文件名称:ECONOMETRIC_MODELS_with_MATLAB.pdf
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更新时间:2022-06-06 04:17:57
计量经济
用MATLAB做计量分析。 Regression is the process of fitting models to data. The models must have numerical responses. For models with categorical responses, see “Parametric Classification” on page 14-2 or “Supervised Learning (Machine Learning) Workflow and Algorithms” on page 15-2. The regression process depends on the model. If a model is parametric, regression estimates the parameters from the data. If a model is linear in the parameters, estimation is based on methods from linear algebra that minimize the norm of a residual vector. If a model is nonlinear in the parameters, estimation is based on search methods from optimization that minimize the norm of a residual vector.