计量经典回归模型中几个基本问题的思考

The Reflection on Several Basic Questions on the Classical Linear Regression Model

众多计量经济学文献在经典线性回归模型的基本结论的推演中,对OLS矩阵结果的相关依据、矩阵(XTX)-1的存在性、高斯-马尔科夫定理中的有效性等方面,或过简,或不够精准,或有瑕疵.作者就这几个基本问题作一探讨.

In the derivation of the basic theory of the classical linear regression model in lots of econometric documents, the matrix result of the multiple linear regression model, the exist of the matrix （X^TX）^ -1, Gauss-Markov theorem etc, are too simple , or defective, or lack of precision. It is necessary to explore these questions in depth.