计量经济学(练习题)答案.doc

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1、.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:12/27/14Time:21:00Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.  C56.647941.96082028.889920.0000X10.1283600.0272424.7118340.0001R-square

2、d0.526082    Meandependentvar62.50000AdjustedR-squared0.502386    S.D.dependentvar10.08889S.E.ofregression7.116881    Akaikeinfocriterion6.849324Sumsquaredresid1013.000    Schwarzcriterion6.948510Loglikelihood-73.34257    Hannan-Quinncriter.6.872689F-statistic

3、22.20138    Durbin-Watsonstat0.629074Prob(F-statistic)0.000134有上可知，关系式为y=56.64794+0.128360x1②关于人均寿命与成人识字率的关系，用Eviews分析如下：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21:10Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb. 

4、 C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825    Meandependentvar62.50000AdjustedR-squared0.702666    S.D.dependentvar10.08889S.E.ofregression5.501306    Akaikeinfocriterion6.334356Sumsquaredresid605.2873    Schwarzcriterion

5、6.433542Loglikelihood-67.67792    Hannan-Quinn6.357721教育资料.criter.F-statistic50.62761    Durbin-Watsonstat1.846406Prob(F-statistic)0.000001由上可知，关系式为y=38.79424+0.331971x2③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：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21

6、:14Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.  C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929    Meandependentvar62.50000AdjustedR-squared0.514825    S.D.dependentvar10.08889S.E.ofregression7

7、.027364    Akaikeinfocriterion6.824009Sumsquaredresid987.6770    Schwarzcriterion6.923194Loglikelihood-73.06409    Hannan-Quinncriter.6.847374F-statistic23.28338    Durbin-Watsonstat0.952555Prob(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GD

8、P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：取α=0.05，查t分布表得自由度为n-2=22-2=20的临界值（红色是自己加上的），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，