计量经济学实验报告 实验三 虚拟变量模型

计量经济学实验报告实验三：虚拟变量模型姓名：班级：序号：学号：模型设立问题描述：2009年我国各地区城镇居民和农村居民家庭人均可支配收入与人均生活消费支出之间的关系。理论模型：数据

城镇居民农村居民地区消费支出可支配收入消费支出人均纯收入北京17893.326738.488897.5911668.59天津14801.3521402.014273.158687.56河北9678.7514718.253349.745149.67山西9355.113996.553304.764244.10内蒙古12369.8715849.193968.424937.80辽宁12324.5815761.384254.035958.00吉林10914.4414006.273902.905265.91黑龙江9629.612565.984241.275206.76上海20992.3528837.789804.3712482.94江苏1315320551.725804.458003.54浙江16683.4824610.817731.7010007.31安徽10233.9814085.743655.024504.32福建13450.5719576.835015.726680.18江西9739.9914021.543532.665075.01山东12012.7317811.044417.186118.77河南9566.9914371.563388.474806.95湖北10294.0714367.483725.245035.26湖南10828.2315084.314020.874909.04广东16857.521574.725019.816906.93广西10352.3815451.483231.143980.44海南10086.6513750.853088.564744.36重庆12144.0615748.673142.144478.35四川10860.213839.404141.404462.05贵州9048.2912862.532421.953005.41云南10201.8114423.932924.853369.34西藏9034.3113544.412399.473531.72陕西10705.6714128.763349.233437.55甘肃8890.7911929.782766.452980.10青海8786.5212691.853209.413346.15宁夏1028014024.703347.944048.33新疆9327.5512257.522950.633883.10二：模型设计

1.城镇居民：DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.

X0.6680590.03092621.601930.0000C755.0114520.30311.4510990.1575R-squared0.941490

Meandependentvar11628.97AdjustedR-squared0.939473

S.D.dependentvar2978.791S.E.ofregression732.8515

Akaikeinfocriterion16.09410Sumsquaredresid15575067

Schwarzcriterion16.18662Loglikelihood-247.4586

F-statistic466.6435Durbin-Watsonstat1.644234

Prob(F-statistic)0.000000所以，模型一为：

(1.4511)(21.602)

2.农村居民：DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.

X0.6927460.04082616.968170.0000C350.9498244.71791.4340990.1622R-squared0.908494

Meandependentvar4170.339AdjustedR-squared0.905338

S.D.dependentvar1737.704S.E.ofregression534.6414

Akaikeinfocriterion15.46341Sumsquaredresid8289402.

Schwarzcriterion15.55593Loglikelihood-237.6829

F-statistic287.9187Durbin-Watsonstat1.864618

Prob(F-statistic)0.000000所以，模型二为：(1.4341)(16.968)

三、模型检验为比较居民和农村消费指数是否有显著差异，设虚拟变量：并将两函数合并，估计以下模型：其中，，，。则有：DependentVariable:YMethod:LeastSquaresDate:01/02/12Time:13:48Sample:162Includedobservations:62VariableCoefficientStd.Errort-StatisticProb.X10.6680590.02706924.680090.0000D1-404.0616541.8511-1.7457060.4589D1X10.0246870.0559641.8411300.6608C755.0114455.40981.6578730.1027R-squared0.980424Meandependentvar7899.655AdjustedR-squared0.979411S.D.dependentvar4470.427S.E.ofregression641.4486Akaikeinfocriterion15.82768Sumsquaredresid23864469Schwarzcriterion15.96491Loglikelihood-486.6580F-statistic968.2707Durbin-W