计量经济学(第二版)第三章课后习题答案.doc

(1)建立家庭书刊消费的计量经济模型： 其中：Y为家庭书刊年消费支出、X为家庭月平均收入、T为户主受教育年数（2）估计模型参数，结果为Dependent Variable: YMethod: Least SquaresDate: 03/22/12 Time: 14:33Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb. C-50.0163849.46026-1.0112440.3279X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000R-squared0.951235 Mean dependent var755.1222Adjusted R-squared0.944732 S.D. dependent var258.7206S.E. of regression60.82273 Akaike info criterion11.20482Sum squared resid55491.07 Schwarz criterion11.35321Log likelihood-97.84334 F-statistic146.2974Durbin-Watson stat2.605783 Prob(F-statistic)0.000000即 （49.46026）（0.02936） （5.20217） t= (-1.011244) (2.944186) (10.06702) R2=0.951235 F=146.2974(3) 检验户主受教育年数对家庭书刊消费是否有显著影响:由估计检验结果, 户主受教育年数参数对应的t 统计量为10.06702, 明显大于t的临界值，同时户主受教育年数参数所对应的P值为0.0000，明显小于，均可判断户主受教育年数对家庭书刊消费支出确实有显著影响。（4）本模型说明家庭月平均收入和户主受教育年数对家庭书刊消费支出有显著影响，家庭月平均收入增加1元，家庭书刊年消费支出将增加0.086元，户主受教育年数增加1年，家庭书刊年消费支出将增加52.37元。3.4(1)Dependent Variable: LNYMethod: Least SquaresDate: 03/22/12 Time: 14:42Sample: 1970 1982Included observations: 13VariableCoefficientStd. Errort-StatisticProb. C2.8998990.5002895.7964530.0002LNX2-1.2057000.320662-3.7600410.0037X30.1991880.0271407.3391720.0000R-squared0.849114 Mean dependent var1.974525Adjusted R-squared0.818937 S.D. dependent var0.408050S.E. of regression0.173631 Akaike info criterion-0.464591Sum squared resid0.301478 Schwarz criterion-0.334218Log likelihood6.019839 F-statistic28.13760Durbin-Watson stat1.822175 Prob(F-statistic)0.0000783.5(1) 建立该地区城镇居民人均全年耐用消费品支出关于人均年可支配收入和耐用消费品价格指数的回归模型： （2）估计参数结果Dependent Variable: YMethod: Least SquaresDate: 03/22/12 Time: 14:46Sample: 1991 2001Included observations: 11VariableCoefficientStd. Errort-StatisticProb. C158.5398121.80711.3015640.2293X10.0494040.00468410.547860.0000X2-0.9116840.989546-0.9213160.3838R-squared0.947989 Mean dependent var190.4827Adjusted R-squared0.934986 S.D. dependent var79.29127S.E. of regression20.21757 Akaike info criterion9.077982Sum squared resid3270.001 Schwarz criterion9.186499Log likelihood-46.92890 F-statistic72.90647Durbin-Watson stat1.035840 Prob(F-statistic)0.000007由估计和检验结果可看出，该地区人均年可支配收入的参数的t检验值为10.54786，其绝对值大于临界值；而且对应的P值为0.0000，也明显小于。说明人均年可支配收入对该地区城镇居民人均全年耐用消费品支出确实有显著影响。但是，该地区耐用消费品价格指数的参数的t检验值为-0.921316，其绝对值小于临界值；而且对应的P值为0.3838，也明显大于。这说明该地区耐用消费品价格指数对城镇居民人均全年耐用消费品支出并没有显著影响3.6Dependent Variable: LNYMethod: Least SquaresDate: 03/22/12 Time: 14:54Sample: 1960 1982Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C0.2523540.0700403.6029920.0018LNX10.9985530.01824454.733570.0000X2-0.0024190.000168-14.377280.0000R-squared0.994672 Mean dependent var4.412077Adjusted R-squared0.994139 S.D. dependent var0.224107S.E. of regression0.017157 Akaike info criterion-5.171663Su