关于FRM quantitative analysis的两个问题 的, 是, additional, explained, function

invic

1. Error term could possibly be explained by adding additional independent variables.这句话中的adding additional independent variables是什么意思？为什么error term可以被这个解释？
2. A linear regression function assumes that the equation must be linear in the coefficients but not necessarily the variables. 这句话是什么意思？
谢谢帮助~~~

badonkus

Would you take a look at Econometrics by Wooldridge, everything is explained clearly there.

tikfed

不知道对楼主的问题理解的对不对，
1. 增加变量，总能减小误差。平面不共线三点，用simple linear regression，会有error term；但如果是两个independent variables来回归的话，就可以得到正好经过这三点的线。
2. BT note有这么一页，应该可以解答你的问题  未命名.jpg (70.27 KB)
2011-2.b-Quantitative-Analysis

malbec

谢谢帮助，但我看不见你贴的两张图。。。

KungFuPanda

论坛的图挂了。。。Linear variable, nonlinear parameter: E(Y)=B_0 + (B_1)^2 * X_i
Nonlinear variable, linear parameter: E(Y)=B_0 + B_1 * (X_i)^2