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关于FRM quantitative analysis的两个问题

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~~~

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

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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

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谢谢帮助,但我看不见你贴的两张图。。。

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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

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