计量经济学第三版课后习题答案

1、-第二章简单线性回归模型2.11首先分析人均寿命与人均GDP的数量关系，用Eviews分析：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 14:37Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.C56.647941.96082028.889920.0000*10.1283600.0272424.7118340.0001R-squared0.526082Mean dependent var62.500

2、00Adjusted R-squared0.502386S.D. dependent var10.08889S.E. of regression7.116881Akaike info criterion6.849324Sum squared resid1013.000Schwarz criterion6.948510Log likelihood-73.34257Hannan-Quinn criter.6.872689F-statistic22.20218Durbin-Watson stat0.629074Prob(F-statistic)0.000134有上可知，关系式为y=56.64794+

3、0.128360*1关于人均寿命与成人识字率的关系，用Eviews分析如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 15:01Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.C38.794243.53207910.983400.0000*20.3319710.0466567.1153080.0000R-squared0.716825Mean dependent var62.50000Adjust

4、ed R-squared0.702666S.D. dependent var10.08889S.E. of regression5.501306Akaike info criterion6.334356Sum squared resid605.2873Schwarz criterion6.433542Log likelihood-67.67792Hannan-Quinn criter.6.357721F-statistic50.62761Durbin-Watson stat1.846406Prob(F-statistic)0.000001由上可知，关系式为y=38.79424+0.331971

5、*2关于人均寿命与一岁儿童疫苗接种率的关系，用Eviews分析如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/14 Time: 15:20Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.C31.799566.5364344.8649710.0001*30.3872760.0802604.8252850.0001R-squared0.537929Mean dependent var62.50000Adjusted R

6、-squared0.514825S.D. dependent var10.08889S.E. of regression7.027364Akaike info criterion6.824009Sum squared resid987.6770Schwarz criterion6.923194Log likelihood-73.06409Hannan-Quinn criter.6.847374F-statistic23.28338Durbin-Watson stat0.952555Prob(F-statistic)0.000103由上可知，关系式为y=31.79956+0.387276*32关

7、于人均寿命与人均GDP模型，由上可知，可决系数为0.526082，说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验：t1=4.711834t0.025(20)=2.086，对斜率系数的显著性检验说明，人均GDP对人均寿命有显著影响。关于人均寿命与成人识字率模型，由上可知，可决系数为0.716825，说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验：t2=7.115308t0.025(20)=2.086，对斜率系数的显著性检验说明，成人识字率对人均寿命有显著影响。关于人均寿命与一岁儿童疫苗的模型，由上可知，可决系数为0.537929，说明所建模型整体上对样本数据拟合较好。对于

8、回归系数的t检验：t3=4.825285t0.025(20)=2.086，对斜率系数的显著性检验说明，一岁儿童疫苗接种率对人均寿命有显著影响。2.21对于省预算收入与全省生产总值的模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 17:46Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.*0.1761240.004

9、07243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.983702Mean dependent var902.5148Adjusted R-squared0.983177S.D. dependent var1351.009S.E. of regression175.2325Akaike info criterion13.22880Sum squared resid951899.7Schwarz criterion13.31949Log likelihood-216.2751Hannan-Quinn criter.13.2593

10、1F-statistic1871.115Durbin-Watson stat0.100021Prob(F-statistic)0.000000由上可知，模型的参数：斜率系数0.176124，截距为154.3063关于省财政预算收入与全省生产总值的模型，检验模型的显著性：1可决系数为0.983702，说明所建模型整体上对样本数据拟合较好。2对于回归系数的t检验：t2=43.25639t0.025(31)=2.0395，对斜率系数的显著性检验说明，全省生产总值对财政预算总收入有显著影响。用规形式写出检验结果如下：Y=0.176124*154.3063 (0.004072) (39.08196)t=

11、 (43.25639) -3.948274R2=0.983702 F=1871.115 n=33经济意义是：全省生产总值每增加1亿元，财政预算总收入增加0.176124亿元。2当*=32000时，进展点预测，由上可知Y=0.176124*154.3063，代入可得：Y= Y=0.176124*32000154.3063=5481.6617进展区间预测：先由Eviews分析：*YMean6000.441902.5148Median2689.280209.3900Ma*imum27722.314895.410Minimum123.720025.87000Std. Dev.7608.0211351.

