{"id":928,"date":"2023-07-28T07:07:38","date_gmt":"2023-07-28T07:07:38","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e5%b7%a5%e5%85%b7%e5%8f%98%e9%87%8f\/"},"modified":"2023-07-28T07:07:38","modified_gmt":"2023-07-28T07:07:38","slug":"%e5%b7%a5%e5%85%b7%e5%8f%98%e9%87%8f","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e5%b7%a5%e5%85%b7%e5%8f%98%e9%87%8f\/","title":{"rendered":"\u5de5\u5177\u53d8\u91cf\uff1a\u5b9a\u4e49\u548c\u793a\u4f8b"},"content":{"rendered":"<hr>\n<p><span style=\"color: #000000;\">\u901a\u5e38\uff0c\u5728\u7edf\u8ba1\u5b66\u4e2d\uff0c\u6211\u4eec\u8bd5\u56fe\u4f30\u8ba1\u4e00\u4e2a\u53d8\u91cf\u5bf9\u53e6\u4e00\u4e2a\u53d8\u91cf\u7684\u5f71\u54cd\u3002\u4f8b\u5982\uff0c\u6211\u4eec\u53ef\u80fd\u60f3\u77e5\u9053\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u5b66\u4e60\u65f6\u95f4\u5982\u4f55\u5f71\u54cd\u8003\u8bd5\u6210\u7ee9\uff1f<\/span><\/li>\n<li><span style=\"color: #000000;\">\u67d0\u79cd\u836f\u7269\u5982\u4f55\u5f71\u54cd\u8840\u538b\uff1f<\/span><\/li>\n<li><span style=\"color: #000000;\">\u538b\u529b\u5982\u4f55\u5f71\u54cd\u5fc3\u7387\uff1f<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u5728\u6bcf\u79cd\u60c5\u51b5\u4e0b\uff0c\u6211\u4eec\u90fd\u60f3\u4e86\u89e3\u9884\u6d4b\u53d8\u91cf\u662f\u5426\u5f71\u54cd<a href=\"https:\/\/statorials.org\/cn\/\u53d8\u91cf\u89e3\u91ca\u6027\u53cd\u5e94\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u54cd\u5e94\u53d8\u91cf<\/a>\u3002\u7136\u800c\uff0c\u901a\u5e38\u8fd8\u6709\u5176\u4ed6\u53d8\u91cf\u5f71\u54cd\u4e24\u4e2a\u53d8\u91cf\u4e4b\u95f4\u7684\u5173\u7cfb\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u5047\u8bbe\u6211\u4eec\u4f7f\u7528\u67d0\u79cd\u836f\u7269\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\uff0c\u8840\u538b\u4f5c\u4e3a\u54cd\u5e94\u53d8\u91cf\u3002\u6211\u4eec\u53ea\u5173\u5fc3\u836f\u7269\u5bf9\u8840\u538b\u7684\u5f71\u54cd\uff1a<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9826 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/variable-instrumentale1.png\" sizes=\"auto, \" srcset=\"\" alt=\"\" width=\"396\" height=\"134\"><\/p>\n<p><span style=\"color: #000000;\">\u7136\u800c\uff0c\u5176\u4ed6\u53d8\u91cf\uff0c\u5982\u953b\u70bc\u65f6\u95f4\u3001\u4e00\u822c\u996e\u98df\u548c\u538b\u529b\u6c34\u5e73\u4e5f\u4f1a\u5f71\u54cd\u8840\u538b\uff1a<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9827 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/variable-instrumentale2.png\" sizes=\"auto, \" srcset=\"\" alt=\"\" width=\"378\" height=\"169\"><\/p>\n<p><span style=\"color: #000000;\">\u56e0\u6b64\uff0c\u5982\u679c\u6211\u4eec\u4f7f\u7528\u836f\u7269\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u3001\u8840\u538b\u4f5c\u4e3a\u54cd\u5e94\u53d8\u91cf\u8fdb\u884c<a href=\"https:\/\/statorials.org\/cn\/\u7ebf\u6027\u56de\u5f521\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u7b80\u5355\u7684\u7ebf\u6027\u56de\u5f52<\/a>\uff0c\u6211\u4eec\u4e0d\u80fd\u786e\u5b9a<a href=\"https:\/\/statorials.org\/cn\/\u5982\u4f55\u89e3\u91ca\u56de\u5f52\u7cfb\u6570\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u56de\u5f52\u7cfb\u6570<\/a>\u80fd\u5426\u51c6\u786e\u5730\u6355\u6349\u836f\u7269\u5bf9\u8840\u538b\u7684\u5f71\u54cd\uff0c\u56e0\u4e3a\u5916\u90e8\u56e0\u7d20\uff08\u8fd0\u52a8\u3001\u996e\u98df\u3001\u538b\u529b\u7b49\uff09\u4e5f\u53ef\u80fd\u53d1\u6325\u4f5c\u7528\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u89e3\u51b3\u8fd9\u4e2a\u95ee\u9898\u7684\u4e00\u79cd\u53ef\u80fd\u7684\u65b9\u