《面板数据操作说明》由会员分享，可在线阅读，更多相关《面板数据操作说明（24页珍藏版）》请在金锄头文库上搜索。
1、1.已知 19962002年中国东北、华北、华东15个省级地区的居民家庭人均消费（cp，不变价格）和人均收入（0 ,不变价格）居民，利用数据（1）建立面板 数据（panel data）工作文件；（2）定义序列名并输入数据；（3）估计选择面板 模型；（ 4）面板单位根检验。年人均消费（consume）和人均收入（income）数据以及消费者价格指数（p）分别见表 9.1，9.2和 9.3。表 9.1 19962002 年中国东北、华北、华东15 个省级地区的居民家庭人均消费（元）数据人均消费1996199719981999200020012002CONSUMEAH3607.433693.5537
2、77.413901.814232.984517.654736.52CONSUMEBJ5729.526531.816970.837498.488493.498922.7210284.6CONSUMEFJ4248.474935.955181.455266.695638.746015.116631.68CONSUMEHB3424.354003.713834.434026.34348.474479.755069.28CONSUMEHLJ3110.923213.423303.153481.743824.444192.364462.08CONSUMEJL3037.323408.033449.743661.
3、684020.874337.224973.88CONSUMEJS4057.54533.574889.435010.915323.185532.746042.6CONSUMEJX2942.113199.613266.813482.333623.563894.514549.32CONSUMELN3493.023719.913890.743989.934356.064654.425342.64CONSUMENMG2767.843032.33105.743468.993927.754195.624859.88CONSUMESD3770.994040.634143.964515.0550225252.4
4、15596.32CONSUMESH6763.126819.946866.418247.698868.199336.110464CONSUMESX3035.593228.713267.73492.983941.874123.014710.96CONSUMETJ4679.615204.155471.015851.536121.046987.227191.96CONSUMEZJ5764.276170.146217.936521.547020.227952.398713.08表 9.2 19962002 年中国东北、华北、华东15 个省级地区的居民家庭人均收入（元）数据人均收入199619971998
5、1999200020012002INCOMEAH4512.774599.274770.475064.65293.555668.86032.4INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36INCOMEHB4442.814958.675084.645365.035661.165984.826679.68INCOMEHLJ3768.314090.724268.54595.144912.885425.876100.5
6、6INCOMEJL3805.534190.584206.644480.0148105340.466260.16INCOMEJS5185.795765.26017.856538.26800.237375.18177.64INCOMEJX3780.24071.324251.424720.585103.585506.026335.64INCOMELN4207.234518.14617.244898.615357.795797.016524.52INCOMENMG3431.813944.674353.024770.535129.055535.896051INCOMESD4890.285190.7953
7、80.085808.966489.977101.087614.36INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8INCOMESX3702.693989.924098.734342.614724.115391.056234.36INCOMETJ5967.716608.397110.547649.838140.58958.79337.56INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.6表 9.3 1996 2002 年中国东北、华北、华东 15 个省级地区的消
8、费者物价指数物价指数1996199719981999200020012002PAH109.9101.310097.8100.7100.599PBJ111.6105.3102.4100.6103.5103.198.2PFJ105.9101.799.799.1102.198.799.5PHB107.1103.598.498.199.7100.599PHLJ107.1104.4100.496.898.3100.899.3PJL107.2103.799.29898.6101.399.5PJS109.3101.799.498.7100.1100.899.2PJX108.410210198.6100.39
9、9.5100.1PLN107.9103.199.398.699.910098.9PNMG107.6104.599.399.8101.3100.6100.2PSD109.6102.899.499.3100.2101.899.3PSH109.2102.8100101.5102.5100100.5PSX107.9103.198.699.6103.999.898.4PTJ109103.199.598.999.6101.299.6PZJ107.9102.899.798.810199.899.1（1）建立面板数据工作文件首先建立工作文件。打开工作文件后，过程如下：建立面板数据库。在窗口中输入 15个不同省
10、级地区的标识。2）定义序列名并输入数据（3）估计、选择面板模型打开一个pool窗口，先输入变量后缀（所要使用的变量）。点击Estimate,打开 估计窗口。 Pool: POOL1 lorkfile: UNTITLED: :Untitled 回冈ZJA.混合模型的估计方法左边的 Common 表示相同系数，即表示不同个体有相同的斜率。得到如下输出结果：Dependent Variable: CP?Method: Pooled Least SquaresDate: 07/02/08 Time: 13:13Sample: 1996 2002Included observations: 7Cross
11、-sections included: 15Total pool (balanced) observations: 105VariableCoefficientStd. Error t-StatisticProb.C129.631363.692592.0352650.0444IP?0.7587260.00952279.681890.0000R-squared0.984036Mean dependent var4917.608Adjusted R-squared0.983881S.D. dependent var1704.704S.E. of regression216.4270Akaike i
12、nfo criterion13.61125Sum squared resid4824588.Schwarz criterion13.66180Log likelihood-712.5905F-statistic6349.204Durbin-Watson stat0.784107Prob(F-statistic)0.000000相应的表达式是：CP = 129.63+0.76IPitit(2.0) (79.7)R2 二 0.98,SSE 二 4824588r上式表示15个省级地区的城镇人均指出平均占收入的 76%。B个体固定效应回归模型的估计方法 将截距项选择区选Fixed effects (固
13、定效应)得到如下输出结果：Dependent Variable: CP?Method: Pooled Least SquaresDate: 07/02/08 Time: 13:36Sample: 1996 2002Included observations: 7Cross-sections included: 15Total pool (balancEd) observations: 105VariableCoEffiuiEntStd. Errort-StatisticProb.C515.614281.596656.319061.0000IP?0.6975610.01269254.96029.0000Fixed Effec