12、009Skewness1.4325191.663108Kurtosis4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99Sum Sq. Dev.1.85E+0958407195Observations3333由上表可知，*2=*i*2=2*(n1)= 7608.0212 * (331)=1852223.473(*f*)2=(320006000.441)2=675977068.2当*f=32000时，将相关数据代入计算得到：5481.66172.0395*175.232

13、5*1/33+1852223.473/675977068.2Yf5481.6617+2.0395*175.2325*1/33+1852223.473/675977068.2即Yf的置信区间为5481.661764.9649, 5481.6617+64.9649(3) 对于省预算收入对数与全省生产总值对数的模型，由Eviews分析结果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/23/15 Time: 18:04Sample (adjusted): 1 33Included observations: 33 after adjus

14、tmentsVariableCoefficientStd. Errort-StatisticProb.LN*0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442Mean dependent var5.573120Adjusted R-squared0.962263S.D. dependent var1.684189S.E. of regression0.327172Akaike info criterion0.662028Sum squared resid3.318281Schwarz

15、criterion0.752726Log likelihood-8.923468Hannan-Quinn criter.0.692545F-statistic816.9699Durbin-Watson stat0.096208Prob(F-statistic)0.000000模型方程为：lnY=由上可知，模型的参数：斜率系数为0.980275，截距为-1.918289关于省财政预算收入与全省生产总值的模型，检验其显著性：1可决系数为0.963442，说明所建模型整体上对样本数据拟合较好。2对于回归系数的t检验：t2=28.58268t0.025(31)=2.0395，对斜率系数的显著性检验说明

16、，全省生产总值对财政预算总收入有显著影响。经济意义：全省生产总值每增长1%，财政预算总收入增长0.980275%2.41对建筑面积与建造单位本钱模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 20:11Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.*-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0

17、000R-squared0.946829Mean dependent var1619.333Adjusted R-squared0.941512S.D. dependent var131.2252S.E. of regression31.73600Akaike info criterion9.903792Sum squared resid10071.74Schwarz criterion9.984610Log likelihood-57.42275Hannan-Quinn criter.9.873871F-statistic178.0715Durbin-Watson stat1.172407P

18、rob(F-statistic)0.000000由上可得：建筑面积与建造本钱的回归方程为：Y=2经济意义：建筑面积每增加1万平方米，建筑单位本钱每平方米减少64.18400元。3首先进展点预测，由Y=得，当*=4.5，y=1556.647再进展区间估计：用Eviews分析：Y*Mean1619.3333.523333Median1630.0003.715000Ma*imum1860.0006.230000Minimum1419.0000.600000Std. Dev.131.22521.989419Skewness0.003403-0.060130Kurtosis2.3465111.66491

19、7Jarque-Bera0.2135470.898454Probability0.8987290.638121Sum19432.0042.28000Sum Sq. Dev.189420.743.53567Observations1212由上表可知，*2=*i*2=2*(n1)= 1.9894192 * (121)=43.5357(*f*)2=(4.53.523333)2=0.95387843当*f=4.5时，将相关数据代入计算得到：1556.6472.228*31.73600*1/12+43.5357/0.95387843Yf1556.647+2.228*31.73600*1/12+43.53

20、57/0.95387843即Yf的置信区间为1556.647478.1231, 1556.647+478.12313.11对百户拥有家用汽车量计量经济模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 20:59Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.*25.9968651.4060584.2650200.0002*3-0.5240270.179280-2.9229

21、500.0069*4-2.2656800.518837-4.3668420.0002C246.854051.975004.7494760.0001R-squared0.666062Mean dependent var16.77355Adjusted R-squared0.628957S.D. dependent var8.252535S.E. of regression5.026889Akaike info criterion6.187394Sum squared resid682.2795Schwarz criterion6.372424Log likelihood-91.90460Hann

22、an-Quinn criter.6.247709F-statistic17.95108Durbin-Watson stat1.147253Prob(F-statistic)0.000001得到模型得：Y=246.8540+5.996865*2-0.524027 *3-2.265680 *4对模型进展检验：1） 可决系数是0.666062，修正的可决系数为0.628957，说明模型对样本拟合较好2） F检验，F=17.95108F3,27=3.65，回归方程显著。3t检验，t统计量分别为4.749476，4.265020，-2.922950，-4.366842，均大于t27=2.0518，所以这

