计量经济学部分答案 第八章

233 页 思考题 8 7 大专以下男性 服装消费模型 大专以下女性 服装消费模型 大专及大专以上男性 服装消费模型 大专及大专以上女性 服装消费模型 233 页 练习题 8 2 录入如下数据 obsCONSUMEINCOMEEMPLOYMENTD1D2D3D4 1985673 2000739 10002 1500000 0000000 0000000 0000000 000000 1986799 0000900 90002 1200000 0000000 0000000 0000000 000000 1987884 40001002 1002 0900001 0000000 0000000 0000000 000000 19881104 0001180 2002 0300001 0000000 0000000 0000000 000000 19891211 0001373 9002 0000001 0000000 0000000 0000000 000000 19901278 8901510 1601 9800001 0000000 0000000 0000000 000000 19911453 8001700 6001 9600001 0000000 0000000 0000000 000000 19921671 7002026 6001 9500001 0000000 0000000 0000000 000000 19932110 8002577 4001 9200001 0000000 0000000 0000000 000000 19942851 3003496 2001 8800001 0000001 0000000 0000000 000000 19953537 5704282 9501 8700001 0000001 0000000 0000000 000000 19963919 5004838 9001 8600001 0000001 0000000 0000000 000000 19974185 6005160 3001 8300001 0000001 0000000 0000000 000000 19984331 6005425 1001 8000001 0000001 0000000 0000000 000000 19994615 9005854 0001 7700001 0000001 0000000 0000000 000000 20004998 0006279 9801 6800001 0000001 0000000 0000000 000000 分别作如下回归 Dependent Variable CONSUME Method Least Squares Date 12 08 13 Time 23 14 Sample adjusted 1986 2008 Included observations 23 after adjustments VariableCoefficientStd Errort StatisticProb C744 7966378 06621 9700170 0676 CONSUME 1 0 0848730 0509071 6672210 1162 INCOME0 6331180 03519817 987290 0000 LOG EMPLOYMENT 762 9720478 5280 1 5944140 1317 D137 4346050 234450 7451980 4677 D2221 076538 308405 7709660 0000 D3 122 049373 81439 1 6534610 1190 D4 178 868865 87071 2 7154520 0160 R squared0 999861 Mean dependent var4428 906 Adjusted R squared0 999796 S D dependent var3060 917 S E of regression43 70477 Akaike info criterion10 66100 Sum squared resid28651 61 Schwarz criterion11 05595 Log likelihood 114 6015 F statistic15413 79 Durbin Watson stat2 977604 Prob F statistic 0 000000 Dependent Variable CONSUME Method Least Squares Date 12 08 13 Time 23 14 Sample adjusted 1986 2008 Included observations 23 after adjustments VariableCoefficientStd Errort StatisticProb C871 9310332 66272 6210670 0185 CONSUME 1 0 0835760 0501651 6660170 1152 INCOME0 6299220 03444718 286760 0000 LOG EMPLOYMENT 889 4616441 1508 2 0162300 0609 D2226 036137 197916 0765790 0000 D3 110 888471 26752 1 5559460 1393 20015309 0106859 6001 6500001 0000001 0000000 0000000 000000 20026029 9207702 8001 5800001 0000001 0000000 0000000 000000 20036510 9408472 2001 5800001 0000001 0000000 0000000 000000 20047182 1009421 6001 5600001 0000001 0000000 0000000 000000 20057942 88010493 001 5100001 0000001 0000000 0000000 000000 20068696 55011759 451 5300001 0000001 0000001 0000000 000000 20079997 47013785 811 5400001 0000001 0000001 0000000 000000 200811242 9015780 801 4800001 0000001 0000001 0000001 000000 D4 171 692464 25105 2 6722110 0167 R squared0 999856 Mean dependent var4428 906 Adjusted R squared0 999802 S D dependent var3060 917 S E of regression43 09316 Akaike info criterion10 61040 Sum squared resid29712 33 Schwarz criterion10 95598 Log likelihood 115 0196 F statistic18496 74 Durbin Watson stat2 787479 Prob F statistic 0 000000 Dependent Variable CONSUME Method Least Squares Date 12 08 13 Time 23 15 Sample adjusted 1986 2008 Included observations 23 after adjustments VariableCoefficientStd Errort StatisticProb C1204 936265 10544 5451220 0003 CONSUME 1 0 0993140 0511471 9417090 0689 INCOME0 5991650 02936620 403200 0000 LOG EMPLOYMENT 1325 942354 4143 3 7412220 0016 D2251 367534 815737 2199400 0000 D4 141 771063 81647 2 2215430 0402 R squared0 999834 Mean dependent var4428 906 Adjusted R squared0 999785 S D dependent var3060 917 S E of regression44 85802 Akaike info criterion10 66434 Sum squared resid34208 12 Schwarz criterion10 96056 Log likelihood 116 6399 F statistic20483 46 Durbin Watson stat2 638666 Prob F statistic 0 000000 Dependent Variable CONSUME Method Least Squares Date 12 08 13 Time 23 16 Sample 1985 2008 Included observations 24 VariableCoefficientStd Errort StatisticProb C1460 937233 29226 2622630 0000 INCOME0 6531010 00913271 515390 0000 LOG EMPLOYMENT 1651 937314 1501 5 2584310 0000 D2277 404833 627838 2492610 0000 D4 154 274266 05969 2 3353770 0306 R squared0 999810 Mean dependent var4272 418 Adjusted R squared0 999769 S D dependent var3090 239 S E of regression46 92598 Akaike info criterion10 71807 Sum squared resid41838 91 Schwarz criterion10 96350 Log likelihood 123 6169 F statistic24931 15 Durbin Watson stat2 292463 Prob F statistic 0 000000 236 页 练习 8 6 依题意可按加法类型引入虚拟变量 其中 键入命令 LS Y C D1 1 1 0 d 股份制 非股份制 估计的回归结果如下 Dependent Variable Y Method Least Squares Date 12 08 13 Time 23 24 Sample 1 49 Included observations 49 VariableCoefficientStd Errort StatisticProb C1518 696122 537312 393740 0000 D1568 2274168 22083 3778680 0015 R squared0 195343 Mean dependent var1820 204 Adjusted R squared0 178223 S D dependent var648 2687 S E of regression587 6681 Akaike info criterion15 63016 Sum squared resid16231629 Schwarz criterion15 70738 Log likelihood 380 9390 F statistic11 40999 Durbin Watson st