ECONOMETRIC_MODELS_with_MATLAB.pdf下载

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.