计量经济学第三版庞皓课后习题答案.doc
《计量经济学第三版庞皓课后习题答案.doc》由会员分享,可在线阅读,更多相关《计量经济学第三版庞皓课后习题答案.doc(12页珍藏版)》请在得力文库 - 分享文档赚钱的网站上搜索。
1、精品文档,仅供学习与交流,如有侵权请联系网站删除第二章 简单线性回归模型2.1(1) 首先分析人均寿命与人均GDP的数量关系,用Eviews分析: Dependent Variable: Y Method: Least Squares Date: 12/27/14 Time: 21:00 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 56.64794 1.960820 28.88992 0.0000 X1 0.128360 0.027242 4.711834
2、0.0001 R-squared 0.526082 Mean dependent var 62.50000 Adjusted R-squared 0.502386 S.D. dependent var 10.08889 S.E. of regression 7.116881 Akaike info criterion 6.849324 Sum squared resid 1013.000 Schwarz criterion 6.948510 Log likelihood -73.34257 Hannan-Quinn criter. 6.872689 F-statistic 22.20138 D
3、urbin-Watson stat 0.629074 Prob(F-statistic) 0.000134 有上可知,关系式为y=56.64794+0.128360x1关于人均寿命与成人识字率的关系,用Eviews分析如下:Dependent Variable: Y Method: Least Squares Date: 11/26/14 Time: 21:10 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 38.79424 3.532079 10.98340
4、 0.0000 X2 0.331971 0.046656 7.115308 0.0000 R-squared 0.716825 Mean dependent var 62.50000 Adjusted R-squared 0.702666 S.D. dependent var 10.08889 S.E. of regression 5.501306 Akaike info criterion 6.334356 Sum squared resid 605.2873 Schwarz criterion 6.433542 Log likelihood -67.67792 Hannan-Quinn c
5、riter. 6.357721 F-statistic 50.62761 Durbin-Watson stat 1.846406 Prob(F-statistic) 0.000001 由上可知,关系式为y=38.79424+0.331971x2关于人均寿命与一岁儿童疫苗接种率的关系,用Eviews分析如下:Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 21:14Sample: 1 22Included observations: 22 Variable Coefficient Std. Error t-Statis
6、tic Prob. C 31.79956 6.536434 4.864971 0.0001X3 0.387276 0.080260 4.825285 0.0001 R-squared 0.537929 Mean dependent var 62.50000Adjusted R-squared 0.514825 S.D. dependent var 10.08889S.E. of regression 7.027364 Akaike info criterion 6.824009Sum squared resid 987.6770 Schwarz criterion 6.923194Log li
7、kelihood -73.06409 Hannan-Quinn criter. 6.847374F-statistic 23.28338 Durbin-Watson stat 0.952555Prob(F-statistic) 0.000103 由上可知,关系式为y=31.79956+0.387276x3(2)关于人均寿命与人均GDP模型,由上可知,可决系数为0.526082,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:t(1)=4.711834t0.025(20)=2.086,对斜率系数的显著性检验表明,人均GDP对人均寿命有显著影响。关于人均寿命与成人识字率模型,由上可知,
8、可决系数为0.716825,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:t(2)=7.115308t0.025(20)=2.086,对斜率系数的显著性检验表明,成人识字率对人均寿命有显著影响。关于人均寿命与一岁儿童疫苗的模型,由上可知,可决系数为0.537929,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:t(3)=4.825285t0.025(20)=2.086,对斜率系数的显著性检验表明,一岁儿童疫苗接种率对人均寿命有显著影响。2.2(1)对于浙江省预算收入与全省生产总值的模型,用Eviews分析结果如下: Dependent Variable: YMeth
9、od: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustments Variable Coefficient Std. Error t-Statistic Prob. X 0.176124 0.004072 43.25639 0.0000C -154.3063 39.08196 -3.948274 0.0004 R-squared 0.983702 Mean dependent var 902.5148Adjusted R-squared 0.
