3.3
（1）对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，由Eviews分析结果如下：
Dependent Variable: Y Method: Least Squares Date: 12/01/14 Time: 20:30 Sample: 1 18 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob. X 0.086450 0.029363 2.944186 0.0101 T 52.37031 5.202467 10.06702 0.0000 C -50.01638 49.46026 -1.011244 0.3279 R-squared 0.951235 Mean dependent var 755.1222
Adjusted R-squared 0.944732 S.D. dependent var 258.7206 S.E. of regression 60.82273 Akaike info criterion 11.20482 Sum squared resid 55491.07 Schwarz criterion 11.35321 Log likelihood -97.84334 Hannan-Quinn criter. 11.22528 F-statistic 146.2974 Durbin-Watson stat 2.605783 Prob(F-statistic) 0.000000
①模型为：Y = 0.086450X + 52.37031T-50.01638
②对模型进行检验：
1）可决系数是0.951235，修正的可决系数为0.944732，说明模型对样本拟合较好。 2）F检验，F=539.7364> F（2,15）=4.77，回归方程显著。
3）t检验，t统计量分别为2.944186，10.06702，均大于t（15）=2.131，所以这些系数都是显著的。
③经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。
（2）用Eviews分析： ①
Dependent Variable: Y Method: Least Squares
Date: 12/01/14 Time: 22:30 Sample: 1 18
Included observations: 18
Variable Coefficient T 63.01676 C -11.58171
Std. Error t-Statistic 4.548581 13.85416 58.02290 -0.199606
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Prob. 0.0000 0.8443
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic
Prob(F-statistic)
②
0.923054 Mean dependent var 0.918245 S.D. dependent var 73.97565 Akaike info criterion 87558.36 Schwarz criterion -101.9481 Hannan-Quinn criter. 191.9377 Durbin-Watson stat 0.000000
755.1222 258.7206 11.54979 11.64872 11.56343 2.134043
Dependent Variable: X Method: Least Squares Date: 12/01/14 Time: 22:34 Sample: 1 18 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob. T 123.1516 31.84150 3.867644 0.0014 C 444.5888 406.1786 1.094565 0.2899 R-squared 0.483182 Mean dependent var 1942.933
Adjusted R-squared 0.450881 S.D. dependent var 698.8325 S.E. of regression 517.8529 Akaike info criterion 15.44170 Sum squared resid 4290746. Schwarz criterion 15.54063 Log likelihood -136.9753 Hannan-Quinn criter. 15.45534 F-statistic 14.95867 Durbin-Watson stat 1.052251 Prob(F-statistic) 0.001364
以上分别是y与T，X与T的一元回归
模型分别是：
Y = 63.01676T - 11.58171 X = 123.1516T + 444.5888
（3）对残差进行模型分析，用Eviews分析结果如下： Dependent Variable: E1 Method: Least Squares Date: 12/03/14 Time: 20:39 Sample: 1 18 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob. E2 0.086450 0.028431 3.040742 0.0078 C 3.96E-14 13.88083 2.85E-15 1.0000 R-squared 0.366239 Mean dependent var 2.30E-14
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Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic
Prob(F-statistic)
模型为：
0.326629 S.D. dependent var 58.89136 Akaike info criterion 55491.07 Schwarz criterion -97.84334 Hannan-Quinn criter. 9.246111 Durbin-Watson stat 0.007788
71.76693
11.09370 11.19264 11.10735 2.605783
E1 = 0.086450E2 + 3.96e-14
参数：斜率系数α为0.086450，截距为3.96e-14
（3）由上可知，β2与α2的系数是一样的。回归系数与被解释变量的残差系数是一样的，它们的变化规律是一致的。
第五章
5.3
(1)由Eviews软件分析得： Dependent Variable: Y Method: Least Squares Date: 12/10/14 Time: 16:00 Sample: 1 31 Included observations: 31
