多行线性回归

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1、2）多重共线性检验计算各解释变量的相关系数：X1X2X3X4X1 1.000000 0.546242 0.750769-0.039316X2 0.546242 1.000000 0.772231-0.296705X3 0.750769 0.772231 1.000000-0.231755X4-0.039316-0.296705-0.231755 1.000000由相关系数矩阵可知，存在一定多重共线。①X1:Y=0.155033739787+0.542628795297*X1DependentVariable:YMethod:Least

2、SquaresDate:07/02/10Time:22:45Sample:19892008Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.  C0.1550340.0588942.6324250.0169X10.5426290.2828351.9185360.0710R-squared0.169772    Meandependentvar0.260534AdjustedR-squared0.123648    S.D.dependentvar0.1

3、00732S.E.ofregression0.094299    Akaikeinfocriterion-1.790063Sumsquaredresid0.160060    Schwarzcriterion-1.690490Loglikelihood19.90063    Hannan-Quinncriter.-1.770626F-statistic3.680779    Durbin-Watsonstat0.554459Prob(F-statistic)0.071045X2：Y=0.121822172818+0.019975730

4、801*X2DependentVariable:YMethod:LeastSquaresDate:07/02/10Time:22:45Sample:19892008Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.  C0.1218220.0496172.4552320.0245X20.0199760.0066103.0221710.0073R-squared0.336614    Meandependentvar0.260534AdjustedR-s

5、quared0.299759    S.D.dependentvar0.100732S.E.ofregression0.084293    Akaikeinfocriterion-2.014407Sumsquaredresid0.127894    Schwarzcriterion-1.914834Loglikelihood22.14407    Hannan-Quinncriter.-1.994969F-statistic9.133515    Durbin-Watsonstat0.356058Prob(F-statistic)0.

6、007323X3:Y=0.231379413507+0.483860396139*X3DependentVariable:YMethod:LeastSquaresDate:07/02/10Time:22:46Sample:19892008Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.  C0.2313790.0279378.2822820.0000X30.4838600.2944591.6432160.1177R-squared0.130441  

7、  Meandependentvar0.260534AdjustedR-squared0.082133    S.D.dependentvar0.100732S.E.ofregression0.096506    Akaikeinfocriterion-1.743779Sumsquaredresid0.167642    Schwarzcriterion-1.644205Loglikelihood19.43779    Hannan-Quinncriter.-1.724341F-statistic2.700158    Durbin-

8、Watsonstat0.487674Prob(F-statistic)0.117691X4:Y=-0.000318968014166+1.00250813034*X4DependentVariable:YMethod:L