10、983177 S.D. dependent var 1351.009S.E. of regression 175.2325 Akaike info criterion 13.22880Sum squared resid 951899.7 Schwarz criterion 13.31949Log likelihood -216.2751 Hannan-Quinn criter. 13.25931F-statistic 1871.115 Durbin-Watson stat 0.100021Prob(F-statistic) 0.000000由上可知,模型的参数:斜率系数0.176124,截距为
11、154.3063关于浙江省财政预算收入与全省生产总值的模型,检验模型的显著性:1)可决系数为0.983702,说明所建模型整体上对样本数据拟合较好。2)对于回归系数的t检验:t(2)=43.25639t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。用规范形式写出检验结果如下:Y=0.176124X154.3063(0.004072) (39.08196)t= (43.25639) (-3.948274)R2=0.983702 F=1871.115 n=33经济意义是:全省生产总值每增加1亿元,财政预算总收入增加0.176124亿元。(2)
12、当x=32000时,进行点预测,由上可知Y=0.176124X154.3063,代入可得:Y= Y=0.176124*32000154.3063=5481.6617进行区间预测:先由Eviews分析:由上表可知,x2=(XiX)2=2x(n1)= 7608.0212 x (331)=1852223.473(XfX)2=(32000 6000.441)2=675977068.2当Xf=32000时,将相关数据代入计算得到:5481.66172.0395x175.2325x1/33+1852223.473/675977068.2Yf5481.6617+2.0395x175.2325x1/33+18
13、52223.473/675977068.2即Yf的置信区间为(5481.661764.9649, 5481.6617+64.9649)(3) 对于浙江省预算收入对数与全省生产总值对数的模型,由Eviews分析结果如下: Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariable Coefficient Std. Error t-Statistic Prob.LNX 0
14、.980275 0.034296 28.58268 0.0000C -1.918289 0.268213 -7.152121 0.0000R-squared 0.963442 Mean dependent var 5.573120Adjusted R-squared 0.962263 S.D. dependent var 1.684189S.E. of regression 0.327172 Akaike info criterion 0.662028Sum squared resid 3.318281 Schwarz criterion 0.752726Log likelihood -8.9
15、23468 Hannan-Quinn criter. 0.692545F-statistic 816.9699 Durbin-Watson stat 0.096208Prob(F-statistic) 0.000000模型方程为:lnY=0.980275lnX-1.918289由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289关于浙江省财政预算收入与全省生产总值的模型,检验其显著性:1)可决系数为0.963442,说明所建模型整体上对样本数据拟合较好。2)对于回归系数的t检验:t(2)=28.58268t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省
16、生产总值对财政预算总收入有显著影响。经济意义:全省生产总值每增长1%,财政预算总收入增长0.980275%2.4(1)对建筑面积与建造单位成本模型,用Eviews分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12 Variable Coefficient Std. Error t-Statistic Prob. X -64.18400 4.809828 -13.34434 0.0000C 1845.475 19.26446
17、 95.79688 0.0000 R-squared 0.946829 Mean dependent var 1619.333Adjusted R-squared 0.941512 S.D. dependent var 131.2252S.E. of regression 31.73600 Akaike info criterion 9.903792Sum squared resid 10071.74 Schwarz criterion 9.984610Log likelihood -57.42275 Hannan-Quinn criter. 9.873871F-statistic 178.0
18、715 Durbin-Watson stat 1.172407Prob(F-statistic) 0.000000 由上可得:建筑面积与建造成本的回归方程为:Y=1845.475-64.18400X(2)经济意义:建筑面积每增加1万平方米,建筑单位成本每平方米减少64.18400元。(3)首先进行点预测,由Y=1845.475-64.18400X得,当x=4.5,y=1556.647再进行区间估计:由上表可知,x2=(XiX)2=2x(n1)= 1.9894192 x (121)=43.5357 (XfX)2=(4.5 3.523333)2=0.95387843当Xf=4.5时,将相关数据代入
19、计算得到:1556.6472.228x31.73600x1/12+43.5357/0.95387843 Yf1556.647+2.228x31.73600x1/12+43.5357/0.95387843即Yf的置信区间为(1556.647478.1231, 1556.647+478.1231)3.1(1) 对百户拥有家用汽车量建立计量经济模型,用Eviews分析如下:Dependent Variable: YMethod: Least SquaresDate: 05/24/15 Time: 22:28Sample: 1 31Included observations: 31C246.85405
20、1.975004.7494760.0001X25.9968651.4060584.2650200.0002X3-0.5240270.179280-2.9229500.0069X4-2.2656800.518837-4.3668420.0002R-squared0.666062Mean dependent var16.77355Adjusted R-squared0.628957S.D. dependent var8.252535S.E. of regression5.026889Akaike info criterion6.187394Sum squared resid682.2795Schw
21、arz criterion6.372424Log likelihood-91.90460Hannan-Quinn criter.6.247709F-statistic17.95108Durbin-Watson stat1.147253Prob(F-statistic)0.000001得到模型为Y=246.8540+5.996865X20.524027X32.265680X4对模型进行检验 1) 可决系数是0.666062,修正的可决系数为0.628957,说明模型对样本拟合较好2) F检验,F=17.95108F(3.27)=3.65,回归方程显著。3) t检验,t统计量分别为4.749476
- 配套讲稿:
如PPT文件的首页显示word图标,表示该PPT已包含配套word讲稿。双击word图标可打开word文档。
- 特殊限制:
部分文档作品中含有的国旗、国徽等图片,仅作为作品整体效果示例展示,禁止商用。设计者仅对作品中独创性部分享有著作权。
- 关 键 词:
- 计量 经济学 第三 版庞皓 课后 习题 答案
限制150内