transformation, Logit转换LOGLINEAR, 多维列联表通用模型Lognormal distribution, 对数正态分布Lost function, 损失函数Low correlation, 低度相关Lower limit, 下限Lowest-attained variance, 最小可达方差LSD, 最小显着差法的简称Lurking variable, 潜在变量Main effect, 主效应Major heading, 主辞标目Marginal density function, 边缘密度函数Marginal probability, 边缘概率Marginal probability distribution, 边缘概率分布Matched data, 配对资料Matched distribution, 匹配过分布Matching of distribution, 分布的匹配Matching of transformation, 变换的匹配Mathematical expectation, 数学期望Mathematical model, 数学模型Maximum L-estimator, 极大极小L 估计量Maximum likelihood method, 最大似然法Mean, 均数Mean squares between groups, 组间均方Mean squares within group, 组内均方Means (Compare means), 均值-均值比较Median, 中位数Median effective dose, 半数效量Median lethal dose, 半数致死量Median polish, 中位数平滑Median test, 中位数检验Minimal sufficient statistic, 最小充分统计量Minimum distance estimation, 最小距离估计Minimum effective dose, 最小有效量Minimum lethal dose, 最小致死量Minimum variance estimator, 最小方差估计量MINITAB, 统计软件包Minor heading, 宾词标目Missing data, 缺失值Model specification, 模型的确定Modeling Statistics , 模型统计Models for outliers, 离群值模型Modifying the model, 模型的修正Modulus of continuity, 连续性模Morbidity, 发病率Most favorable configuration, 最有利构形MSC（多元散射校正）Multidimensional Scaling (ASCAL), 多维尺度/多维标度Multinomial Logistic Regression , 多项逻辑斯蒂回归Multiple comparison, 多重比较Multiple correlation , 复相关Multiple covariance, 多元协方差Multiple linear regression, 多元线性回归Multiple response , 多重选项Multiple solutions, 多解Multiplication theorem, 乘法定理Multiresponse, 多元响应Multi-stage sampling, 多阶段抽样Multivariate T distribution, 多元T分布Mutual exclusive, 互不相容Mutual independence, 互相独立Natural boundary, 自然边界Natural dead, 自然死亡Natural zero, 自然零Negative correlation, 负相关Negative linear correlation, 负线性相关Negatively skewed, 负偏Newman-Keuls method, q检验NK method, q检验No statistical significance, 无统计意义Nominal variable, 名义变量Nonconstancy of variability, 变异的非定常性Nonlinear regression, 非线性相关Nonparametric statistics, 非参数统计Nonparametric test, 非参数检验Nonparametric tests, 非参数检验Normal deviate, 正态离差Normal distribution, 正态分布Normal equation, 正规方程组Normal P-P, 正态概率分布图Normal Q-Q, 正态概率单位分布图Normal ranges, 正常范围Normal value, 正常值Normalization 归一化Nuisance parameter, 多余参数/讨厌参数Null hypothesis, 无效假设Numerical variable, 数值变量Objective function, 目标函数Observation unit, 观察单位Observed value, 观察值One sided test, 单侧检验One-way analysis of variance, 单因素方差分析Oneway ANOVA , 单因素方差分析Open sequential trial, 开放型序贯设计Optrim, 优切尾Optrim efficiency, 优切尾效率Order statistics, 顺序统计量Ordered categories, 有序分类Ordinal logistic regression , 序数逻辑斯蒂回归Ordinal variable, 有序变量Orthogonal basis, 正交基Orthogonal design, 正交试验设计Orthogonality conditions, 正交条件ORTHOPLAN, 正交设计Outlier cutoffs, 离群值截断点Outliers, 极端值OVERALS , 多组变量的非线性正规相关Overshoot, 迭代过度Paired design, 配对设计Paired sample, 配对样本Pairwise slopes, 成对斜率Parabola, 抛物线Parallel tests, 平行试验Parameter, 参数Parametric statistics, 参数统计Parametric test, 参数检验Pareto, 直条构成线图（又称佩尔托图）Partial correlation, 偏相关Partial regression, 偏回归Partial sorting, 偏排序Partials residuals, 偏残差Pattern, 模式PCA（主成分分析）Pearson curves, 皮尔逊曲线Peeling, 退层Percent bar graph, 百分条形图Percentage, 百分比Percentile, 百分位数Percentile curves, 百分位曲线Periodicity, 周期性Permutation, 排列P-estimator, P估计量Pie graph, 构成图,饼图Pitman estimator, 皮特曼估计量Pivot, 枢轴量Planar, 平坦Planar assumption, 平面的假设PLANCARDS, 生成试验的计划卡PLS（偏最小二乘法）Point estimation, 点估计Poisson distribution, 泊松分布Polishing, 平滑Polled standard deviation, 合并标准差Polled variance, 合并方差Polygon, 多边图Polynomial, 多项式Polynomial curve, 多项式曲线Population, 总体Population attributable risk, 人群归因危险度Positive correlation, 正相关Positively skewed, 正偏Posterior distribution, 后验分布Power of a test, 检验效能Precision, 精密度Predicted value, 预测值Preliminary analysis, 预备性分析Principal axis factoring,主轴因子法Principal component