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多元线性回归模型的案例分析

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1.表1列出了某地区家庭人均鸡肉年消费量Y与家庭月平均收入X,鸡肉价格P. 猪肉价格P2与牛肉价格P3的相关数据年份Y/千X/元P1/(元 /千克)P2/(元 /千克)P3/(元/千克)年份Y/千 克X/元P1/(元 /千克)P2/ (元/千克)P3/(元 /千克)克19802.783974.225.077.8319924.189113.977.9111.4019812.994133.815.207.9219934.049315.219.5412.4119822.984394.035.407.9219944.0710214.899.4212.7619833.084593.955.537.9219954.0111655.8312.3514.2919843.124923.735.477.7419964.2713495.7912.9914.3619853.335283.816.378.0219974.4114495.6711.7613.9219863.565603.936.988.0419984.6715756.3713.0916.5519873.646243.786.598.3919995.0617596.1612.9820.3319883.676663.846.458.5520005.0119945.8912.8021.9619893.847174.017.009.3720015.1722586.6414.1022.1619904.047683.867.3210.6120025.2924787.0416.8223.2619914.038433.986.7810.48(1)求出该地区关于家庭鸡肉消费需求的如下模型:In Y 二 B +P In X + P In P + P In P +P In P + u0 1 2 1 3 2 4 3(2)请分析,鸡肉的家庭消费需求是否受猪肉及牛肉价格的影响。

先做回归分析,过程如下:输出结果如下:VariableCoefficientStd. Errort-StatisticProb.C-07315200.296947■2.4634670.0241LOG凶0.3452670.0825664.1816490.0006LOG(P1)-0.5021220.109891-4.5S92940.0002LOG(P2)0.146S680.0990061.4834200.1563LOG(P3)0.0871860.0998520.8731370.3941R-squared0.982474Mean dependent var1.361301Adjusted R-squared0.978579S.D. dependent var0.1B7659S.E. of regression0.027465Akaike info criterion-4.1G2123Sum squared resid0.013578Schwarz criterion-3.915276Lag likelihood52.06441F-st atistic252.2633Durbin-Watson st at1.024020Prob(F-st atistic)0.000000所以,回归方程为:In Y = —0.7315 + 0.34631n X - 0.50211n P + 0.14691n P + 0.08721n P1 2 3(-2.463) (4.182) (4569) (1.483) (0.873)由上述回归结果可以知道,鸡肉消费需求受家庭收入水平和鸡肉价格的影响, 而牛肉价格和猪肉价格对鸡肉消费需求的影响并不显著。

验证猪肉价格和鸡肉价格是否有影响,可以通过赤池准则(AIC)和施瓦茨准则 (SC)若AIC值或SC值增加了,就应该去掉该解释变量去掉猪肉价格P2与牛肉价格P3重新进行回归分析,结果如下:Variable Coefficie nt Std. Error t-Statistic Prob.C-1.1257970.088420 -12.732370.0000LOG(X)0.4515470.024554 18.389660.0000LOG(P1)-0.3727350.063104 -5.9066680.0000R-squared0.980287Mean depe ndent var1.361301Adjusted R-squared0.978316S.D.dependent var0.187659S.E. of regressi on0.027634Akaike info criterion-4 218445Sum squared resid0.015273Schwarz criterion-4 070337Log likelihood51.51212F-statistic497.2843Durb in-Wats on stat1.877706Prob(F-statistic)0.000000通过比较可以看出,AIC值和SC值都变小了,所以应该去掉猪肉价格P2与牛 肉价格P3这两个解释变量。

所以该地区猪肉与牛肉价格确实对家庭的鸡肉消费 不产生显著影响2.表2列出了中国2012年按行业分的全部制造业国有企业及规模以上制造 业非国有企业的工业总产值Y,资产合计K及职工人数L工业总产资产合计职工人数 工业总产资产合计职工人数序号值Y/亿元K/亿元L/万人序号值Y/亿元K/亿元L/万人13722.7003078.220113.000017812.70001118.81043.0000021442.5201684.43067.00000181899.7002052.16061.0000031752.3702742.77084.00000193692.8506113.110240.000041451.2901973.82027.00000204732.9009228.250222.000055149.3005917.010327.0000212180.2302866.65080.0000062291.1601758.770120.0000222539.7602545.63096.0000071345.170939.100058.00000233046.9504787.900222.00008656.7700694.940031.00000242192.6303255.290163.00009370.1800363.480016.00000255364.8308129.680244.0000101590.3602511.99066.00000264834.6805260.200145.000011616.7100973.730058.00000277549.5807518.790138.000012617.9400516.010028.0000028867.9100984.520046.00000134429.1903785.91061.00000294611.39018626.94218.0000145749.0208688.030254.000030170.3000610.910019.00000151781.3702798.90083.0000031325.53001523.19045.00000161243.0701808.44033.00000设定模型为:Y = AKaLPe卩(1) 利用上述资料,进行回归分析;(2) 回答:中国2000年的制造业总体呈现规模报酬不变状态吗? 将模型进行双对数变换如下:In Y = In A + a In K + P In L + y1)进行回归分析:得到如下回归结果:VariableCoefficientStd. Errort-StatisticProb.C1.1539940.7276111.6860040.1240LOG旳0.6092360.1763783.4M1490.0018LOG(L)0.3607960.2016911 7B97410.0043R-squared0.809925Mean dependent var7.493997Adjusted R-squared0.79G34BS.D. dependent var0.942960S. E. of regression0.425538Akaike info criterion1.220839Sum squared resid5.070303Schwarz criterion1.359612Lag likelihood-15.92300F-statistic59.65501Durbin-Watson stat0.793209Prab(F-statistic)0.000000于是,样本回归方程为:In f 二 1.154 + 0.6091n K + 0.3611n L(1.59) (3.45) (1.79)R2 二 0.8099, R = 0.7963, F 二 59.66从回归结果可以看出,模型的拟合度较好,在显著性水平0.1的条件下,各项系 数均通过了 t检验。

从F检验可以看出,方程对Y的解释程度较少R = 0.7963表明,工业总产值对数值的79.6%的变化可以由资产合计对数与职工的对数值的变化来解释,但仍有20.4%的变化是由其他因素的变化影响的从上述回归结果看,de + 0 = 0.97沁1,即资产与劳动的产出弹性之和近似为1,表明中国制造业在2000年基本呈现规模报酬不变的状态下面进行Wald检 验对约束关系进行检验过程如下:Co h±Eici eRt T&sisFie s i TestsbLC_i:inti dene 。

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