23、些系数都是显著的。依据：1） 可决系数越大，说明拟合程度越好2） F的值与临界值比拟，假设大于临界值，则否认原假设，回归方程是显著的；假设小于临界值，则承受原假设，回归方程不显著。3） t的值与临界值比拟，假设大于临界值，则否认原假设，系数都是显著的；假设小于临界值，则承受原假设，系数不显著。2经济意义：人均增加万元，百户拥有家用汽车增加5.996865辆，城镇人口比重增加个百分点，百户拥有家用汽车减少0.524027辆，交通工具消费价格指数每上升，百户拥有家用汽车减少2.265680辆。3用EViews分析得：Dependent Variable: YMethod: Least Square

24、sDate: 12/23/15 Time: 21:09Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.*25.1356701.0102705.0834650.0000LN*3-22.810056.771820-3.3683780.0023LN*4-230.848149.46791-4.6666240.0001C1148.758228.29175.0319740.0000R-squared0.691952Mean dependent var16.77355Adjusted R-sq

25、uared0.657725S.D. dependent var8.252535S.E. of regression4.828088Akaike info criterion6.106692Sum squared resid629.3818Schwarz criterion6.291723Log likelihood-90.65373Hannan-Quinn criter.6.167008F-statistic20.21624Durbin-Watson stat1.150090Prob(F-statistic)0.000000模型方程为：Y=5.135670 *2-22.81005 LN*3-2

26、30.8481 LN*4+1148.758此分析得出的可决系数为0.6919520.666062，拟合程度得到了提高，可这样改良。3.2对出口货物总额计量经济模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 08:23Sample: 1994 2021Included observations: 18VariableCoefficientStd. Errort-StatisticProb.*20.1354740.01279910.584540.0000*318.853489.77618

27、11.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838Mean dependent var6619.191Adjusted R-squared0.983950S.D. dependent var5767.152S.E. of regression730.6306Akaike info criterion16.17670Sum squared resid8007316.Schwarz criterion16.32510Log likelihood-142.5903Hannan-Quinn criter.16.19717F

28、-statistic522.0976Durbin-Watson stat1.173432Prob(F-statistic)0.000000由上可知，模型为：Y = 0.135474*2 + 18.85348*3 - 18231.58对模型进展检验：1可决系数是0.985838，修正的可决系数为0.983950，说明模型对样本拟合较好2F检验，F=522.0976F2,15=4.77，回归方程显著3t检验，t统计量分别为*2的系数对应t值为10.58454，大于t15=2.131，系数是显著的，*3的系数对应t值为1.928512，小于t15=2.131，说明此系数是不显著的。2对于对数模型，用

29、Eviews分析结果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/24/15 Time: 08:47Sample: 1994 2021Included observations: 18VariableCoefficientStd. Errort-StatisticProb.LN*21.5642210.08898817.577890.0000LN*31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295Mean depende

30、nt var8.400112Adjusted R-squared0.984467S.D. dependent var0.941530S.E. of regression0.117343Akaike info criterion-1.296424Sum squared resid0.206540Schwarz criterion-1.148029Log likelihood14.66782Hannan-Quinn criter.-1.275962F-statistic539.7364Durbin-Watson stat0.686656Prob(F-statistic)0.000000由上可知，模

31、型为：LNY=-20.52048+1.564221 LN*2+1.760695 LN*3对模型进展检验：1可决系数是0.986295，修正的可决系数为0.984467，说明模型对样本拟合较好。2F检验，F=539.7364 F2,15=4.77，回归方程显著。3t检验，t统计量分别为-3.777363，17.57789，2.581229，均大于t15=2.131，所以这些系数都是显著的。31式中的经济意义：工业增加1亿元，出口货物总额增加0.135474亿元，人民币汇率增加1，出口货物总额增加18.85348亿元。2式中的经济意义：工业增加额每增加1%，出口货物总额增加1.564221%，人民

32、币汇率每增加1%，出口货物总额增加1.760695%3.31对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，由Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 09:03Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.*0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.460

33、26-1.0112440.3279R-squared0.951235Mean dependent var755.1222Adjusted R-squared0.944732S.D. dependent var258.7206S.E. of regression60.82273Akaike info criterion11.20482Sum squared resid55491.07Schwarz criterion11.35321Log likelihood-97.84334Hannan-Quinn criter.11.22528F-statistic146.2974Durbin-Watson

