m*****8
发帖数: 27 | 1 对于simple linear regression,y(i)=E(Y|X=x(i)).
One of the assumptions concerning the errors is
E(e(i)|x(i))=0, so if we draw a scatteplot of the e(i) versus x(i),we would
have null scatterplot, with no patterns.
问题是为什么要做这样一个假设，E(e(i)|x(i))=0说明e(i)和x(i)没有correlation吗
？如果是的话，怎么推出来的呢？谢谢! | e*n
发帖数: 1511 | 2 这是统计问题。
跟高斯马尔科夫条件有关吧。
would
【在 m*****8 的大作中提到】
: 对于simple linear regression,y(i)=E(Y|X=x(i)).
: One of the assumptions concerning the errors is
: E(e(i)|x(i))=0, so if we draw a scatteplot of the e(i) versus x(i),we would
: have null scatterplot, with no patterns.
: 问题是为什么要做这样一个假设，E(e(i)|x(i))=0说明e(i)和x(i)没有correlation吗
: ？如果是的话，怎么推出来的呢？谢谢!
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