analysis, 主成分分析Prior distribution, 先验分布Prior probability, 先验概率Probabilistic model, 概率模型probability, 概率Probability density, 概率密度Product moment, 乘积矩/协方差Profile trace, 截面迹图Proportion, 比/构成比Proportion allocation in stratified random sampling, 按比例分层随机抽样Proportionate, 成比例Proportionate sub-class numbers, 成比例次级组含量Prospective study, 前瞻性调查Proximities, 亲近性Pseudo F test, 近似F检验Pseudo model, 近似模型Pseudosigma, 伪标准差Purposive sampling, 有目的抽样QR decomposition, QR分解Quadratic approximation, 二次近似Qualitative classification, 属性分类Qualitative method, 定性方法Quantile-quantile plot, 分位数-分位数图/Q-Q图Quantitative analysis, 定量分析Quartile, 四分位数Quick Cluster, 快速聚类Radix sort, 基数排序Random allocation, 随机化分组Random blocks design, 随机区组设计Random event, 随机事件Randomization, 随机化Range, 极差/全距Rank correlation, 等级相关Rank sum test, 秩和检验Rank test, 秩检验Ranked data, 等级资料Rate, 比率Ratio, 比例Raw data, 原始资料Raw residual, 原始残差Rayleigh's test, 雷氏检验Rayleigh's Z, 雷氏Z值Reciprocal, 倒数Reciprocal transformation, 倒数变换Recording, 记录Redescending estimators, 回降估计量Reducing dimensions, 降维Re-expression, 重新表达Reference set, 标准组Region of acceptance, 接受域Regression coefficient, 回归系数Regression sum of square, 回归平方和Rejection point, 拒绝点Relative dispersion, 相对离散度Relative number, 相对数Reliability, 可靠性Reparametrization, 重新设置参数Replication, 重复Report Summaries, 报告摘要Residual sum of square, 剩余平方和residual variance (剩余方差) Resistance, 耐抗性Resistant line, 耐抗线Resistant technique, 耐抗技术R-estimator of location, 位置R估计量R-estimator of scale, 尺度R估计量Retrospective study, 回顾性调查Ridge trace, 岭迹Ridit analysis, Ridit分析Rotation, 旋转Rounding, 舍入Row, 行Row effects, 行效应Row factor, 行因素RXC table, RXC表Sample, 样本Sample regression coefficient, 样本回归系数Sample size, 样本量Sample standard deviation, 样本标准差Sampling error, 抽样误差SAS(Statistical analysis system ), SAS统计软件包Scale, 尺度/量表Scatter diagram, 散点图Schematic plot, 示意图/简图Score test, 计分检验Screening, 筛检SEASON, 季节分析Second derivative, 二阶导数Second principal component, 第二主成分SEM (Structural equation modeling), 结构化方程模型Semi-logarithmic graph, 半对数图Semi-logarithmic paper, 半对数格纸Sensitivity curve, 敏感度曲线Sequential analysis, 贯序分析Sequence, 普通序列图Sequential data set, 顺序数据集Sequential design, 贯序设计Sequential method, 贯序法Sequential test, 贯序检验法Serial tests, 系列试验Short-cut method, 简捷法Sigmoid curve, S形曲线Sign function, 正负号函数Sign test, 符号检验Signed rank, 符号秩Significant Level, 显着水平Significance test, 显着性检验Significant figure, 有效数字Simple cluster sampling, 简单整群抽样Simple correlation, 简单相关Simple random sampling, 简单随机抽样Simple regression, 简单回归simple table, 简单表Sine estimator, 正弦估计量Single-valued estimate, 单值估计Singular matrix, 奇异矩阵Skewed distribution, 偏斜分布Skewness, 偏度Slash distribution, 斜线分布Slope, 斜率Smirnov test, 斯米尔诺夫检验Source of variation, 变异来源Spearman rank correlation, 斯皮尔曼等级相关Specific factor, 特殊因子Specific factor variance, 特殊因子方差Spectra , 频谱Spherical distribution, 球型正态分布Spread, 展布SPSS(Statistical package for the social science), SPSS统计软件包Spurious correlation, 假性相关Square root transformation, 平方根变换Stabilizing variance, 稳定方差Standard deviation, 标准差Standard error, 标准误Standard error of difference, 差别的标准误Standard error of estimate, 标准估计误差Standard error of rate, 率的标准误Standard normal distribution, 标准正态分布Standardization, 标准化Starting value, 起始值Statistic, 统计量Statistical control, 统计控制Statistical graph, 统计图Statistical inference, 统计推断Statistical table, 统计表Steepest descent, 最速下降法Stem and leaf display, 茎叶图Step factor, 步长因子Stepwise regression, 逐步回归Storage, 存Strata, 层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength, 强度Stringency, 严密性Structural relationship, 结构关系Studentized residual, 学生化残差/t化残差Sub-class numbers, 次级组含量Subdividing, 分割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression, 回归平方和Sum of squares between