Variable Coefficient Std. Error t-Statistic Prob. X 1.244281 0.079032 15.74411 0.0000 C 242.4488 291.1940 0.832602 0.4119 R-squared 0.895260 Mean dependent var 4443.526
Adjusted R-squared 0.891649 S.D. dependent var 1972.072 S.E. of regression 649.1426 Akaike info criterion 15.85152 Sum squared resid 12220246 Schwarz criterion 15.94404 Log likelihood -243.6986 Hannan-Quinn criter. 15.88168 F-statistic 247.8769 Durbin-Watson stat 1.078581 Prob(F-statistic) 0.000000
由上表可知，2007年我国农村居民家庭人均消费支出（x）对人均纯收入（y）的模型为：
Y=1.244281X+242.4488
（2）
①由图形法检验
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6,000,0005,000,0004,000,000E23,000,0002,000,0001,000,000002,0004,000X6,0008,00010,000 由上图可知，模型可能存在异方差。
②Goldfeld-Quanadt检验
1）定义区间为1-12时，由软件分析得：
Dependent Variable: Y1 Method: Least Squares Date: 12/10/14 Time: 11:34 Sample: 1 12 Included observations: 12
Variable Coefficient Std. Error t-Statistic Prob. X1 1.485296 0.500386 2.968297 0.0141 C -550.5492 1220.063 -0.451247 0.6614 R-squared 0.468390 Mean dependent var 3052.950
Adjusted R-squared 0.415229 S.D. dependent var 550.5148 S.E. of regression 420.9803 Akaike info criterion 15.07406 Sum squared resid 1772245. Schwarz criterion 15.15488 Log likelihood -88.44437 Hannan-Quinn criter. 15.04414 F-statistic 8.810789 Durbin-Watson stat 2.354167 Prob(F-statistic) 0.014087
2
得∑e1i=1772245.
2）定义区间为20-31时，由软件分析得： Dependent Variable: Y1 Method: Least Squares
Date: 12/10/14 Time: 16:36 Sample: 20 31
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Included observations: 12
Variable Coefficient Std. Error t-Statistic Prob. X1 1.086940 0.148863 7.301623 0.0000 C 1173.307 733.2520 1.600141 0.1407 R-squared 0.842056 Mean dependent var 6188.329
Adjusted R-squared 0.826262 S.D. dependent var 2133.692 S.E. of regression 889.3633 Akaike info criterion 16.56990 Sum squared resid 7909670. Schwarz criterion 16.65072 Log likelihood -97.41940 Hannan-Quinn criter. 16.53998 F-statistic 53.31370 Durbin-Watson stat 2.339767 Prob(F-statistic) 0.000026
2
得∑e2i=7909670.
3）根据Goldfeld-Quanadt检验，F统计量为： F=∑e2i2 /∑e1i2 =7909670./ 1772245=4.4631
在α=0.05水平下，分子分母的自由度均为10，查分布表得临界值F0.05（10,10）=2.98，因为F=4.4631> F0.05（10,10）=2.98，所以拒绝原假设，此检验表明模型存在异方差。 （3）
1）采用WLS法估计过程中， ①用权数w1=1/X,建立回归得： Dependent Variable: Y Method: Least Squares Date: 12/09/14 Time: 11:13 Sample: 1 31 Included observations: 31 Weighting series: W1
Variable Coefficient Std. Error t-Statistic Prob. X 1.425859 0.119104 11.97157 0.0000 C -334.8131 344.3523 -0.972298 0.3389 Weighted Statistics R-squared 0.831707 Mean dependent var 3946.082
Adjusted R-squared 0.825904 S.D. dependent var 536.1907 S.E. of regression 536.6796 Akaike info criterion 15.47102 Sum squared resid 8352726. Schwarz criterion 15.56354 Log likelihood -237.8008 Hannan-Quinn criter. 15.50118 F-statistic 143.3184 Durbin-Watson stat 1.369081 Prob(F-statistic) 0.000000
Unweighted Statistics
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计量经济学第三版(庞浩)版课后答案全(2024年10月整理).pdf
