• 2022-11-02
     设某联立方程模型的第 1个随机方程为[tex=8.929x1.214]omW94IETGTL9jPlpmuLfbEgxJOrQXEk5srs0YgaSFLHD3OxIoULWKeXS2x5ezGMiLopoZlP2l5GP5ITXhXycnkY1wXybwohVRDv4kWBZOZ0OeXkB4bU2XzTKDG5IGnNtTGLkVngSGhiSdBmxFbCWkJHTYZlx6UwsZVOeTjo6mdI=[/tex]其中,[tex=1.071x1.214]hYGxNzBBBuBP6FtZSjdF28xb0excp6TIY6+KvyjcFlY=[/tex]为该方程所含的内生解释变量行向量,[tex=1.357x1.214]ZL4OSwbgka8hhT6CpJpo0QLsJa5fR+aHSyRpXVRvOIk=[/tex]为该方程所含的先决变量行向量。[tex=3.143x1.214]U9s0BBfTC9alh/yBPBgczl8H0NcbkCCwvYxGOSx3SfvkeAzolpU3EA89t1CBYI+OTG1gG1c1vQY3eWW58WUBEg==[/tex]为对应的参数列向量。在-一个样本容量为n的样本下,可写出如下矩阵的形式[tex=13.286x2.786]hYGxNzBBBuBP6FtZSjdF22MIJkfZvGW1LX5DZghGOUD2SukAiSXVQmJdnK7ycdwNOJNsFpz22V2pQgpxUTljUj51zhdf3Yp9UNK7/2K8Z/aNR/M+cikfoCQPCQo4Kzff3lA3mCjdiFfTWTbI/gS+kxz8xDnFgcYRZz1UoGQ756QpIii1vwtOtQKeDYdOPndIXyDgn543zUZjYheDYon6QB922YyHagw/TUccbzjBS+Pm6mGKmeuM4fx227VeoZcz8yakhU4LjwDgYFKjTSWJvRXVv55lwYeUAiBPHRhoipbx0hl7XmzdTY65dkGaXhWD3QZwZz/y7MbXfXtXcd3Qxg==[/tex]试推导出如下间接最小二乘估计法的表达式[tex=16.071x3.571]yZSoi3OqRDHA0jMpBBfkra2QPZ6L6fYaDdLngdqh5xTkk4D1iEpzmCWV84EoJr/gtWdn7JwpwuqMUYmXL5uz9rI6eR9dZO5B/uxCkJjqBk5XX4xqfS0ry/C6IlLUOrdfheCVOIXCi7kGn2wy8Z24ZMtpRqcdkdAXzmb0h8c7zi+TocVSEzBM6c0DbuRH3M6VmR0UA48gzD/BW1UOKjeHooqz+cg1Og+qUWaZABpT6AmNFyuTvnJdONpAl3PfLZUMNk28IWo8qkmJRkPE8M1ufIQLQjv7eE5tTHFwQpRpmWOuS91ZJpYAwrXU0c0S2Zcg4YAXzSJi6NCn/h+fEzOfjmG64HimJS0prOi6PA7rWNrHOu4b39ZnOybnjU6aj8f4UV6YGg99ml0Go03e0WnzFA==[/tex]其中,X为联立方程模型全部先决变量在容量为n的样本下组成的nxk阶矩阵。
  • 解答在容量为n 的样本下,记原联立方程模型的结构式为[tex=12.071x1.286]hYGxNzBBBuBP6FtZSjdF23mWnocbsLALefGSJdbkpwZumOF4eQkhri3vzsuSVl3GgFiShkkaA4sXPBs8UezD/AO+ezSr+rRNj/XclaVRMcian7aEyx3HcM7ieyEbl/M9hxEeicf4KcYdibNWlWMXjUoCj8K0EBtLK+gsWCcnrVkoqREdz9knRlW/dZ5Nb3dXBFA1WQlfAoTnpuqAbfIkZg==[/tex]记该模型的简化式为[tex=9.714x1.286]hYGxNzBBBuBP6FtZSjdF20uhCYHI98Ls1JOTBW0JtjeoGUSF6pTTr6AtfQmCZeLJeqAzBqB8//glxEMZh3hhVpXTy3jpGQBvxwHT1RtDZ7PSHf2/bVTCQRoG96JeID1KLdLdSFHnbaPHW89cP7lo8Q==[/tex]这两个式子的参数关系体系为[tex=7.071x1.286]cEFOU2yBF7q2L2bkRAGUU8HY8qctFFpNR3M31swBqtdyxL2HSKZLrCHEnXs22uownn9A1tAr1iy9JeDtfLUjnZJHi45mHfSPNo4IZF2CGD43prRIrRgEVUAHQmq5dsqKnR/Nda0E3SCXbgPIWqonFw==[/tex]于是,考虑到第1个方程时,有如下参数关系式[tex=17.286x4.214]vKKTuoUpUKtiTugkANrDORS7U+QGeVvezV2VvIHe88G5bvtHJEXMDg16F9kfMUSHePielGHVE0bm/LpAX9NL6Rl5RRjGSHlsZyV4hKSZtwPLJ2af1M1oWiQ0HwGdkwBtPvUsfoIScs053sdRyqOUViu5yn/jgOpMZKP4lbM74CfQHjQ6om/yx17JUBlrIcBMcFxTT3LLA2NKHN4+AOBoVhay5lgEOc8B4QBaaDZUlN0hXvZPtkCoEF6/HcZwnPgn/Eo3a56UVkAteWij4TwLSGUM+FR3bHODhYX1KIgirwS2V5Uhq0IdRW3gfxkUeL+s23sMkEgBru4ok6qgcKIX0f0RRRkYVdabm0frFU3/BDzxUlk0VJB46aofISQZ3tA5u1YJhEyz1uA18it3PKD2ag==[/tex]记简化式模型参数的OLS估计为[tex=20.357x2.214]4emANyv3A6IY6qap3003c1LGp988pCLwfArde1rJAnMbCi8PUe/TNcwW3zukYy092Ih9juVKA6xA6aYsVu90nN0B3bXq0m8VfuxCvnXV0Lx2xJEuu8QNVsSuZ4Kn1R4R1WceTxA5Woa3tYdIZ4oBDN/+tK2bGiaSslX1e3kdbZRcp3L0WgxN716DtH6WdmRzKAV+vWCaSmwqS6tWlNjfQ/u5N8xxqcX20gsARofHl1D/hzaEckNB8oi3MCJpGBVrn3BSfJtQRlbHIHjARAMotu5IRuhQsFzyu/l+mzClizWXneUSsOyEVvCWhzsVvfSjNqLg8SrNcTDCNTK4m4w0unWfINgwLPTfzBNCxvxav65uitdBwqNVwSkSuFOG6gLH[/tex]其中,[tex=1.071x1.214]hYGxNzBBBuBP6FtZSjdF28XhJUnxklR68SkTCDUjwso=[/tex]为第1个方程的被解释变量在n个观测值下组成的列向量,[tex=1.071x1.214]hYGxNzBBBuBP6FtZSjdF28xb0excp6TIY6+KvyjcFlY=[/tex]为第1个方程中所包含的内生解释变量组成的[tex=4.429x1.357]mOU824O5EAILMbW236ZsmH/O8aQux0h9MZrTopIuYOY=[/tex]阶矩阵,[tex=2.071x1.357]jakS20uaXrJZK6aSyAuqigS8VtWDYU+AhT25okpq8ZfVaEhuEXxJKmz2gd9lNtme[/tex]为第1个方程中所不包含的内生解释变量组成的[tex=4.429x1.357]mOU824O5EAILMbW236ZsmH/O8aQux0h9MZrTopIuYOY=[/tex]阶矩阵。将该简化式参数估计式代入上述只考虑第1个方程的参数关系式,得[tex=32.429x4.214]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[/tex]于是有[tex=31.0x3.357]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[/tex]即[tex=32.0x3.357]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[/tex]或[tex=32.0x3.357]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[/tex]作如下变换[tex=16.143x7.857]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[/tex]其中,[tex=1.357x1.214]ZL4OSwbgka8hhT6CpJpo0QLsJa5fR+aHSyRpXVRvOIk=[/tex]为第1个方程所包含的先决变量组成的矩阵,[tex=1.357x1.357]ZL4OSwbgka8hhT6CpJpo0bLv2+G6V0eDmOWJrA2Bwhk=[/tex]为第1个方程所不包含的先决变量组成的矩阵。于是有[tex=22.0x1.571]cDjW/IK4RgRaRuO86g4KRwcoprc0SsGcwOIUGH+Py1w4JGhGOcT2A1KNs+5AGSR0ZdjSon6jJn9p3StRXR39PkWucbRCzBjFWNj4Tar9Q62xu9vSML4K6YGhS50fzEHHUewE/patxi07KJTY0SrC/5Nwn4Suf2i6O2U/I91QHeQCBA22bH0HJRFhJ1lZ/J9+5pUUwyP6lnrrq4xXS1jT4JL2FK/9+UdGC01HO9GRQJI=[/tex]或[tex=12.0x4.143]QjZ2ICrVLvK4CDDDKJHDOC6wBwKz29lEVSSOzi4XDwMYdPFxBxxttlRkdQyT4pDrn+Mla6o0Iac3tELQuN/HmUjLGewwhytkzJ/PWL/lN2/B0Kb634FMO/S81g9aomSHtry1G8Dce9V/qhSnZ+exayP+XJ3Nyn9gt/v/brbqxXnnCg432hyOd9JBHeAENqcNFfck5l8g4eeSS7L0Q1ShE9gGoiIX8kSqCMAcRCJAsBcwFEHSYiG9q2eH0zbMabWJ[/tex]于是得第1个方程的参数估计[tex=15.643x3.357]075gCzZzsMRb6HYXYk9X9y4HsiHxSpvzShjjDzWLHKHS61hBxwsxH8WA2nP4f0QKCpL6gsPV185NM5xNUrquDchSdwfRb94Co60IFdoleXfp8AcY2AaT290jLAJIoRQIlpvVFsWFbxi9klJO+nY+KKEwAjMuHwY/3wOoCv3TzJF/dbyEtyaEkpuwle7VM7qdx+DRB0PbZUKZZiARuAW9QUmgaYV7StDQ1UR+oCPU+g1uKvaft/ZiHXKaFl78FXcdH8jC9zVRv9+5+rZlOoZFkDTP3T0/0c0Aq52oBEqh+PrNZCp5R/RlgWTGm5+AFKZpSwJYpkFLkpIesuA+xYGfhq/bxRpLK4dm31ZKkBAurFnBnzth0295JLXXiwXXdDjj[/tex]该式是在估计出简化式参数立后,通过参数关系体系解出的结构式参数,因此是间接最小二乘法的估计结果。显然,该结果可看成以联立方程全部先决变量X为第1个方程的内生解释变量[tex=1.071x1.214]hYGxNzBBBuBP6FtZSjdF28xb0excp6TIY6+KvyjcFlY=[/tex]与先决变量[tex=1.357x1.214]ZL4OSwbgka8hhT6CpJpo0QLsJa5fR+aHSyRpXVRvOIk=[/tex]的工具变量,运用工具变量法对[tex=13.071x2.786]hYGxNzBBBuBP6FtZSjdF22MIJkfZvGW1LX5DZghGOUD2SukAiSXVQmJdnK7ycdwNN4Rg4hBG2xohWD/bEKeQonDsqkuXMQULK01KZu0AqY0Y+ZmmBQju5BMZ2YeFLrNF68So5k5E1dGuhjiNP44P59kvAh7oTocDbv9hmpFU2KLIyRxMO9KMU3SRVaXkf8svvwlW3lwMg0WIWjZZbjIIoMS5mrIVUhAcUKXryFWyYX2VVzbKHtkM9nyGq6/9qvOr1LuhLWw6THCoUmpkP4/REWQS0GS5Ch8vasoTVw5ljdE=[/tex]进行工具变量法估计的结果。