groups, 组间平方和Sum of squares of partial regression, 偏回归平方和Sure event, 必然事件Survey, 调查Survival, 生存分析Survival rate, 生存率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error, 系统误差Systematic sampling, 系统抽样Tags, 标签Tail area, 尾部面积Tail length, 尾长Tail weight, 尾重Tangent line, 切线Target distribution, 目标分布Taylor series, 泰勒级数Test(检验)Test of linearity, 线性检验Tendency of dispersion, 离散趋势Testing of hypotheses, 假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit, 容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square, 总平方和Total variation, 总变异Transformation, 转换Treatment, 处理Trend, 趋势Trend of percentage, 百分比趋势Trial, 试验Trial and error method, 试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two-stage sampling, 二阶段抽样Two-tailed test, 双侧检验Two-way analysis of variance, 双因素方差分析Two-way table, 双向表Type I error, 一类错误/α错误Type II error, 二类错误/β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无约束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩Vague concept, 模糊概念Validity, 有效性VARCOMP (Variance component estimation), 方差元素估计Variability, 变异性Variable, 变量Variance, 方差Variation, 变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W检验Weibull distribution, 威布尔分布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran检验Weighted linear regression method, 加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient, 权重系数Weighting method, 加权法W-estimation, W估计量W-estimation of location, 位置W估计量Width, 宽度Wilcoxon paired test, 威斯康星配对法/配对符号秩和检验Wild point, 野点/狂点Wild value, 野值/狂值Winsorized mean, 缩尾均值Withdraw, 失访Youden's index, 尤登指数Z test, Z检验Zero correlation, 零相关Z-transformation, Z变换Z-transformation, Z变换。
伍德里奇计量经济学英文版各章总结(K12教育文档)
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CHAPTER 1TEACHING NOTESYou have substantial latitude about what to emphasize in Chapter 1。
I find it useful to talk about the economics of crime example （Example 1.1) and the wage example （Example 1.2） so that students see， at the outset，that econometrics is linked to economic reasoning, even if the economics is not complicated theory.I like to familiarize students with the important data structures that empirical economists use, focusing primarily on cross—sectional and time series data sets, as these are what I cover in a first—semester course. It is probably a good idea to mention the growing importance of data sets that have both a cross—sectional and time dimension。
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第一章1.Econometrics（计量经济学）：the social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena.the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend empirical support to the models constructed by mathematical economics and to obtain numerical results.2.Econometric analysis proceeds along the following lines计量经济学分析步骤1)Creating a statement of theory or hypothesis.建立一个理论假说2)Collecting data.收集数据3)Specifying the mathematical model of theory.设定数学模型4)Specifying the statistical, or econometric, model of theory.设立统计或经济计量模型5)Estimating the parameters of the chosen econometric model.估计经济计量模型参数6)Checking for model adequacy : Model specification testing.核查模型的适用性：模型设定检验7)Testing the hypothesis derived from the model.检验自模型的假设8)Using the model for prediction or forecasting.利用模型进行预测●Step2：收集数据➢T hree types of data三类可用于分析的数据1)Time series(时间序列数据):Collected over a period of time, are collected at regular intervals.按时间跨度收集得到2)Cross-sectional截面数据:Collected over a period of time, are collected at regular intervals.