Tus qauv Misspecified yog dab tsi?
Tus qauv Misspecified yog dab tsi?

Video: Tus qauv Misspecified yog dab tsi?

Video: Tus qauv Misspecified yog dab tsi?
Video: Tus no yog dab tsi 2024, Kaum ib hlis
Anonim

Model Tsis Specification yog qhov twg qauv koj ua nrog regression tsom xam yog yuam kev. Hauv lwm lo lus, nws tsis suav rau txhua yam nws yuav tsum tau ua. Cov qauv uas yog yuam kev tuaj yeem muaj cov coefficients tsis zoo thiab cov ntsiab lus yuam kev, thiab zoo li muaj kev kwv yees tsis zoo.

Ntxiv mus, daim ntawv ua haujlwm Misspecification yog dab tsi?

A functional form misspecification feem ntau txhais tau hais tias tus qauv tsis suav rau qee qhov tseem ceeb nonlinearities. Nco qab tias tshem tawm qhov sib txawv tseem ceeb kuj yog tus qauv yuam kev . Feem ntau functional form misspecification ua rau. bias nyob rau hauv seem parameter estimators.

Tom qab ntawd, lo lus nug yog, daim ntawv ua haujlwm txhais li cas? A daim ntawv ua haujlwm hais txog algebraic daim ntawv ntawm ib qho kev sib raug zoo ntawm ib qho kev sib txawv thiab cov regressors los yog piav qhia txawv txawv. Lwm yam tseem ceeb cov ntaub ntawv ua haujlwm nyob rau hauv regression tsom xam muaj xws li: Semi-log.

Tsis tas li cov lus nug yog, tus qauv specification hauv kev tshawb fawb txoj kev yog dab tsi?

Qauv specification yog hais txog cov lus piav qhia ntawm cov txheej txheem uas qhov sib txawv ntawm qhov sib txawv yog tsim los ntawm cov hloov pauv ywj pheej. Yog li, nws suav nrog kev xaiv ntawm kev ywj pheej (thiab vam khom) hloov pauv, nrog rau daim ntawv ua haujlwm txuas cov kev ywj pheej hloov pauv mus rau qhov sib txawv.

Kev ntsuam xyuas tshwj xeeb yog dab tsi?

A xeem specification yog a specification ntawm qhov twg xeem suites thiab xeem rooj plaub yuav khiav thiab qhov twg yuav hla. A xeem specification tuaj yeem pab pawg ob peb xeem rooj plaub rau hauv conf rooj plaub nrog init thiab tu lub luag haujlwm (saib nqe lus hais txog kev teeb tsa hauv qab).

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