计量经济学精要第四版课后习题答案.doc.pdf

5.14（1） Y 对 X，即Dependent Variable: YMethod: Least SquaresDate: 11/13/17Time: 20:58Sample: 1971 1987Included observations: 17VariableXCR-squaredCoefficient0.26087838.96907Std. Error0.0166643.856351t-Statistic15.6549010.10517Prob.0.00000.000096.4117619.722166.1231096.2211346.1328530.629301 b b XYi12i0.942325 Mean dependent var0.938480 S.D. dependent var4.891751 Akaike info criterion358.9385 Schwarz criterion-50.04642 Hannan-Quinn criter.245.0760 Durbin-Watson stat0.000000Adjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)y 38.96900.2609xtt (10.105)(15.655)2r 0.9423（2） b b InXInY 对 InX，即InYi12iCoefficient1.4040510.588965Std. Error0.1568130.029317t-Statistic8.95364920.08981Prob.0.00000.00004.5478480.213165-3.407698-3.309673-3.3979540.734161Dependent Variable: LNYMethod: Least SquaresDate: 11/13/17Time: 21:40Sample: 1971 1987Included observations: 17VariableCLNXR-squared0.964166 Mean dependent var0.961777 S.D. dependent var0.041675 Akaike info criterion0.026052 Schwarz criterion30.96543 Hannan-Quinn criter.403.6007 Durbin-Watson stat0.000000Adjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)ln y 1.40410.5890lnxtt (8.954)(20.090)2r 0.9642（3） b b XInY 对 X，即InYi12iDependent Variable: LNYMethod: Least SquaresDate: 11/13/17Time: 21:42Sample: 1971 1987Included observations: 17VariableCXR-squaredCoefficient3.9315780.002799Std. Error0.0464300.000201t-Statistic84.6776413.94972Prob.0.00000.00004.5478480.213165-2.715956-2.617930-2.7062120.5291320.928433 Mean dependent var0.923662 S.D. dependent var0.058896 Akaike info criterion0.052031 Schwarz criterion25.08562 Hannan-Quinn criter.194.5946 Durbin-Watson stat0.000000Adjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)ln y 3.93160.0028Xtt (84.678)(13.950)2r 0.9284（4）b b InXY 对 InX，即Yi12iCoefficient-192.966154.21257Std. Error16.380003.062278t-Statistic-11.7805917.70335Prob.0.00000.000096.4117619.722165.8898245.9878495.8995680.610822Dependent Variable: YMethod: Least SquaresDate: 11/13/17Time: 21:43Sample: 1971 1987Included observations: 17VariableCLNXR-squared0.954325 Mean dependent var0.951280 S.D. dependent var4.353186 Akaike info criterion284.2535 Schwarz criterion-48.06350 Hannan-Quinn criter.313.4086 Durbin-Watson stat0.000000Adjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)Y 192.966154.2126lnXtt (11.781)(17.703)2r 0.95421234B 解释个回归结果Ytt 38.9690(10.105)0.2609Xt(15.655)R2 0.9424lnYtt lnYtt 1.4041(8.954)3.9316(84.678)192.9661(11.781)0.5890ln Xt(20.090)0.0028Xt(13.950)R2 0.9642R2 0.9284Ytt 54.2126Xt(17.703)R2 0.9543解：1.1Y斜率说明 X 每变动一个单位，Y 的绝对变动量；XY /Y E斜率便是弹性系数；2.1X / XY /Y斜率表示 X 每变动一个单位，Y 的均值的瞬时增长率；3.1X4,.1Y斜率表示 X 的相对变化对 Y 的绝对量的影响。X / XC 对每一个模型求 Y 对 X 的变化率Y 0.2609；2.YY 0.5890Y；解解：1.11XXXXY/ X 54.2126/ X.Y 0.0028Y;4.Y11XX3.D 对每一个模型求 Y 对 X 的弹性，对其中的一些模型，求Y 对 X 的均值弹性。解：解：1.E Y /YX 0.2609X;1X / XYYX220.19 0.2609 0.5959Y96.41176均值弹性=0.26092.E Y /Y 0.5890;1X / XY /Y X 0.0028X;1X / X3.E 均值弹性=0.0028 X 0.0028220.19 0.61654.E Y /Y/Y 54.2126/Y.1X / X11 54.2126 0.5623.Y96.41176均值弹性=0.2609E 根据这些回归结果，你将选择那个模型？为什么？解：解：无法判断，因为只有当模型的解释变量的类型相同时，才可比较拟合优度检验数R，对模型的选择还取决于模型的用途。25.15a.解释 B 的含义1/Y=0.013031987405+8.33170838469e-05*X b.求 Y 对 X 的变化率 dy/dx=-B2/（B1+B2X1）当 X 取均值 X=38.9 时，该导数为-0.3146 c.求 Y 对 X 的弹性弹性=dy/dx*（X/Y） X=38.9 Y=63.9均值弹性为-0.1915 d.用相同的数据，估计回归模型Y=55.487175294+112.179692919*1/X e.能否比较两个模型的 r 值？为什么？不能，因为两个模型中的解释变量不同 f.如何判定哪一个模型更好？除非知道 X,Y 分别代表什么，否则无法判断。