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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Specification (regression) ： ウィキペディア英語版 Specification (regression) In regression analysis specification is the process of developing a regression model. This process consists of selecting an appropriate functional form for the model and choosing which variables to include. For instance, one may specify the functional relationship $y\; =\; f(s,x)$ between personal income $y$ and human capital in terms of schooling $s$ and on-the-job experience $x$ as:〔This particular example is known as Mincer earnings function.〕 :$$ \ln y = \ln y_ + \rho s + \beta_1 x + \beta_2 x^2 + \epsilon where $\backslash epsilon$ is the unexplained residual that is supposed to be independent and identically distributed. If assumptions of the regression model are correct, the least squares estimates of the parameters $\backslash rho$ and $\backslash beta$ will be efficient unbiased. Hence specification diagnostics usually involves testing the first to fourth moment of the residuals. ==Specification error and bias== Specification error occurs when an independent variable is correlated with the error term. There are several different causes of specification error: *incorrect functional form *a variable omitted from the model may have a relationship with both the dependent variable and one or more of the independent variables (omitted-variable bias);〔(Untitled )〕 *an irrelevant variable may be included in the model *the dependent variable may be part of a system of simultaneous equations (simultaneity bias) *measurement errors may affect the independent variables. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Specification (regression)」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.