多元线性回归模型的估计与检验

1、实验名称：多元线性回归模型的估计与检验（实验序号：B14201103）实验目的：实验内容实验要求:实验步骤建立模型模型检验实验记录1、中国城镇居民人均支出模型：截面数据模型表3.2.1中国内地各地区城镇居民家庭人均全年可支配收入与人均全年消费性支出（元）地区2006消费性 支出2006可支配 收入2005消费性 支出地区2006消费 性支出2006可支 配收入2005消费 性支出YX1X2YX1X2北京14825.419977.513244.2湖北7397.39802.76736.6天津10548.114283.19653.3湖南8169.310504.77505河北7343.510304.6

2、6699.7广东12432.216015.611809.9山西7170.910027.76342.6广西67929898.87032.8内蒙古7666.6103586928.6海南7126.89395.15928.8辽宁7987.510369.67369.3重庆9398.711569.78623.3吉林7352.69775.16794.7四川7524.89350.16891.3黑龙江6655.49182.36178贵州6848.49116.66159.3上海14761.820667.913773.4云南7379.810069.96996.9江苏9628.614084.38621.8西藏6192

3、.68941.18617.1浙江13348.518265.112253.7陕西7553.39267.76656.5安徽7294.79771.16367.7甘肃6974.28920.66529.2福建9807.713753.38794.4青海6530.19000.46245.3江西6645.59551.16109.4宁夏7205.69177.36404.3山东8468.412192.27457.3新疆67308871.36207.5河南6685.29810.36038资料来源：中国统计年鉴（2006,2007整理）Eviews软件估计结果如表3.2.2所示。两个解释变量前的参数估计值分别为0.5

4、556和0.2501， 都为正数，且都处于0和1之间，常数项的估计值也为正，这些参数估计值的经济含义是合理的。随机误差项的方差的估计值为2= 4170093 /gal.31 - 322,00014,00013,00020,00012,00018,00011,00010,00012,00010,00016,000X14,000表3.2.2中国内地城镇居民人均消费支出二元回归估计Dependent Variable: YMethod: Least SquaresDate: 04/06/13 Time: 15:36Sample: 1 31Included observations: 31Variab

5、leCoefficientStd. Errort-StatisticProb.C143.3265260.40320.5504020.5864X10.5556440.0753087.3783200.0000X20.2500850.1136342.2007910.0362R-squared0.975634Mean dependent var8401.468Adjusted R-squared0.973893S.D. dependent var2388.459S.E. of regression385.9169Akaike info criterion14.84089Sum squared resid4170093.Schwarz criterion14.97966Log likelihood-227.0337Hannan-Quinn cri