多重共线性的检验与修正

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1、附件二：实验报告格式（首页）山东轻工业学院实验报告成绩课程名称计量经济学指导教师实验日期2013-5-25院（系）商学院专业班级实验地点二机房学生姓名学号同组人无实验项目名称多重共线性的检验与修正一、实验目的和要求掌握Eviews软件的操作和多重共线性的检验与修正二、实验原理Eviews软件的操作和多重共线性的检验修正方法三、主要仪器设备、试剂或材料Eviews软件，计算机四、实验方法与步骤（1）准备工作：建立工作文件，并输入数据：CREATEEX-7-1A19741981;TATAYX1X2X3X4X5;(2)OLS估计：LSYCX1X2X3

2、X4X5;(3)计算简单相关系数CORX1X2X3X4X5;(4)多重共线性的解决LSYCX1;LSYCX2;LSYCX3;LSYCX4;LSYCX5;LSYCX1X3;LSYCX1X3X2;LSYCX1X3X4;LSYCX1X3X5;五、实验数据记录、处理及结果分析（1）建立工作组，输入以下数据：98.45560.20153.206.531.231.89100.70603.11190.009.121.302.03102.80668.05240.308.101.802.71133.95715.47301.1210.102.093.00140.1

3、3724.27361.0010.932.393.29143.11736.13420.0011.853.905.24146.15748.91491.7612.285.136.83144.60760.32501.0013.505.478.36148.94774.92529.2015.296.0910.07158.55785.30552.7218.107.9712.57169.68795.50771.1619.6110.1815.12162.14804.80811.8017.2211.7918.25170.09814.94988.4318.6011.

4、5420.59178.69828.731094.6523.5311.6823.37（2）OLS估计DependentVariable:YMethod:LeastSquaresDate:05/25/13Time:11:10Sample:19741987Includedobservations:14VariableCoefficientStd.Errort-StatisticProb.  C-3.49656330.00659-0.1165260.9101X10.1253300.0591392.1192450.0669X20.0736670.0378

5、771.9448970.0877X32.6775891.2572932.1296460.0658X43.4534482.4508501.4090820.1965X5-4.4911172.214862-2.0277190.0771R-squared0.970442    Meandependentvar142.7129AdjustedR-squared0.951968    S.D.dependentvar26.09805S.E.ofregression5.719686    Akaikeinfocriterion6.623232Sumsquar

6、edresid261.7185    Schwarzcriterion6.897114Loglikelihood-40.36262    F-statistic52.53086Durbin-Watsonstat1.972755    Prob(F-statistic)0.000007用Eviews进行最小二乘估计得，=-3.497+0.125X1+0.074X2+2.678X3+3.453X4-4.491X5(-0.1)(2.1)(1.9)(2.1)(1.4)(-2.0)R=0.970,=0.952,DW=1.97,F=52.53其中括号内的数

7、字是t值。给定显著水平α=0.05，回归系数估计值都没有显著性。查F分布表，得临界值为F0.05（5,8）=3.69，故F=52.53>3.69，回归方程显著。(3)计算简单相关系数CORX1X2X3X4X5;X1X2X3X4X5X110.866551867279170.8822931086064990.8524491353193940.821305444858646X20.8665518672791710.9458956983200270.9647730220121920.98253206329193X30.8822931086064990.

8、94589569832002710.9405058208239960.948361346495427X40.8524491353193940.9647