计量经济学(庞皓)第三版课后答案.docx
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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:Dependent Variable: YMethod: Least SquaresDate: 12/27/14 Time: 21:00Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.??C56.647941889920.0000X10.1283600.0272424.7118340.0001R-squared0.526082?Mean dependent var62.50000Adjusted R-squared0.502386?S.D. dependent var10.08889S.E. of regression7.116881?Akaike info criterion6.849324Sum squared resid1013.000?Schwarz criterion6.948510Log likelihood-73.34257?Hannan-Quinn criter.6.872689F-statistic22.20138?Durbin-Watson stat0.629074Prob(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:Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 21:10Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.??C38.794243983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825?Mean dependent var62.50000Adjusted R-squared0.702666?S.D. dependent var10.08889S.E. of regression5.501306?Akaike info criterion6.334356Sum squared resid605.2873?Schwarz criterion6.433542Log likelihood-67.67792?Hannan-Quinn criter.6.357721F-statistic50.62761?Durbin-Watson stat1.846406Prob(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:Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 21:14Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.??C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929?Mean dependent var62.50000Adjusted R-squared0.514825?S.D. dependent var10.08889S.E. of regression7.027364?Akaike info criterion6.824009Sum squared resid987.6770?Schwarz criterion6.923194Log likelihood-73.06409?Hannan-Quinn criter.6.847374F-statistic23.28338?Durbin-Watson stat0.952555Prob(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GDP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:t(β1)=4.711834t0.025(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,可决系数为0.716825,
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