Definition
Interpretation
When is there a causal interpretation
Conditional mean independence assumption(外生性假设):The explanatory variable must not contain information about the mean of the unobserved factors(举例理解很重要)x里面不含有任何关于u的均值信息
比如:”牛奶致癌“这个因果探究中,u里面,如果包含经济条件,那么会影响牛奶购买量,饮食习惯会影响喝牛奶也会影响癌症发生,那么就不满足这个假设
The conditional mean independence assumption implies that
Population regression function (PRF)→大样本、均值
This means that the average value of the dependent variable can be expressed as a linear function of the explanatory variable
在conditional mean下,公式满足
重点回顾
区分error terms和residuals(事前事后)
了解β0和β1,β0hat和β1hat怎么来的,含义怎么解释