计量经济学第三版课后习题答案

内容发布更新时间 : 2025/6/24 14:01:23星期一 下面是文章的全部内容请认真阅读。

3.3

(1)对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型,由Eviews分析结果如下:

Dependent Variable: Y Method: Least Squares Date: 12/24/15 Time: 09:03 Sample: 1 18 Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob. X 0.086450 0.029363 2.944186 0.0101 T 52.37031 5.202167 10.06702 0.0000 C -50.01638 49.46026 -1.011244 0.3279 R-squared 0.951235 Mean dependent var 755.1222

Adjusted R-squared 0.944732 S.D. dependent var 258.7206 S.E. of regression 60.82273 Akaike info criterion 11.20482 Sum squared resid 55491.07 Schwarz criterion 11.35321 Log likelihood -97.84334 Hannan-Quinn criter. 11.22528 F-statistic 146.2974 Durbin-Watson stat 2.605783 Prob(F-statistic) 0.000000

①模型为:Y = 0.086450X + 52.37031T-50.01638

②对模型进行检验:

1)可决系数是0.951235,修正的可决系数为0.944732,说明模型对样本拟合较好。 2)F检验,F=539.7364> F(2,15)=4.77,回归方程显著。

3)t检验,t统计量分别为2.944186,10.06702,均大于t(15)=2.131,所以这些系数都是显著的。

③经济意义:家庭月平均收入增加1元,家庭书刊年消费支出增加0.086450元,户主受教育年数增加1年,家庭书刊年消费支出增加52.37031元。

(2)用Eviews分析: ①

Dependent Variable: Y Method: Least Squares Date: 12/24/15 Time: 09:18 Sample: 1 18 Included observations: 18

Variable Coefficient Std. Error t-Statistic T 63.01676 4.548581 13.85416 C -11.58171 58.02290 -0.199606 R-squared 0.923054 Mean dependent var

Adjusted R-squared 0.918245 S.D. dependent var S.E. of regression 73.97565 Akaike info criterion Sum squared resid 87558.36 Schwarz criterion Log likelihood -101.9481 Hannan-Quinn criter. F-statistic 191.9377 Durbin-Watson stat Prob(F-statistic) 0.000000

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