3.3計量經(jīng)濟學(xué)實驗報告

1、3.33.3經(jīng)調(diào)查研究發(fā)現(xiàn)，家庭書刊消費受家庭收入及戶主受教育年數(shù)的影響，表3.6為對某地區(qū)部分家庭抽樣調(diào)查得到的樣本數(shù)據(jù)。表3.6家庭書刊消費、家庭收入及戶主受教育年數(shù)數(shù)據(jù)家庭書刊年消費支出（元）Y家庭月平均收入（元）戶主受教育年數(shù)（年）家庭書刊年消費支出（元）家庭月平均收入（元）戶主受教育年數(shù)（年）XTYXT4501027.28793.21998.614507.71045.29660.8219610613.91225.812792.72105.412563.41312.29580.82147.48501.51316.47612.7215410781.51442.415890.82231.4

2、14541.81641911212611.818611.11768.8101094.23143.4161222.11981.21812533624.620（1）作家庭書刊消費（Y）對家庭月平均收入（X）和戶主受教育年數(shù)（T）的多元線性回歸:Y邛+卩X+卩T+ui12i3ii利用樣本數(shù)據(jù)估計模型的參數(shù)，對模型加以檢驗，分析所估計模型的經(jīng)濟意義和作用。步驟：1.打開EViews6,點“File”“New”“Workfile”。選擇“Unstruetured/Unda二ted”在Observations后輸入18，點擊ok。在命令行輸入：DATAYXT,回車。將數(shù)據(jù)復(fù)制粘貼到Group中的表格中。川

3、酎口1出UNTI|i=i|回IIt1ZePiocOtajedPrintHiWiEFrwzt口亡fallvSxtTrarHpMtEdt-i-/-占礎(chǔ)十卜|atsy工i4S0oooo1CQ7200e.DOODOOA50150001316400T.4004M350770001Q4B2Q09.000000d.541BDDO1&11DDQ9.0000005563.400(131ZL20QS.aODQDQ656D.BODO21474D0B.OODODO611.10001760.6001O.ODOD0g6127DD02154001100000096139000122500012000001DQgoaooo2

4、他0001DOODOO11T0130001M24001&OOQQOT9270002105-4501ZGDD0013T932DOO199060014-0000014B90.HDDQ2Z31.4D0140DODQ151d94.2Dd3143.4M16.0D0DQ161121ODO2611BDflleODDDQ1712221001S312001600000125100036246002000000:建立數(shù)據(jù)關(guān)系圖為初步觀察數(shù)據(jù)的關(guān)系，在命令行輸入命令：sortY,從而實現(xiàn)數(shù)據(jù)Y的遞增排序。在數(shù)據(jù)表“group”中點“view/graph/line”，最后點擊確定，出現(xiàn)序列Y、X、T的線性圖。OLS估

5、計參數(shù)，點擊主界面菜單QuickEstimateEquation,彈出對話框，如下圖。在其中輸入YcXT,點確定即可得到回歸結(jié)果。=.|=|l=JE3few|Ptii匕|iEtiTiBte|naumt:|Siats|flieEdsEpendenliarmtlBYMHthadtLeastSquaresDate:larions-nine:17:23Samplfl113induedobserigflons-1BCcsrriclmnl51（3.Encrt-Stsll&llcPros.c-50.0163B9.46D2G-1.0112WD.3279X00964500.0293&32.944106DQ101

6、TS2370315.20216710.06702D.DOOOR-squareU0.951235kl9anSepndenliiar755.1222jdjusledR-squaredQ944732S.Ddependerrtvar25B72D6S.E.cdrecresBion30.82273AkaNmirdocriLnon1W4-B2SumresidES491.D7Sdiwarzcrrtenon1135121Loglilihgad-97.84334Hannan-Guinnoitflr.1122&23F-staflsflc145.2974Dur&n-WslsDnslat2.305142ProtK-si

7、listicJ0000000Y=50.0162+0.08645X+52.3703Tiii（49.46026）（0.02936）（5.20217）t=（1.011244）（2.944186）（10.06702）R2=0.951235R2=0.944732F=146.2974經(jīng)濟意義：家庭月平均收入每增加1元，家庭書刊消費將增加0.08645元。戶主受教育年數(shù)每增加1年，家庭書刊消費平均將增加52.3703元。作用：顯示出各解釋變量在其他解釋變量不變的情況下，對被解釋變量的影響情況。（2）作家庭書刊消費（Y）對戶主受教育年數(shù)（T）的一元回歸，獲得殘差E1；再作家庭月平均收入（X）對戶主受教育年數(shù)（

