《计量经济学导论》读书笔记（三 A）(12)

至于过原点估计，也和简单回归分析基本是一样的，在这里就直接摘抄原文了。
One serious drawback with regression through the origin is that, if the intercept in the population model is different from zero, then the OLS estimators of the slope parameters will be biased. The bias can be severe in some cases. The cost of estimating an intercept when is truly zero is that the variances of the OLS slope estimators are larger.

(实际上不过原点，估计它过原点会导致斜率估计量有偏；实际上过原点，估计它不过原点会导致斜率估计量方差变大)
3-3、OLS估计量的期望值
正如你年轻时学简单线性回归（SLR）的期望时一样，我们要对多元线性回归（multiple linear regression, MLR）模型做几个假设。