多重共线性行情形及处理习题

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1、第六章多重共线性行情形及处理习题CoefficientsaModelUnstandardizedCoefficientsStandardizedCoefficientstSig.CollinearityStatisticsBStd.ErrorBetaToleranceVIF1(Constant)1348.3382211.463.610.552农业x1-.641.167-1.125-3.840.002.003319.484工业x2-.317.204-1.306-1.551.143.0002.637E3

2、建筑业x3-.413.548-.270-.752.464.002479.288人口x4-.002.024-.007-.087.932.03727.177最终消费x5.671.1283.7065.241.000.0011.861E3受灾面积x6-.008.008-.020-.928.369.5741.743a.DependentVariable:财政收入y书CoefficientsaModelUnstandardizedCoefficientsStandardizedCoefficientstSig.

3、CollinearityStatisticsBStd.ErrorBetaToleranceVIF1(Constant)1348.3382211.463.610.552农业x1-.641.167-1.125-3.840.002.003319.484工业x2-.317.204-1.306-1.551.143.0002.637E3建筑业x3-.413.548-.270-.752.464.002479.288人口x4-.002.024-.007-.087.932.03727.177最终消费x5.671.12

4、83.7065.241.000.0011.861E3受灾面积x6-.008.008-.020-.928.369.5741.743a.DependentVariable:财政收入y6.6解：将5.9数据录入spss，在线性回归对话框里选择Statistics选择CollinearDiagnostic做共线性判断然后做回归得到输出结果如下表：从输出结果来看的扩大因子最大，=2637，远大于10，所以存在严重共线线性。因此剔除,继续建立变量y,关于的回归方程，有关结果输出如下：CoefficientsaM

5、odelUnstandardizedCoefficientsStandardizedCoefficientstSig.CollinearityStatisticsBStd.ErrorBetaToleranceVIF1(Constant)-1252.8321507.836-.831.419农业x1-.735.163-1.291-4.524.000.004276.969建筑业x3-.923.459-.604-2.012.063.003306.617人口x4.026.017.0931.591.132.08

6、611.605最终消费x5.510.0782.8156.527.000.002632.896受灾面积x6-.011.008-.028-1.274.222.6081.645a.DependentVariable:财政收入yCoefficientsaModelUnstandardizedCoefficientsStandardizedCoefficientstSig.CollinearityStatisticsBStd.ErrorBetaToleranceVIF1(Constant)-2715.0462

7、829.351-.960.352农业x1-.047.235-.083-.202.843.006160.513建筑业x31.463.526.9572.781.013.009111.949人口x4.036.031.1281.160.263.08711.507受灾面积x6.003.015.008.206.839.6491.540a.DependentVariable:财政收入y从输出结果看，的方差扩大因子=632.896依然远大于10，所以存在多重共线性性剔除，继续建立变量y关于做回归，输出如下：Coef

8、ficientsaModelUnstandardizedCoefficientsStandardizedCoefficientstSig.CollinearityStatisticsBStd.ErrorBetaToleranceVIF1(Constant)-2296.3221869.710-1.228.236建筑业x31.359.097.88914.036.000.2494.018人口x4.031.019.1111.649.117.2224.509受灾面积x6.004