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时间:2020-02-28
《计量经济学模型检验作业答案.doc》由会员上传分享,免费在线阅读,更多相关内容在行业资料-天天文库。
1、y=c(1)+c(2)*x8、下表列出了某年中国部分省市城镇居民每个家庭平均全年可支配收入X与消费性支出Y的统计数据。obsXY200110349.6910349.6920028140.58140.520035129.055129.0520045357.795357.7920054810481020064912.884912.8820075661.165661.1620084724.114724.1120094766.264766.2620105524.545524.5420116218.736218.7320129761.579761.57201311718.0111718.0120
2、146800.236800.2320159279.169279.1620166489.976489.9720175124.245124.2420184916.254916.2520195169.965169.9620205644.865644.86散点图如图所示:最新范本,供参考!(1)线性分析如表所示:DependentVariable:YMethod:LeastSquaresDate:11/22/11Time:21:56Sample:20012020Includedobservations:20Y=C(1)+C(2)*XCoefficientStd.Errort-Statistic
3、Prob. C(1)272.3635159.67731.7057130.1053C(2)0.7551250.02331632.386900.0000R-squared0.983129 Meandependentvar5199.515AdjustedR-squared0.982192 S.D.dependentvar1625.275S.E.ofregression216.8900 Akaikeinfocriterion13.69130Sumsquaredresid846743.0 Schwarzcriterion13.79087Loglikelihood-134
4、.9130 Durbin-Watsonstat1.670234(2)异方差性检验首先采用G—Q检验。在对20个样本按x从大到小排序,去掉中间4个个体,对前后两个样本进行OLS估计,样本容量均为8.最新范本,供参考!前一个样本的估计结果如表所示:DependentVariable:YMethod:LeastSquaresDate:11/22/11Time:22:17Sample:20012008Includedobservations:8Y=C(1)+C(2)*XCoefficientStd.Errort-StatisticProb. C(1)212.2118530.88920.
5、3997290.7032C(2)0.7618930.06034812.625050.0000R-squared0.963723 Meandependentvar6760.477AdjustedR-squared0.957676 S.D.dependentvar1556.814S.E.ofregression320.2790 Akaikeinfocriterion14.58858Sumsquaredresid615472.0 Schwarzcriterion14.60844Loglikelihood-56.35432 Durbin-Watsonstat1.7
6、22960后一个样本的估计量如表所示:DependentVariable:YMethod:LeastSquaresDate:11/22/11Time:22:28Sample:20012008Includedobservations:8Y=C(1)+C(2)*XCoefficientStd.Errort-StatisticProb. C(1)1277.1611540.6040.8290000.4388C(2)0.5541260.3114321.7792870.1255R-squared0.345397 Meandependentvar4016.814AdjustedR-squar
7、ed0.236296 S.D.dependentvar166.1712S.E.ofregression145.2172 Akaikeinfocriterion13.00666Sumsquaredresid126528.3 Schwarzcriterion13.02652Loglikelihood-50.02663 Durbin-Watsonstat3.004532于是得到如下F统计量:F=RSS1/RSS2=615472
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