按时间跨度收集得到3)Pooled data合并数据（上两种的结合）●Step3：设定数学模型1.plot scatter diagram or scattergram2.write the mathematical model●Step4：设立统计或经济计量模型➢C LFPR is dependent variable应变量➢C UNR is independent or explanatory variable独立或解释变量（自变量）➢W e give a catchall variable U to stand for all these neglected factors ➢I n linear regression analysis our primary objective is to explain the behavior of the dependent variable in relation to the behavior of one or more other variables, allowing for the data that the relationship between them is inexact.线性回归分析的主要目标就是解释一个变量（应变量）与其他一个或多个变量（自变量）只见的行为关系，当然这种关系并非完全正确●Step5：估计经济计量模型参数➢I n short, the estimated regression line gives the relationship between average CLFPR and CUNR 简言之，估计的回归直线给出了平均应变量和自变量之间的关系➢T hat is, on average, how the dependent variable responds to a unit change in the independent variable.单位因变量的变化引起的自变量平均变化量的多少。
●Step6：核查模型的适用性：模型设定检验The purpose of developing an econometric model is not to capture total reality, but just its salient features.●Step7：检验自模型的假设Why do we perform hypothesis testing?We want to find our whether the estimated model makes economic sense and whether the results obtains conform with the underlying economic theory.第二章1.The meaning of regression（回归）Regression analysis is concerned with the study of the relationship between one variable called the dependent or explained variable, and one or more other variables called independent or explanatory variables.2.Objectives of regression1)Estimate the mean, or average, and the dependent values given the independent values2)Test hypotheses about the nature of the dependence -----hypotheses suggested by the underlying economic theory3)Predict or forecast the mean value of the dependent variable given the values of the independents4)One or more of the preceding objectives combined3.Population Regression Line（PRL）In short, the PRL tells us how the mean, or average, value of Y is related to each value of X in the whole population4.The dependence of Y on X, technically called the regression of Y onX.5.How do we explain it?A student’s S.A.T. score, say, the ith individual, corresponding toa specific family income can be expressed as the sum of two components1)The component can be called the systematic, or deterministic,component.2)May be called the nonsystematic or random component6.What is the nature of U(stochastic error) term？1)The error term may represent the influence of those variables that are not explicitly included in the model.误差项代表了未纳入模型变量的影响2)Some intrinsic randomness in the math score is bound to occur that can not be explained even we include all relevant variables.即使模型包括了决定性数学分数的所有变量，在随机性也不可避免，这是做任何努力都无法解释的。
3)U may also represent errors of measurement. U还代表了度量误差4)The principle of Ockham’s razor - the description be kept as simple as possible until proved inadequate - would suggest that we keep our regression model as simple as possible.“奥卡姆剃刀原则”，描述应该尽可能简单，只要不遗漏重要信息。
这表明回归模型应尽可能简单。
7.How do we estimate the PRF（population regression function）? Unfortunately, in practice, We rarely have the entire population in our disposal, often we have only a sample from this population.8.Granted that the SRF is only an approximation of PRF. Can we find amethod or a procedure that will make this approximation as close as possible? SRF仅仅是PRF的近似，那么能不能找到一种方法使这种近似尽可能接近真实呢？9.Special meaning of “linear”1)Linearity in the variables变量线性The conditional mean value of the dependent variable is a linear function of the independent variables2)Linearity in the Parameters参数线性The conditional mean of the dependent variable is a linear function of the parameters, the B’s; it may or may not be linear in the variables.第三章1.Unless we are willing to assume how the stochastic U terms are generated, we will not be able to tell how good an SRF is as an estimate of the true PRF.只有假定了随机误差的生成过程，才能判定SRF对PRF拟合的是好是坏。