6cd5\u662f\u4f7f\u7528<strong>\u5de5\u5177\u53d8\u91cf<\/strong>\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4ec0\u4e48\u662f\u5de5\u5177\u53d8\u91cf\uff1f<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\"><strong>\u5de5\u5177\u53d8\u91cf<\/strong>\u662f\u5f15\u5165\u56de\u5f52\u5206\u6790\u7684\u7b2c\u4e09\u4e2a\u53d8\u91cf\uff0c\u5b83\u4e0e\u9884\u6d4b\u53d8\u91cf\u76f8\u5173\uff0c\u4f46\u4e0e\u54cd\u5e94\u53d8\u91cf\u4e0d\u76f8\u5173\u3002\u4f7f\u7528\u6b64\u53d8\u91cf\uff0c\u53ef\u4ee5\u4f30\u8ba1\u9884\u6d4b\u53d8\u91cf\u5bf9\u54cd\u5e94\u53d8\u91cf\u7684\u771f\u5b9e\u56e0\u679c\u6548\u5e94\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4f8b\u5982\uff0c\u5047\u8bbe\u6211\u4eec\u60f3\u8981\u4f30\u8ba1\u67d0\u79cd\u836f\u7269\u5bf9\u8840\u538b\u7684\u5f71\u54cd\uff1a<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9826 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/variable-instrumentale1.png\" sizes=\"auto, \" srcset=\"\" alt=\"\" width=\"396\" height=\"134\"><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u53ef\u4ee5\u5728\u6b64\u56de\u5f52\u5206\u6790\u4e2d\u4f7f\u7528\u7684\u5de5\u5177\u53d8\u91cf\u7684\u4e00\u4e2a\u793a\u4f8b\u662f\u4e2a\u4eba\u4e0e\u836f\u623f\u7684\u63a5\u8fd1\u7a0b\u5ea6\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8fd9\u79cd\u201c\u90bb\u8fd1\u201d\u53d8\u91cf\u53ef\u80fd\u4e0e\u4e2a\u4eba\u662f\u5426\u670d\u7528\u76f8\u5173\u836f\u7269\u9ad8\u5ea6\u76f8\u5173\uff0c\u56e0\u4e3a\u5982\u679c\u4e2a\u4eba\u4e0d\u4f4f\u5728\u836f\u623f\u9644\u8fd1\uff0c\u4ed6\u4eec\u9996\u5148\u5c31\u65e0\u6cd5\u83b7\u5f97\u8be5\u836f\u7269\u3002<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9831 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/variable-instrumentale3.png\" sizes=\"auto, \" srcset=\"\" alt=\"\" width=\"399\" height=\"149\"><\/p>\n<p><span style=\"color: #000000;\">\u7136\u800c\uff0c\u201c\u90bb\u8fd1\u201d\u53d8\u91cf\u4e0d\u5e94\u4e0e\u8840\u538b\u6709\u4efb\u4f55\u76f8\u5173\u6027\u3002\u5b83\u4e0e\u8840\u538b\u7684\u552f\u4e00\u5173\u8054\u662f\u901a\u8fc7\u9884\u6d4b\u53d8\u91cf\u3002<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9832 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/variable-instrumentale4.png\" sizes=\"auto, \" srcset=\"\" alt=\"\u53ef\u53d8\u4e50\u5668\" width=\"400\" height=\"206\"><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u5b9e\u9645\u4f7f\u7528\u5de5\u5177\u53d8\u91cf\u7684\u65b9\u5f0f\u662f\u6267\u884c\u5de5\u5177\u53d8\u91cf\u56de\u5f52\uff0c\u6709\u65f6\u79f0\u4e3a<a href=\"https:\/\/en.wikipedia.org\/wiki\/Instrumental_variables_estimation#Interpretation_as_two-stage_least_squares\" target=\"_blank\" rel=\"noopener noreferrer\">\u4e24\u9636\u6bb5\u6700\u5c0f\u4e8c\u4e58\u56de\u5f52<\/a>\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5de5\u5177\u53d8\u91cf\u56de\u5f52<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u5de5\u5177\u53d8\u91cf\u56de\u5f52\uff08\u6216\u4e24\u9636\u6bb5\u6700\u5c0f\u4e8c\u4e58\u56de\u5f52\uff09\u4f7f\u7528\u4ee5\u4e0b\u65b9\u6cd5\u6765\u4f30\u8ba1\u9884\u6d4b\u53d8\u91cf\u5bf9\u54cd\u5e94\u53d8\u91cf\u7684\u5f71\u54cd\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u6b65\u9aa4 1\uff1a\u4f7f\u7528\u5de5\u5177\u53d8\u91cf\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u62df\u5408\u56de\u5f52\u6a21\u578b\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u5728\u6211\u4eec\u7684\u5177\u4f53\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u9996\u5148\u62df\u5408\u4ee5\u4e0b\u56de\u5f52\u6a21\u578b\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\">\u67d0\u4e9b\u836f\u7269 = B <sub>0<\/sub> + B <sub>1<\/sub> \uff08\u63a5\u8fd1\uff09<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7136\u540e\uff0c\u6211\u4eec\u5c06\u5f97\u5230\u67d0\u4e9b\u836f\u7269 (cd) \u7684\u9884\u6d4b\u503c\uff0c\u6211\u4eec\u5c06\u5176\u79f0\u4e3a cd <sub>hat<\/sub> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u6b65\u9aa4 2\uff1a\u4f7f\u7528 cd <sub>hat<\/sub>\u7684\u9884\u6d4b\u503c\u62df\u5408\u7b2c\u4e8c\u4e2a\u56de\u5f52\u6a21\u578b\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5c06\u62df\u5408\u4ee5\u4e0b\u56de\u5f52\u6a21\u578b\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8840\u538b = B <sub>0<\/sub> + B <sub>1<\/sub> (cd <sub>hat<\/sub> )<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5982\u679c\u53d1\u73b0cd <sub>hat<\/sub>\u7684\u56de\u5f52\u7cfb\u6570\u5177\u6709\u7edf\u8ba1\u663e\u7740\u6027\uff0c\u90a3\u4e48\u6211\u4eec\u53ef\u4ee5\u8bf4\u8be5\u836f\u7269\u5bf9\u8840\u538b\u5b58\u5728\u56e0\u679c\u4f5c\u7528\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u4e4b\u6240\u4ee5\u53ef\u4ee5\u8fd9\u6837\u8bf4\uff0c\u662f\u56e0\u4e3a\u6211\u4eec\u53ea\u4f7f\u7528\u201c\u90bb\u8fd1\u5ea6\u201d\u8fd9\u4e2a\u672f\u8bed\u6765\u521b\u5efa CD <sub>Hat<\/sub> \uff0c\u5e76\u4e14\u6211\u4eec\u77e5\u9053\u90bb\u8fd1\u5ea6\u4e0d\u5e94\u8be5\u4e0e\u8840\u538b\u76f8\u5173\uff0c\u7b2c\u4e8c\u9636\u6bb5\u56de\u5f52\u4e2d\u7684\u4efb\u4f55\u663e\u7740\u76f8\u5173\u6027\u90fd\u53ef\u80fd\u5f52\u56e0\u4e8e\u67d0\u79cd\u836f\u7269\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u4f7f\u7528\u5de5\u5177\u53d8\u91cf\u7684\u6ce8\u610f\u4e8b\u9879<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u4ec5\u5f53\u5de5\u5177\u53d8\u91cf\u6ee1\u8db3\u4ee5\u4e0b\u6761\u4ef6\u65f6\u624d\u5e94\u4f7f\u7528\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u5b83\u4e0e\u9884\u6d4b\u53d8\u91cf\u5bc6\u5207\u76f8\u5173\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5b83\u4e0e\u54cd\u5e94\u53d8\u91cf\u4e0d\u76f8\u5173\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5b83\u4e0e\u6a21\u578b\u4e2d\u6392\u9664\u7684\u5176\u4ed6\u53d8\u91cf\u4e0d\u76f8\u5173\uff08\u4f8b\u5982\uff0c\u63a5\u8fd1\u5ea6\u4e0e\u8fd0\u52a8\u3001\u996e\u98df\u6216\u538b\u529b\u4e0d\u76f8\u5173\uff09\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u5982\u679c\u5de5\u5177\u53d8\u91cf\u4e0d\u6ee1\u8db3\u6b64\u6807\u51c6\uff0c\u5219\u4e0d\u5e94\u5728\u56de\u5f52\u6a21\u578b\u4e2d\u4f7f\u7528\u5b83\uff0c\u56e0\u4e3a\u5b83\u53ef\u80fd\u4f1a\u4ea7\u751f\u4e0d\u53ef\u9760\u4e14\u6709\u504f\u5dee\u7684\u7ed3\u679c\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u901a\u5e38\uff0c\u5728\u7edf\u8ba1\u5b66\u4e2d\uff0c\u6211\u4eec\u8bd5\u56fe\u4f30\u8ba1\u4e00\u4e2a\u53d8\u91cf\u5bf9\u53e6\u4e00\u4e2a\u53d8\u91cf\u7684\u5f71\u54cd\u3002\u4f8b\u5982\uff0c\u6211\u4eec\u53ef\u80fd\u60f3\u77e5\u9053\uff1a \u5b66\u4e60\u65f6\u95f4\u5982\u4f55\u5f71\u54cd\u8003\u8bd5\u6210\u7ee9\uff1f  [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-928","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u5de5\u5177\u53d8\u91cf\uff1a\u5b9a\u4e49\u548c\u793a\u4f8b - Statory<\/title>\n<meta name=\"description\" content=\"\u5de5\u5177\u53d8\u91cf\u7684\u7b80\u5355\u4ecb\u7ecd\uff0c\u5305\u62ec\u5b9a\u4e49\u548c\u51e0\u4e2a\u793a\u4f8b\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/\u5de5\u5177\u53d8\u91cf\/\" \/>\n<meta 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