計(jì)量經(jīng)濟(jì)學(xué)第三版龐皓課后習(xí)題答案

1、第二章 簡(jiǎn)單線性回歸模型 2.1 （1） ①首先分析人均壽命與人均 GDP 的數(shù)量關(guān)系，用 Eviews 分析： Dependent Variable: Y Method: Least Squares Date: 12/27/14 Time: 21:00 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 5

2、6.64794 1.960820 28.88992 0.0000 X1 0.128360 0.027242 4.711834 0.0001 R-squared 0.526082 Mean dependent var 62.50000 Adjusted R-squared 0.502386 S.D. dependent var 10.08889 S.E. of regression 7.116881 Akaike info criteri

3、on 6.849324 Sum squared resid 1013.000 Schwarz criterion 6.948510 Log likelihood -73.34257 Hannan-Quinn criter. 6.872689 F-statistic 22.20138 Durbin-Watson stat 0.629074 Prob(F-statistic) 0.000134 有上可知，關(guān)系式為 y=56.64794+0.

4、128360x1 ②關(guān)于人均壽命與成人識(shí)字率的關(guān)系，用 Eviews 分析如下： Dependent Variable: Y Method: Least Squares Date: 11/26/14 Time: 21:10 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 38.79424 3.532079

5、 10.98340 0.0000 X2 0.331971 0.046656 7.115308 0.0000 R-squared 0.716825 Mean dependent var 62.50000 Adjusted R-squared 0.702666 S.D. dependent var 10.08889 S.E. of regression 5.501306 Akaike info criterion 6.334356 Sum

6、squared resid 605.2873 Schwarz criterion 6.433542 Log likelihood -67.67792 Hannan-Quinn criter. 6.357721 F-statistic 50.62761 Durbin-Watson stat 1.846406 Prob(F-statistic) 0.000001 由上可知，關(guān)系式為 y=38.79424+0.331971x2 ③關(guān)于人均壽命

7、與一歲兒童疫苗接種率的關(guān)系，用 Eviews 分析如下：Dependent Variable: Y Method: Least Squares Date: 11/26/14 Time: 21:14 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 31.79956 6.536434 4.864971 0.0

8、001 X3 0.387276 0.080260 4.825285 0.0001 R-squared 0.537929 Mean dependent var 62.50000 Adjusted R-squared 0.514825 S.D. dependent var 10.08889 S.E. of regression 7.027364 Akaike info criterion 6.824009 Sum squared resid

9、 987.6770 Schwarz criterion 6.923194 Log likelihood -73.06409 Hannan-Quinn criter. 6.847374 F-statistic 23.28338 Durbin-Watson stat 0.952555 Prob(F-statistic) 0.000103 由上可知，關(guān)系式為 y=31.79956+0.387276x3 （2）①關(guān)于人均壽命與人均 GDP 模型

10、，由上可知，可決系數(shù)為 0.526082，說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。 對(duì)于回歸系數(shù)的 t 檢驗(yàn)：t（β1）=4.711834>t0.025(20)=2.086，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，人均 GDP 對(duì)人均壽命有顯著影響。 ②關(guān)于人均壽命與成人識(shí)字率模型，由上可知， 可決系數(shù)為 0.716825， 說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。 對(duì)于回歸系數(shù)的 t 檢驗(yàn)：t（β2）=7.115308>t0.025(20

11、)=2.086，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，成人識(shí)字率對(duì)人均壽命有顯著影響。 ③關(guān)于人均壽命與一歲兒童疫苗的模型，由上可知，可決系數(shù)為 0.537929， 說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。 對(duì)于回歸系數(shù)的 t 檢驗(yàn)：t（β3）=4.825285>t0.025(20)=2.086，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，一歲兒童疫苗接種率對(duì)人均壽命有顯著影響。 2.2 由上表可知， ∑x2=∑（Xi—X）2=δ2x(n—1)= 7608.

12、0212 x (33—1)=1852223.473 (Xf—X)2=(32000— 6000.441)2=675977068.2 當(dāng) Xf=32000 時(shí)，將相關(guān)數(shù)據(jù)代入計(jì)算得到： 5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤ Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/675977068.2 即 Yf 的置信區(qū)間為（5

13、481.6617—64.9649, 5481.6617+64.9649） (3) 對(duì)于浙江省預(yù)算收入對(duì)數(shù)與全省生產(chǎn)總值對(duì)數(shù)的模型，由 Eviews 分析結(jié)果如下： Dependent Variable: LNY Method: Least Squares Date: 12/03/14 Time: 18:00 Sample (adjusted): 1 33 Included observations: 33 after adjustmen

14、ts Variable Coefficient Std. Error t-Statistic Prob. LNX 0.980275 0.034296 28.58268 0.0000 C -1.918289 0.268213 -7.152121 0.0000 R-squared 0.963442 Mean dependent var 5.573120 Adjusted R-squared 0.962263 S.D. dependent v

15、ar 1.684189 S.E. of regression 0.327172 Akaike info criterion 0.662028 Sum squared resid 3.318281 Schwarz criterion 0.752726 Log likelihood -8.923468 Hannan-Quinn criter. 0.692545 F-statistic 816.9699 Durbin-Watson stat

16、0.096208 Prob(F-statistic) 0.000000 ①模型方程為：lnY=0.980275lnX-1.918289②由上可知，模型的參數(shù)：斜率系數(shù)為 0.980275，截距為-1.918289 ③關(guān)于浙江省財(cái)政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗(yàn)其顯著性： 1）可決系數(shù)為 0.963442，說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。 2）對(duì)于回歸系數(shù)的 t 檢驗(yàn)：t（β2）=28.58268>t0.025(31)=2

17、.0395，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，全省生產(chǎn)總值對(duì)財(cái)政預(yù)算總收入有顯著影響。 ④經(jīng)濟(jì)意義：全省生產(chǎn)總值每增長(zhǎng) 1%，財(cái)政預(yù)算總收入增長(zhǎng) 0.980275% 2.4 （1）對(duì)建筑面積與建造單位成本模型，用 Eviews 分析結(jié)果如下： Dependent Variable: Y Method: Least Squares Date: 12/01/14 Time: 12:40 Sample: 1 12 Included observat

18、ions: 12 Variable Coefficient Std. Error t-Statistic Prob. X -64.18400 4.809828 -13.34434 0.0000 C 1845.475 19.26446 95.79688 0.0000 R-squared 0.946829 Mean dependent var 1619.333 Adjusted R-squared 0.941512 S.D. depende

19、nt var 131.2252 S.E. of regression 31.73600 Akaike info criterion 9.903792 Sum squared resid 10071.74 Schwarz criterion 9.984610 Log likelihood -57.42275 Hannan-Quinn criter. 9.873871 F-statistic 178.0715 Durbin-Watson s