多元線性回歸與非線性回歸

實(shí)驗(yàn)三多元線性回歸與非線性回歸實(shí)驗(yàn)?zāi)康模?、學(xué)會(huì)多元線性回歸的參數(shù)估計(jì)方法；2、 掌握多元線性回歸的檢驗(yàn)方法，包括擬合優(yōu)度檢驗(yàn)、F檢驗(yàn)和t檢驗(yàn)，尤其是掌握調(diào)整的判斷系數(shù)和F檢驗(yàn)的內(nèi)容；3、 掌握非線性回歸的參數(shù)估計(jì)方法，尤其是能夠利用EViews軟件進(jìn)行參數(shù)估計(jì)。實(shí)驗(yàn)內(nèi)容：1、下表列出了某地區(qū)家庭人均雞肉年消費(fèi)量Y與人均可支配收入X、雞肉價(jià)格P、豬肉價(jià)格的相關(guān)數(shù)據(jù)P，試?yán)眠@些資料，設(shè)定適當(dāng)?shù)哪Ｐ瓦M(jìn)行回歸分析。2年度Y（千克）X（元）19892.7839719902.9941319912.9843919923.0845919933.1249219943.3352819953.5656019963.6462419973.6766619983.8471719994.0476820004.0384320014.1891120024.0493120034.07102120044.01116520054.27134920064.41144920074.67157520085.06175920095.01199120105.172258P（元/千克）P（元/千克）24.225.073.815.24.035.43.955.533.735.473.816.373.936.983.786.593.846.454.017.003.867.323.986.783.977.915.219.544.899.425.8312.355.7912.995.6711.766.37713.096.1612.985.8912.806.6414.101）、計(jì)算相關(guān)系數(shù)⑥Group:UMITTLEDWorkfile:BOOICL::Boakl\ _□X[viewPfQCObjectPrintMameFreezeSampleSheetStatsSpecCorrelationYXP1P2Y1.0000000.9444230.8080080.897636X0.9444331.0000000.9157320.943916P10.8080080.9157221.0000000.963475P20.8976360.9439160.9634751.000000(2)繪制散點(diǎn)圖0EViewsFileEditObjectViewProcQuickOptiscatyxscatyp1scatyp22建立模型EquationEstimationSpedfication OptionsI-礙II-wfi-1(=]Equation:UhnTTLEDWorlcffFe:BOOKl::Bookl\ _□X[viewProcObjectPrintNameFreezeEstimateForecastSt^tsResidsDependentVariable:￥Method:LeastSquaresDate:11/13/14Time:21:21Sample:19392010Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.C3.9055980.31543312379740.0000X0.00120.20.0002105.7122880.0000P1-0-59384120.137330-4.3066480.0004-P20.1872980.05435334459470.0029R-squared0.946957Meandependentvar3.906318AdjustedR-squared0.93S117S.D.dependentvar0.694512S.E.ofregression0.172769Akaikeinfocriterion-0.510761Sumsquaredresid0.53723:2Schwarzcriterion-0312389Loglikelihood9.618369Hannan-Ciuinncriter.-0.464030F-statistic107.1168Durbin-Watsonstat1122907Prob(F-statistic)0.0000002、為了度量投資和勞動(dòng)投入之間的替代彈性當(dāng)今著名的CES（恒定替代彈性）模型形式設(shè)定為In（V/L）=In卩+卩InW+￡01其中，V/L表示單位勞動(dòng)的附加值，L表示投入的勞動(dòng)，W表示實(shí)際工資率。系麴i表示勞動(dòng)與資本之間的替代彈性。用下表給出的數(shù)據(jù)，驗(yàn)證估計(jì)的彈性1是.324，并且它和1在統(tǒng)計(jì)上無(wú)顯著差異。工業(yè)行業(yè)In(V/L)InW小麥面粉3.69732.9617食糖 3.4795涂料與油漆

水泥4.00043.66092.85323.11583.0371玻璃

陶瓷

三夾板

棉紡品

毛紡品3.23213.34183.43083.31583.50622.87272.97452.82873.08883.0086大麻紡織3.2352 2.9680化纖

鋁制品

鐵與鋼

自行車

縫紉機(jī)3.88233.7039化纖

鋁制品

鐵與鋼

自行車

縫紉機(jī)3.88233.70393.77163.66013.75543.09093.08813.22563.10253.1354F4eEditObjectViewProcQuickOptionsWindowHelpLSxcy[=]Equation:UhnHLEDWorld咤BOOK2::Book2\ _□X[viewPracObjectPrintNameFreezeEstimateForecastSt^tsRe^ldsDependentVariable:XMethod:LeastSquares□ate:11/1S/UTime:21:30Sample:115Includedobservations:15VariableCoefficientStd.Error t-StatisticProb.C-04251571.34739S -0.3155410.7574-Y1.324m0.U5356 2.9731580.0108R-squared0404753Meandependentvar3.57S220AdjustedR-squared0.35S965S.D.dependentvar0.236325S.E.ofregression0.109213Akaikeinfocriterion-0363326Sumsquaredresid0465418Schwarzcriterion-0.273919Loglikelihood4.762441Hannan-Ciuinncriter.-0.369331F-statistic3.839669Durbin-Watsonstat1.816336Prob(F-statistic)0.010701

WaldTest !■Coefficientrestrictionsseparatedby匚ommasC図=1]ExamplesC[lJ=OfC?=2*C(4) OK Cancel[=]Equation:UhTTHLEDWorkfile:BOOK2::Book2\[viewProcObjectPrintNameFreezeEstimateForecastStatsRe5idsWaldTestEquation:UntitledTestStatisticValuedfProbabilityt-statistic0.727763130.4797F-statistic0.529638(1.13)0.4797Chi-