計量經(jīng)濟(jì)學(xué)課后題解答

1、2.8表2.15中是1992年亞洲各國人均壽命（Y）、按購買力平價計算的人均GDP（X）、成人識字率（X）、一歲兒童疫苗接種率（X）的數(shù)據(jù)表2.151992年亞洲各國人均壽命等數(shù)據(jù)序號國家和地區(qū)人均壽命Y/年人士GGDPX1/100美元成人識字率X2/%一歲兒童疫苗接種率X3/%1日本7919499992中國香港7718590793韓國708397834新加坡7414792905泰國695394866馬來西亞707480907斯里蘭卡712789888中國內(nèi)地702980949菲律賓6524909210朝鮮7118959611冢占6323958512印度尼西業(yè)6227849213越南63138

2、99014緬甸577817415巴基斯坦5820368116老撾5018553617印度6012509018孟加拉國5212376919柬輔寨5013383720尼泊爾5311277321不丹486418522阿富汗4373235分別設(shè)定簡單線性回歸模型，分析各國人均壽命與人均GDP、成人識字率、一歲兒童接種率的數(shù)量關(guān)系。對所建立的多個模型進(jìn)行檢驗(yàn)。分析對比各個簡單線性回歸模型。解題過程如下：各國人均壽命與人均GDP的簡單線性模型Eview軟件檢驗(yàn)2果如下：巨亙回Viw Emis | dbj ecttPrint N孤電 Freeze旦Mtimatr | Forecast. Stats R.wi

3、0Equation；UNTITLEDWorkfiletUNTTTLEDResidual Actual FrttadDependentVariableYMethod.LeastSquaresDate:10/10/12Time:18:26Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProbC56.64794196082028.8699200000X01283600027242471183400001R*squared0526082Meandependentvar62.50000AdjustedR-s

4、quared0502386SDdependentvar1008889S.Eofregression7.116881Akaikeinfocriterion6.849324Sumsquared曰&id1013.000Schwarzcitenon6.948510Loglikelihood-73.34257F-statistic2220138Durbin-Watsonstat0.629074Prob(F-statistic)0.000134可用規(guī)范的形式將參數(shù)估計和檢驗(yàn)的結(jié)果寫為Yt=56.64794+0.128360X1(1.960820)(0.027242)t=(28.88992)(4.71183

5、4)R2=0.526082F=22.20138n=22經(jīng)濟(jì)意義：當(dāng)人均GDP每增長100美元，人均壽命增加0.1284年各國人均壽命與成人識字率的簡單線性模型Eview軟件檢驗(yàn)結(jié)果如下；Equation：UNTITLEDWorkfile:UNTITLED典few|Froto|口bjuc七zPrintHaag|F”diJE.tictr|FurwaastJ4七t三|R0M|IDependentVanableYMethod:LeastSquaresDate:10/10/12Time18:32Sample:122ResidualActualFittedIncludedobservations:22Va

6、riableCoefficientStd.Errort-StatisticProbC3879424353207910.9834000000X0.33197100466567.11530800000R-squared0716025Meandependentvar62.50000AdjustedR-squared0.702666S.D.dependentvar10.08889SEofregression5501306Akaikeinfocnterion6334356Sumsquaredresid605.2873Schwarzcriterion6433542Loglikelihood-67.6779

7、2F-statistic50.62761Durbin-Watsonstat1846406Prob(F-statistic)0000001可用規(guī)范的形式將參數(shù)估計和檢驗(yàn)的結(jié)果寫為Yt=38.79424+0.331971X1(3.532079)(0.046656)t=(10.98340)(7.115308)R2=0.716825F=50.62761n=22經(jīng)濟(jì)意義：成人識字率每增加1%。人均壽命增加0.3320年。各國人均壽命與一歲兒童疫苗接種率的簡單線性模型Eview軟件檢驗(yàn)結(jié)果如下Equation:UNTITLEDWorkfile:UNTITLED：也才|卜10亡工口卜)電(；七與|Print

8、Mamr|Fre讓工0|r|Forwr&Et|耳寫i也DependentVariableYMethod:LeastSquaresDate:10/10/12Time:18:36Sample:122Includedobservations:22VanableCoefficientStdErrort-StatisticProbC317995665364344.06497100001X03872760.080260482528500001R-squared0.537929Meandependentvar6250000AdjustedR-squared0514825SDdependentvar10QB8

9、89SE.ofregression7.027364Akaikeinfocriterion6.824009Sumsquaredresid987.6770Schwarzcitsnon6.923194Loglikelihood-73.06409F-statist記2328338DubirbWzts0nstat0.952555Prob(F-statistic)0.000103可用規(guī)范的形式將參數(shù)估計和檢驗(yàn)的結(jié)果寫為Yt=31.79956+0.387276X1(6.536434 )0.080260 )t= (4.864971 )(4.825285)R2= 0.537929F= 23.28338n=22經(jīng)濟(jì)意義：一歲兒童疫苗接種率每增加1%,人均壽命增加0.3873年。由于人均GDP、成人識字率和一歲兒童疫苗接種率分別對人均壽命回歸結(jié)果的參數(shù)t檢驗(yàn)的值都大于其臨界值，而且從對應(yīng)的p值看,均小