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1、 练习册第四章 原方程 Coefficient Std. Error t-Statistic Prob. C 0.341772 0.831777 0.410893 0.6851 LOG(G) 0.905386 0.080320 11.27217 0.0000 R-squared 0.852410 Mean dependent var 9.669514 Adjusted R-squared 0.845702 S.D. dependent var 1.050453 S.E. of regression 0.412626 Akaike info criterion 1.147107 Sum squa
2、red resid 3.745732 Schwarz criterion 1.245278 Log likelihood -11.76528 Hannan-Quinn criter. 1.173152 F-statistic 127.0619 Durbin-Watson stat 0.990613 Prob(F-statistic) 0.000000 使用工具变量后 Coefficient Std. Error t-Statistic Prob. C -0.622105 0.975269 -0.637880 0.5301 LOG(G) 0.998944 0.094288 10.59462 0.
3、0000 R-squared 0.843308 Mean dependent var 9.669514 Adjusted R-squared 0.836186 S.D. dependent var 1.050453 S.E. of regression 0.425160 Sum squared resid 3.976736 F-statistic 112.2460 Durbin-Watson stat 1.139503 Prob(F-statistic) 0.000000 Second-Stage SSR 5.089693 第五章 原方程 Coefficient Std. Error t-St
4、atistic Prob. C 4.392442 2.455823 1.788582 0.1337 X1 0.107898 0.060850 1.773167 0.1364 X2 0.058404 0.046750 1.249280 0.2669 X3 -0.011509 0.022856 -0.503560 0.6360 X4 -0.006928 0.022153 -0.312731 0.7671 R-squared 0.969474 Mean dependent var 8.986246 Adjusted R-squared 0.945052 S.D. dependent var 1.26
5、6974 S.E. of regression 0.296990 Akaike info criterion 0.716616 Sum squared resid 0.441015 Schwarz criterion 0.867909 Log likelihood 1.416920 Hannan-Quinn criter. 0.550648 F-statistic 39.69814 Durbin-Watson stat 3.016656 Prob(F-statistic) 0.000557 Generated by Foxit PDF Creator Foxit Software http:/
6、 For evaluation only.简单相关性检验 X1 X2 X3 X4 X1 1.000000 0.879363 -0.338876 0.956248 X2 0.879363 1.000000 -0.304705 0.760764 X3 -0.338876 -0.304705 1.000000 -0.413541 X4 0.956248 0.760764 -0.413541 1.000000 书本第六章 原方程 Coefficient Std. Error t-Statistic Prob. C 305.5426 178.8190 1.708670 0.1047 X 0.845728
7、 0.026111 32.38998 0.0000 R-squared 0.983132 Mean dependent var 5823.872 Adjusted R-squared 0.982195 S.D. dependent var 1820.279 S.E. of regression 242.8902 Akaike info criterion 13.91774 Sum squared resid 1061922. Schwarz criterion 14.01731 Log likelihood -137.1774 Hannan-Quinn criter. 13.93717 F-s
8、tatistic 1049.111 Durbin-Watson stat 2.088163 Prob(F-statistic) 0.000000 子样本一 Coefficient Std. Error t-Statistic Prob. C 1433.790 1725.370 0.831004 0.4378 X 0.620014 0.348782 1.777654 0.1258 R-squared 0.344982 Mean dependent var 4499.198 Adjusted R-squared 0.235812 S.D. dependent var 186.0414 S.E. o
9、f regression 162.6333 Akaike info criterion 13.23319 Sum squared resid 158697.6 Schwarz criterion 13.25305 Log likelihood -50.93277 Hannan-Quinn criter. 13.09924 F-statistic 3.160053 Durbin-Watson stat 3.005139 Prob(F-statistic) 0.125785 子样本二 Coefficient Std. Error t-Statistic Prob. C 238.2508 594.6
10、027 0.400689 0.7025 Generated by Foxit PDF Creator Foxit Software http:/ For evaluation only.X 0.853299 0.067590 12.62460 0.0000 R-squared 0.963720 Mean dependent var 7572.127 Adjusted R-squared 0.957673 S.D. dependent var 1743.591 S.E. of regression 358.7166 Akaike info criterion 14.81526 Sum squar
11、ed resid 772065.6 Schwarz criterion 14.83512 Log likelihood -57.26104 Hannan-Quinn criter. 14.68131 F-statistic 159.3804 Durbin-Watson stat 1.723492 Prob(F-statistic) 0.000015 含交叉项怀特检验 F-statistic 14.64372 Prob. F(2,17) 0.0002 Obs*R-squared 12.65460 Prob. Chi-Square(2) 0.0018 Scaled explained SS 5.5
12、72493 Prob. Chi-Square(2) 0.0617 不含交叉项怀特检验 F-statistic 23.84387 Prob. F(1,18) 0.0001 Obs*R-squared 11.39659 Prob. Chi-Square(1) 0.0007 Scaled explained SS 5.018526 Prob. Chi-Square(1) 0.0251 对数回归 Coefficient Std. Error t-Statistic Prob. C 0.363463 0.263430 1.379735 0.1846 LOG(X) 0.945845 0.030124 31
13、.39809 0.0000 R-squared 0.982069 Mean dependent var 8.630354 Adjusted R-squared 0.981073 S.D. dependent var 0.276311 S.E. of regression 0.038014 Akaike info criterion -3.607087 Sum squared resid 0.026011 Schwarz criterion -3.507514 Log likelihood 38.07087 Hannan-Quinn criter. -3.587650 F-statistic 9
14、85.8402 Durbin-Watson stat 2.288419 Prob(F-statistic) 0.000000 怀特检验 F-statistic 1.202331 Prob. F(2,17) 0.3248 Obs*R-squared 2.478438 Prob. Chi-Square(2) 0.2896 Scaled explained SS 0.501149 Prob. Chi-Square(2) 0.7784 Generated by Foxit PDF Creator Foxit Software http:/ For evaluation only.第七章 原方程 Coe
15、fficient Std. Error t-Statistic Prob. C 171.6793 51.61490 3.326159 0.0031 G 0.022844 0.001136 20.11648 0.0000 R-squared 0.948438 Mean dependent var 926.7037 Adjusted R-squared 0.946095 S.D. dependent var 747.6187 S.E. of regression 173.5788 Akaike info criterion 13.23080 Sum squared resid 662850.9 Schwarz criterion 13.32897 Log likelihood -156.7695 Hannan-Quinn criter. 13.25684 F-statistic 404.6728 Durbin-Watson stat 0.628024 Prob(F-statistic) 0.0000
