计量经济学 庞皓 第三版课后答案.docx

计量经济学_庞皓_第三版课后答案第二章简单线性回归模型

(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
Coefficient
Std. Error
t-Statistic
Prob.  
C

1.


X1
0.
0.
4.

R-squared
0.
    Mean dependent var

Adjusted R-squared
0.
    . dependent var

. of regression
7.
    Akaike info criterion
6.
Sum squared resid

    Schwarz criterion
6.
Log likelihood
-
    Hannan-Quinn criter.
6.
F-statistic

    Durbin-Watson stat
0.
Prob(F-statistic)
0.
有上可知,关系式为y=+
②关于人均寿命与***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
Coefficient
Std. Error
t-Statistic
Prob.  
C

3.


X2
0.
0.
7.

R-squared
0.
    Mean dependent var

Adjusted R-squared
0.
    . dependent var

. of regression
5.
    Akaike info criterion
6.
Sum squared resid

    Schwarz criterion
6.
Log likelihood
-
    Hannan-Quinn criter.
6.
F-statistic

    Durbin-Watson stat
1.
Prob(F-statistic)
0.
由上可知,关系式为y=+
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
Coefficient
Std. Error
t-Statistic
Prob.  
C

6.
4.

X3
0.
0.
4.

R-squared
0.
    Mean dependent var

Adjusted R-squared
0.
    . dependent var

. of regression
7.
    Akaike info criterion
6.
Sum squared resid

    Schwarz criterion
6.
Log likelihood
-
    Hannan-Quinn criter.
6.
F-statistic

    Durbin-Watson stat
0.
Prob(F-statistic)
0.
由上可知,关系式为y=+
(2)①关于人均寿命与人均GDP模型,由上可知,可决系数为0.,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(