计量经济学(庞浩主编)第五章练习题参考解答

1、第五章练习题参考解答练习题 Y X X ui122i33iiY X X u 2ii3ii(u ) 0,Var(u ) X 2 2 2Eii2i X u该2Y1lnY X lnu12lnu uE(u)1E(lnu)0E(lnu) YX X uY 和 1212YXYXYX X YZ 525252555 X uXY Yi12ii X2 22ii 和 12 年548449Y对X12 YXtt人时间 农村人均纯收入 农村人均生活费时间农村人均纯收入 农村人均生活费X支出YX支出Y2001 年。 2001练习题参考解答 1f (X )X2 2iW Wi2iXi2i1YiXXu1 3i2iiXX23X2i2

2、i2i1uiX()u )2X2i2i2iY X X*2*3123 W xW y2*x*2W x*2W yi*x*3i*x*i23 22i2i 3iiiiii W x22W x*2W x*22i 3i*x*2i 2i2i 2i 3i W yW y2*x*W x*x*2iW x2*x*i322 2i2i 3iiiiiii W x32W xW x2i 3i*x*2i 2i2i 2i 3iW YW X2W X2 , , WX*22iX*33iY*2i iiiWW2i2i2ix*2i X X*2x*3i X X*3y*Y Y*2i3iiY 9.34750.6371Xii(2.5691)(32.0088)

3、R20.9464,.9.0323,F 1023.56 n 22n。12e21e22求F2495.84e22Fe4.1390603.0148210.05FF (20,20) 2.12。0.05(20,20) 2.12F FF0.05 F-statistic 1 t-StatisticCX resid likelihood infocriterion criterionF-statistic 0.052 2 5.9915。10.8640 5.9915nR2 21）用权数W1X Y 1 t-StatisticCX Statistics resid likelihood infocriterion c

4、riterionF-statistic Statistics residY 10.37050.6310X(3.9436)(34.0467)R20.2114,.7.7789,F 1159.18Y 192.99440.0319X(0.1948) (3.83)R20.4783,.2759.15,F 14.6692 F-statistic 1 t-StatisticCX resid likelihood infocriterion criterionF-statistic 0.05 2 2 5.9915 nR25.2125nR (2)220.05X e 2 6.4435eX(4.5658)0.2482

5、R21/ XwY 243.49100.0367X(1.7997) (5.5255)R20.1684,.694.2181,F 30.5309Y 4.61030.7574X(4.2495)(5.0516)R20.5864,.3.3910,F 25.518302E05XY 6.73810.2215X(2.8254)(0.3987)R20.0093,.3.3906,F 0.15892E005XY 43.89670.8104X(2.1891)(37.7771)R20.9854,.60.4920,F 1427.11202E0X F-statistic t-StatisticCX resid likelihood infocriterion criterionF-statistic nR211.21090.0525.9915 25.9915 为22 F-statistic t-StatisticC resid likelihood infocriterion criterionF-statistic (n p)R 7.0314 0.05 1 2 (1) 3.8415()7.0314 (1) 3.