Matlab程序命令（三）.doc

Matlab程序命令（三）：使用Matlab进行回归 %A矩阵为36×217的矩阵，即用1978-2013年31个省（直辖市、自治区）国内生产总值、人口、财政收入、财政支出、固定资产投资、全社会消费品零售总额、进出口数据组成的矩阵。 y=A(:,1); %提取A矩阵中的第1列 x1=A(:,2); %提取A矩阵中的第2列 x2=A(:,4); %提取A矩阵中的第4列 x=horzcat(x1,x2); %把x1,x2横排 vnames=strvcat(y,x1,x2); %命名变量 result=ols(y,x); %用ols回归 prt(result,vnames) %对回归结果进行格式化并命名 Ordinary Least-squares Estimates Dependent Variable = y R-squared = 0.9929 Rbar-squared = 0.9927 sigma^2 = 226704.9623 Durbin-Watson = 0.2427 Nobs, Nvars = 36, 2 *************************************************************** Variable Coefficient t-statistic t-probability x1 0.512321 5.737780 0.000002 x2 4.703050 53.340145 0.000000 plt(result) %显示回归结果拟合值与实际值，残差的图形 关于ols回归函数，可以使用help ols命令查看 function results=ols(y,x) % PURPOSE: least-squares regression %--------------------------------------------------- % USAGE: results = ols(y,x) % where: y = dependent variable vector (nobs x 1) % x = independent variables matrix (nobs x nvar) %--------------------------------------------------- % RETURNS: a structure % results.meth = ols % results.beta = bhat % results.tstat = t-stats % results.yhat = yhat % results.resid = residuals % results.sige = e*e/(n-k) % results.rsqr = rsquared % results.rbar = rbar-squared % results.dw = Durbin-Watson Statistic % results.nobs = nobs % results.nvar = nvars % results.y = y data vector % -------------------------------------------------- % SEE ALSO: prt(results), plt(results) %--------------------------------------------------- help ols Contents of ols: FDELW2 - [wswdel,wwsdel,wmatdel]=fdelw2(xcoord,ycoord) FOLS2 - [ bmax, srds, prhigher, emax, maxlik]=fols2(x, y) fmess_car2 - [bmax, srds, prhighers, emax, logliks]=fmess_car2(x, y, d) mprint