计量经济学 庞皓 第三版课后答案[优质文档]

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: Y Method: Least Squares Date: 12/27/14 Time: 21:00 Sample: 1 22

Included observations: 22

Variable C X1

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient 56.64794 0.128360

Std. Error 1.960820 0.027242

t-Statistic 28.88992 4.711834

Prob. 0.0000 0.0001 62.50000 10.08889 6.849324 6.948510 6.872689 0.629074

0.526082 Mean dependent var 0.502386 S.D. dependent var 7.116881 Akaike info criterion 1013.000 Schwarz criterion -73.34257 Hannan-Quinn criter. 22.20138 Durbin-Watson stat 0.000134

有上可知,关系式为y=56.64794+0.128360x1

②关于人均寿命与成人识字率的关系,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 C X2

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient 38.79424 0.331971

Std. Error 3.532079 0.046656

t-Statistic 10.98340 7.115308

Prob. 0.0000 0.0000 62.50000 10.08889 6.334356 6.433542 6.357721 1.846406

0.716825 Mean dependent var 0.702666 S.D. dependent var 5.501306 Akaike info criterion 605.2873 Schwarz criterion -67.67792 Hannan-Quinn criter. 50.62761 Durbin-Watson stat 0.000001

由上可知,关系式为y=38.79424+0.331971x2

③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: Y Method: Least Squares Date: 11/26/14 Time: 21:14 Sample: 1 22

Included observations: 22

Variable C X3

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient 31.79956 0.387276

Std. Error 6.536434 0.080260

t-Statistic 4.864971 4.825285

Prob. 0.0001 0.0001 62.50000 10.08889 6.824009 6.923194 6.847374 0.952555

0.537929 Mean dependent var 0.514825 S.D. dependent var 7.027364 Akaike info criterion 987.6770 Schwarz criterion -73.06409 Hannan-Quinn criter. 23.28338 Durbin-Watson stat 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)=4.711834>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,可决系数为0.716825,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(β2)=7.115308>t0.025(20)=2.086,对斜率系数的显著性检验表明,成人识字率对人均寿命有显著影响。

③关于人均寿命与一岁儿童疫苗的模型,由上可知,可决系数为0.537929,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(β3)=4.825285>t0.025(20)=2.086,对斜率系数的显著性检验表明,一岁儿童疫苗接种率对人均寿命有显著影响。

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