计量经济学实验一.doc

实验一第一、散点图分析：散点图说明数据输入没有错误。第二、总体回归Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 14:41Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C-34373.63102064.3-0.3367840.7409X111.972494.1285982.8998940.0110X2-13.028384.012256-3.2471470.0054X3-1.1240683.704024-0.3034720.7657X423.5771911.271272.0917940.0539X5-0.1925573.868815-0.0497720.9610X6826.3368374.00812.2094090.0431X71545.2251483.7311.0414460.3142R-squared0.988553 Mean dependent var139364.6Adjusted R-squared0.983212 S.D. dependent var51705.05S.E. of regression6699.388 Akaike info criterion20.72563Sum squared resid6.73E+08 Schwarz criterion21.12058Log likelihood-230.3447 F-statistic185.0634Durbin-Watson stat1.248664 Prob(F-statistic)0.000000分析：虽然总体可决系数很高，但是变量X2、X3、X5、X7均不符合经济意义，T检验与F检验均不显著，因而断定变量之间存在多重共线性，第三、相关系数矩阵X1X2X3X4X5X6X7X110.99992430.999470.99847060.97929440.99675420.7406346X20.999924310.99915890.99866180.98080350.99724310.7435533X30.999470.999158910.99849880.97290390.99440690.7436651X40.99847060.99866180.998498810.97475210.99488530.7557886X50.97929440.98080350.97290390.974752110.98656920.7165534X60.99675420.99724310.99440690.99488530.986569210.7263424X70.74063460.74355330.74366510.75578860.71655340.72634241分析：相关系数矩阵进一步证明了多重共线性的存在第四、逐一回归YX1Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:27Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C80014.432927.60727.331000.0000X10.7332810.02770326.469830.0000R-squared0.970900 Mean dependent var139364.6Adjusted R-squared0.969514 S.D. dependent var51705.05S.E. of regression9027.769 Akaike info criterion21.13694Sum squared resid1.71E+09 Schwarz criterion21.23568Log likelihood-241.0748 F-statistic700.6518Durbin-Watson stat0.320372 Prob(F-statistic)0.000000Y-X2Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:28Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C79622.593065.61725.972780.0000X20.7352850.02899125.362740.0000R-squared0.968386 Mean dependent var139364.6Adjusted R-squared0.966881 S.D. dependent var51705.05S.E. of regression9409.627 Akaike info criterion21.21980Sum squared resid1.86E+09 Schwarz criterion21.31853Log likelihood-242.0276 F-statistic643.2687Durbin-Watson stat0.303774 Prob(F-statistic)0.000000Y-X3Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:29Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C81659.152674.13030.536720.0000X31.7300680.06062928.535380.0000R-squared0.974858 Mean dependent var139364.6Adjusted R-squared0.973661 S.D. dependent var51705.05S.E. of regression8391.341 Akaike info criterion20.99073Sum squared resid1.48E+09 Schwarz criterion21.08947Log likelihood-239.3934 F-statistic814.2680Durbin-Watson stat0.330895 Prob(F-statistic)0.000000Y-X4Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:30Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C79298.273005.16226.387350.0000X413.190880.50805225.963630.0000R-squared0.969789 Mean dependent var139364.6Adjusted R-squared0.968350 S.D. dependent var51705.05S.E. of regression9198.512 Akaike info criterion21.17441Sum squared resid1.78E+09 Schwarz criterion21.27315Log likelihood-241.5057 F-statistic674.1099Durbin-Watson stat0.315927 Prob(F-statistic)0.000000Y-X5Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:31Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C82366.305508.54914.952450.0000X510.898040.80638213.514730.0000R-squared0.896881 Mean dependent var139364.6Adjusted R-squared0.891970 S.D. dependent var51705.05S.E. of regression16994.34 Akaike info criterion22.40209Sum squared resid6.06E+09 Schwarz criterion22.50083Log likelihood-255.6240 F-statistic182.6479Durbin-Watson stat0.366940 Prob(F-statistic)0.000000YX6Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:31Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C66947.703913.09817.108620.0000X6678.005830.2371522.422940.0000R-squared0.959907 Mean dependent var139364.6Adjusted R-squared0.957998 S.D. dependent var51705.05S.E. of regression10596.60 Akaike info criterion21.45739Sum squared resid2.36E+09 Schwarz criterion21.55613Log likelihood-244.7600 F-statistic502.7882Durbin-Watson stat0.292407 Prob(F-statistic)0.000000YX7Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:32Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C-1188647.282514.7-4.2073790.0004X719332.304111.1324.7024270.0001R-squared0.512906 Mean dependent var139364.6分析：对比上述结果Y与X3的拟合程度最好，因而先保留X3，在X3的基础上加变量。第五、在X3的基础上加其他变量回归Y-X3-X1Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:36Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C84205.463238.84925.998580.0000X34.1813891.8279732.2874450.0332X1-1.0416490.776356-1.3417160.1947R-squared0.976934 Mean dependent var139364.6Adjusted R-squared0.974628 S.D. dependent var51705.05S.E. of regression8235.894 Akaike info criterion20.99150Sum squared resid1.36E+09 Schwarz criterion21.13961Log likelihood-238.4022 F-statistic423.5479Durbin-Watson stat0.373214 Prob(F-statistic)0.000000分析：在X3的基础上加X1后X3与Y的可决系数下降了因而，不保留X3.YX3、X2Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:42Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C85033.723142.10427.062670.0000X34.2836171.4031413.0528780.0063X2-1.0898050.598329-1.8214140.0835R-squared0.978435 Mean dependent var139364.6Adjusted R-squared0.976279 S.D. dependent var51705.05S.E. of regression7963.419 Akaike info criterion20.92421Sum squared resid1.27E+09 Schwarz criterion21.07232Log likelihood-237.6284 F-statistic453.7239Durbin-Watson stat0.399834 Prob(F-statistic)0.000000分析：变量X2的经济意义不符，删去。YX3、X4Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:43Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C82616.033203.12825.792300.0000X32.3647831.1253062.1014580.0485X4-4.8593088.602277-0.5648860.5784R-squared0.975253 Mean dependent var139364.6Adjusted R-squared0.972779 S.D. dependent var51705.05S.E. of regression8530.782 Akaike info criterion21.06186Sum squared resid1.46E+09 Schwarz criterion21.20997Log likelihood-239.2114 F-statistic394.0927Durbin-Watson stat0.339426 Prob(F-statistic)0.000000分析：变量X4的经济意义不符，删去。YX3、X5Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:43Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C82502.342589.59331.859200.0000X32.1624220.2496508.6618100.0000X5-2.9184931.639534-1.7800740.0903R-squared0.978297 Mean dependent var139364.6Adjusted R-squared0.976127 S.D. dependent var51705.05S.E. of regression7988.965 Akaike info criterion20.93062Sum squared resid1.28E+09 Schwarz criterion21.07873Log likelihood-237.7021 F-statistic450.7630Durbin-Watson stat0.469518 Prob(F-statistic)0.000000分析：变量X4的经济意义不符，删去YX3、X6Dependent Variable: YMethod: Least SquaresDate: 05/30/11 Time: 15:44Sample: 1985 2007Included observations: 23VariableCoefficientStd. Errort-StatisticProb. C84601.865922.63614.284490.0000X32.0546770.5836743.5202480.0022X6-128.9211230.5137-0.5592770.5822R-squared0.975246 Mean dependent var139364.6Adjusted R-squared0.972770 S.D. dependent var51705.05S.