    内容

    • 0

      下面语句的输出结果是?range(len('HelloWorld')) A: [1, 1, 2, 3, 4, 5, 6, 7, 8, 9, 11] B: 11 C: [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10] D: [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11]

    • 1

      下面是图的拓扑排序的是?(多选)[img=340x240]1802faef6ebcc2a.png[/img] A: 2 8 0 7 1 3 5 6 4 9 10 11 12 B: 2 8 7 0 6 9 11 12 10 1 3 5 4 C: 8 2 7 3 0 6 1 5 4 9 10 11 12 D: 8 2 7 0 6 9 10 11 12 1 3 5 4

    • 2

      list(range(-1,10,2)) A: [0, 2, 4, 6, 8, 10] B: [-1, 1, 3, 5, 7, 9] C: [0, 2, 4, 6, 8]

    • 3

      设DES加密算法中的一个S盒为: 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 0 1 2 3 14 4 13 1 2 15 11 8 3 10 6 12 5 9 0 7 0 15 7 4 14 2 13 1 10 6 12 11 9 5 3 8 4 1 14 8 13 6 2 11 15 12 9 7 3 10 5 0 15 12 8 2 4 9 1 7 5 11 3 14 10 0 6 13 若给定输入为101101,则该S盒的输出的二进制表示为

    • 4

      已知a=[1 2 3; 4 5 6; 7 8 9],执行命令:a([3,1],:)=a([1,3],:),a将变为( )。 A: [4 5 6;4 5 6;4 5 6] B: [7 8 9;4 5 6;1 2 3] C: [2 2 2;5 5 5;8 8 8] D: [3 2 1;6 5 4;9 8 7]