Formulario Ec

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Formulario Ec

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Manuel Lagos

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FORMULARIO ECONOMETRA

PARCIAL 15 MAY0 2012

(XX)1XY
2 (XX)1

SE / k 1
SR / T k

T k R2
k 1 1 R2
1

T 1
1 R2 )
(
T k

YY XY

2 x0 ( XX)1 x0

()

n
R b Rvar R

( R b)

((R*be-b)'*inv(R*varb*R')*(R*be-b))/q

SR ( SR1 + SR2 ) T 2k
SR1 + SR2
k

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