34、 stat2.605783Prob(F-statistic)0.000000模型为：Y = 0.086450* + 52.37031T-50.01638对模型进展检验：1可决系数是0.951235，修正的可决系数为0.944732，说明模型对样本拟合较好。2F检验，F=539.7364 F2,15=4.77，回归方程显著。3t检验，t统计量分别为2.944186，10.06702，均大于t15=2.131，所以这些系数都是显著的。经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。2用Eviews分析：D

35、ependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 09:18Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054Mean dependent var755.1222Adjusted R-squared0.918245S.D. dependent var

36、258.7206S.E. of regression73.97565Akaike info criterion11.54979Sum squared resid87558.36Schwarz criterion11.64872Log likelihood-101.9481Hannan-Quinn criter.11.56343F-statistic191.9377Durbin-Watson stat2.134043Prob(F-statistic)0.000000Dependent Variable: *Method: Least SquaresDate: 12/24/15 Time: 09:

37、34Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182Mean dependent var1942.933Adjusted R-squared0.450881S.D. dependent var698.8325S.E. of regression517.8529Akaike info criterion15.44170Sum

38、squared resid4290746.Schwarz criterion15.54063Log likelihood-136.9753Hannan-Quinn criter.15.45534F-statistic14.95867Durbin-Watson stat1.052251Prob(F-statistic)0.001364以上分别是y与T，*与T的一元回归模型分别是：Y = 63.01676T - 11.58171* = 123.1516T + 444.58883对残差进展模型分析，用Eviews分析结果如下：Dependent Variable: E1Method: Least S

39、quaresDate: 12/24/15 Time: 09:39Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239Mean dependent var2.30E-14Adjusted R-squared0.326629S.D. dependent var71.76693S.E. of regression58.89136Ak

40、aike info criterion11.09370Sum squared resid55491.07Schwarz criterion11.19264Log likelihood-97.84334Hannan-Quinn criter.11.10735F-statistic9.246111Durbin-Watson stat2.605783Prob(F-statistic)0.007788模型为：E1 = 0.086450E2 + 3.96e-14参数：斜率系数为0.086450，截距为3.96e-143由上可知，2与2的系数是一样的。回归系数与被解释变量的残差系数是一样的，它们的变化规律

41、是一致的。3.61预期的符号是*1，*2,*3,*4,*5的符号为正，*6的符号为负2根据Eviews分析得到数据如下：Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 10:13Sample: 1994 2021Included observations: 18VariableCoefficientStd. Errort-StatisticProb.*20.0013820.0011021.2543300.2336*30.0019420.0039600.4905010.6326*4-3.5790903.559949-1

42、.0053770.3346*50.0047910.0050340.9516710.3600*60.0455420.0955520.4766210.6422C-13.7773215.73366-0.8756590.3984R-squared0.994869Mean dependent var12.76667Adjusted R-squared0.992731S.D. dependent var9.746631S.E. of regression0.830963Akaike info criterion2.728738Sum squared resid8.285993Schwarz criteri

43、on3.025529Log likelihood-18.55865Hannan-Quinn criter.2.769662F-statistic465.3617Durbin-Watson stat1.553294Prob(F-statistic)0.000000与预期不相符。评价：1） 可决系数为0.994869，数据相当大，可以认为拟合程度很好。2） F检验，F=465.3617F5.12=3,89，回归方程显著3） T检验，*1，*2,*3,*4,*5，*6 系数对应的t值分别为：1.254330，0.490501，-1.005377，0.951671，0.476621，均小于t12=2.

44、179，所以所得系数都是不显著的。3根据Eviews分析得到数据如下：Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 10:20Sample: 1994 2021Included observations: 18VariableCoefficientStd. Errort-StatisticProb.*50.0010322.20E-0546.799460.0000*6-0.0549650.031184-1.7625810.0983C4.2054813.3356021.2607860.2266R-squared0.99

45、3601Mean dependent var12.76667Adjusted R-squared0.992748S.D. dependent var9.746631S.E. of regression0.830018Akaike info criterion2.616274Sum squared resid10.33396Schwarz criterion2.764669Log likelihood-20.54646Hannan-Quinn criter.2.636736F-statistic1164.567Durbin-Watson stat1.341880Prob(F-statistic)0.000000得到