8、T）的一元回歸，并獲得殘差E2。Y對T的一元回歸：步驟：1.打開EViews6,點“File”“New”“Workfile”。選擇“Unstruetured/undated”，在Observations后輸入樣本容量個數(shù)：18。WcrkfilrGu創(chuàng):匕XstructuretypedataUhstruduredUncfetedIrregularDatedaidPanriSjXnrkHesmaybe-madsFrimQislmctLirEfdbylatEidatearri/crseries.Nam亡wopiiDnaiWF:OKCwicd在命令行輸入：DATAYT,回車，將數(shù)據(jù)復(fù)制粘貼到Group

9、中的表格中?？?MewRecR1M|Nhm|ReenDeldtxSoriTrdgpa笙Edt+/-|5qpi-t/7111EUjEuc-tLa.vdlti/1ObSTOtisoterTA1450GOODQQOOOQO3230?7anagDODDOD33611900012.0000044M340009ODDGHODEE501.50007.000000657B19MM15000007754160009WU0Q03B511100010.00000Q13221001SOOOOO10107912000140000011116flQ.eOQOlO.ODOOD1212792.700012.0DOOD1313

10、50080000OOOOOOU14eiz.TOOolOCOOOO151589Q旳DO140DD0D161611210001QOOOOO1710942001600000ie1Si2E.oaa20.0DQ0D0923O&4091B24571975658755B.36-1D1.&4B1191.93770ooooooMflandspsnnlvarSDdependentvarAkdkfiIMcriterionS匸waEolterlonHannan-Quinncrtler.OurSin-Walsnn5tai756.122225-S.T2DB115497911.6437211.53432134043+r=l

11、imiraiPnc鴨列HnparUu|PrtrchaiwFrwmDsbJi上|fiart|BtU/-SFfipi#睡創(chuàng)DLastupdsledUnliIC-If4T86Q15?-130.7104J7J30B&5鼻71S*43S615216977-13.769158-7J8S9069993600010-77.455A511422HD9II4SJDS06?Ufl&24762H-508580620U7D5麗-1.719Bfl61707.5135313424*4323.作散點圖在命令行輸入命令：SCATTX。4.在主菜單中點“Quick”“EstimateEquation”，

12、在Specification中輸入XCT,點“確定”。口iF：?VtewPrwObjectRrintIMameFtbehEstmabe-ForecastSlatsR5tdsDependentVarhDieXkletTicd:LeaslSquaresDate12I11J16Time1805Sample1iaIndud&dobsBivarlJons:1B0afffiD4intStdError1-Gtalisbc:Prah.c444.5030lOfi.UBfi1.09456502899T123.151831841503.B6?64Q.OfllSfia回|E3VtafcFtkCfcjectPropwH

13、wPrfitHamcReckDe3tvscrtEdit+.f-5mpH+HESIJLJLLJILastupdalsd,1-412fai675323-W5W314-ZD殆325&759656-B40.46J976304675892595159-630.11771D-17D.111311519.69E112191991913717.E9fli14477&9&115626KI721fi-4.9517711772B1Q7lfiQ7fl1YE2=resid(3)作殘差E1對殘差E2的無截距項的回歸：E1=QE2+v，估計其參數(shù)。2i步驟1.打開EViews6,點“File”t“New”t“Workfil

14、e”。選擇“Unstruetured/Unda二ted”在Observations后輸入18,點擊ok。2.在命令行輸入：DATAE1E2，回車。將數(shù)據(jù)復(fù)制粘貼到Group中的表格中。3.采用OLS估計參數(shù)在主界面命令框欄中輸入IsE1E2,然后回車，即可得到參數(shù)的估計結(jié)果。Equation:UMDTLEDWorkfilesUNTnTED:UntNh|=1何百茴匕桿ProcObjectPrintNaneFreezeEsbnidtFa-eEastStaiiReidsD0pend0ntVajlable：ElMEdhad:L&astSquaresDate:12/11/15Time:Z2：13samp

15、le:1iaIncludedabservtionE-:1BCoemdantStd.EJTart-StallsllcProb.E2D.0&B45O0.027502313432SooosoR-squaredD.3S6239Moanpendent22SE-Q0AcjustedR-squaredD.3fiE233SDdependsndrar7176633S.E.nfregression57.13301AicaiifeinTacniencjn1090259Sumisquaredresld55491.07Schwarzcritcilon11.D3206Loglikelihood-07.3433-4Hannan-Quinn