計(jì)量經(jīng)濟(jì)學(xué)第二章練習(xí)題及參考解答

1、第二章練習(xí)題及參考解答【練習(xí)題2.1參考解答】（1）分別設(shè)定簡(jiǎn)單線性回歸模型，分析各國(guó)人均壽命與人均GDP、成人識(shí)字率、一歲 兒矗疫苗接種率的數(shù)量關(guān)系：1）人均壽命與人均GDP關(guān)系估計(jì)檢驗(yàn)結(jié)果:Opend*nt Vann Me Y Method Least Squares Dste. 02/12/10 Time. 11.11Sample 1 22Included observations- 22VanabioCoefficientStd Error t StatitticProb.C56 647M1 96082028 8820.0000X10 1283600 0272424 711B340 0

2、D01R-squaiod0.526082Mdan dopendem vat62 50000Adjusted R-squared0.502386S.D. dependentvar10 08889S E of r*gr*ss»o<i7116B81Akaike info cntnon6 849324Sum squared resid1013 000Schwarz criterion：Log iBoi hood-73 34257F st acetic22 20138Ckjrbin-Y7atson stat0.629074Prcb(F-statistic)0.0001342）人均壽命與成

3、人識(shí)字率關(guān)系Dependent Variable YMethod. Led$t SquaresDato: 012/10 Timo 11:13Sample: 1 22ncl)ded observations 22VatiableCoefficientStd. Error t-SlatisticProb.C38 75M243 53207910 983400 0000X203319710 0466667 1153080 0000R squared0.716825Moan depondoTt mr62 50000Adpsted R squared0.702666S .D depen den: vr10

4、.08889S E of regression5 501306Akaike into critenx6 334356Sum squared resid60 5 2873Schwarz criterion6 433542Log likelihood-67 67792F-statistic50.62761Durtin Watson 沏1.846406Preb(F statistic)0 0000013）人均壽命與一歲兒童疫苗接種率關(guān)系Dependent Van able- Y Method Least SquaresDace. 02/12/10 Time. 11.14Sample. 1 22Inc

5、luded obMr/ation 22VariableCocficientStd Error l-Sta( SticProb.C31 799566 5364344 8649710 0001X303872760 0802604 82J2850 0001Rsquard0.537929Khdn dpimdwt vai6250000Adjusted R-squM<Kl0514825S D dopendont w10 08883S F of regression7 027364Aka ke nfo cntenon;RmSum squared resid987 6770Schrrarz critcn

6、on6.923194Log likelihood73 06409F-statistic23.28338Durbin-Watson stat0 952555ProbfF-statistic)0 000103（2）對(duì)所建立的多個(gè)回歸模型進(jìn)行檢驗(yàn)由人均GDP、成人識(shí)字率、一歲兒童疫苗接種率分別對(duì)人均壽命回歸結(jié)果的參數(shù)（檢驗(yàn) 值均明確大于其臨界值,而冃從對(duì)應(yīng)的P值看,均小于0.05,所以人均GDP、成人識(shí)字率、一 歲兒矗疫苗接種率分別対人均壽命都令顯著影響.（3）分析對(duì)比各個(gè)簡(jiǎn)單線性回歸模型人均殍命與人均GDP回歸的可決系數(shù)為0.5261人均壽命與成人識(shí)字率回歸的可決系數(shù)為0.7168人均壽命與一歲兒

7、童疫苗接種率的町決系數(shù)為0.5379相對(duì)說(shuō)來(lái)，人均壽命由成人識(shí)字率作出解釋的比巫更人一些【練習(xí)題2. 3參考解答】（1）當(dāng)xz=i000時(shí)，消費(fèi)支出C的點(diǎn)預(yù)測(cè)值：C = 50 + 0.6X,二50+0. 6*1000=650（2）在95的置信概率卞消費(fèi)支出C平均值的預(yù)測(cè)區(qū)間。已經(jīng)得到：X = 800 , Xf= 1000 , 工(X, - X)2 =8000 , roO25(10) = 2.23 , 工歸00n-212-2& =侮=頂=5.4772當(dāng) X,- =1000 時(shí)：A52.23x 5.4772 x(1000-800)28000=650 2.23 x 5.4772 x J5.0833 = 650 27.5380（3）在95的置信概率卜消費(fèi)支出C個(gè)別值的預(yù)測(cè)區(qū)間。A5= 650=650 2.23 x 5.4772 x J1 +5.0833 = 650 30.1250【練習(xí)題2.5參考解答】沒(méi)冇筱距項(xiàng)的過(guò)原點(diǎn)回歸模型為：r =/?2X. + n因?yàn)榍笃珜?dǎo)令得 = 2工也-“玄J(X J = -2工£