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计量经济学第三版课后习题答案解析Word版

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第二章 简单线性回归模型 2.1

(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: 12/23/15 Time: 14:37 Sample: 1 22 Included observations: 22

CoefficienVariable t Std. Error t-Statistic Prob.

C 56.64794 1.960820 28.88992 0.0000 X1 0.128360 0.027242 4.711834 0.0001 Mean dependent

R-squared 0.526082 var 62.50000

S.D. dependent

Adjusted R-squared 0.502386 var 10.08889

Akaike info

S.E. of regression 7.116881 criterion 6.849324

Schwarz

Sum squared resid 1013.000 criterion 6.948510

Hannan-Quinn

Log likelihood -73.34257 criter. 6.872689

Durbin-Watson

F-statistic 22.20138 stat 0.629074 Prob(F-statistic) 0.000134

有上可知,关系式为y=56.64794+0.128360x1

②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: 12/23/15 Time: 15:01 Sample: 1 22 Included observations: 22

CoefficienVariable t Std. Error t-Statistic Prob.

C 38.79424 3.532079 10.98340 0.0000 X2 0.331971 0.046656 7.115308 0.0000 Mean dependent

R-squared 0.716825 var 62.50000

S.D. dependent

Adjusted R-squared 0.702666 var

Akaike info

S.E. of regression 5.501306 criterion

Schwarz

Sum squared resid 605.2873 criterion

Hannan-Quinn

Log likelihood -67.67792 criter.

10.08889 6.334356 6.433542 6.357721

Durbin-Watson

F-statistic 50.62761 stat 1.846406 Prob(F-statistic) 0.000001

由上可知,关系式为y=38.79424+0.331971x2

③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: Y Method: Least Squares Date: 12/23/14 Time: 15:20 Sample: 1 22 Included observations: 22

CoefficienVariable t Std. Error t-Statistic Prob.

C 31.79956 6.536434 4.864971 0.0001 X3 0.387276 0.080260 4.825285 0.0001 Mean dependent

R-squared 0.537929 var 62.50000

S.D. dependent

Adjusted R-squared 0.514825 var 10.08889

Akaike info

S.E. of regression 7.027364 criterion 6.824009

Schwarz

Sum squared resid 987.6770 criterion 6.923194

Hannan-Quinn

Log likelihood -73.06409 criter. 6.847374

Durbin-Watson

F-statistic 23.28338 stat 0.952555 Prob(F-statistic) 0.000103

由上可知,关系式为y=31.79956+0.387276x3

(2)①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(β1)=4.711834>t0.025(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。

②关于人均寿命与成人识字率模型,由上可知,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(β2)=7.115308>t0.025(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。

计量经济学第三版课后习题答案解析Word版

第二章简单线性回归模型2.1(1)①首先分析人均寿命与人均GDP的数量关系,用Eviews分析:DependentVariable:YMethod:LeastSquaresDate:12/23/15Time:14:37Sample:122Includedobservations:
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