第二章简单线性回归模型2.1(1)①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: 22Variable Coefficient Std. Error t-Statistic Prob.C 56.64794 1.960820 28.88992 0.0000X1 0.128360 0.027242 4.711834 0.0001R-squared 0.526082 Mean dependent var 62.50000 Adjusted R-squared 0.502386 S.D. dependent var 10.08889 S.E. of regression 7.116881 Akaike info criterion 6.849324 Sum squared resid 1013.000 Schwarz criterion 6.948510 Log likelihood -73.34257 Hannan-Quinn criter. 6.872689 F-statistic 22.20138 Durbin-Watson stat 0.629074 Prob(F-statistic) 0.000134有上可知,关系式为y=56.64794+0.128360x1②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: 22Variable Coefficient Std. Error t-Statistic Prob.C 38.79424 3.532079 10.98340 0.0000X2 0.331971 0.046656 7.115308 0.0000R-squared 0.716825 Mean dependent var 62.50000 Adjusted R-squared 0.702666 S.D. dependent var 10.08889 S.E. of regression 5.501306 Akaike info criterion 6.334356 Sum squared resid 605.2873 Schwarz criterion 6.433542 Log likelihood -67.67792 Hannan-Quinn criter. 6.357721 F-statistic 50.62761 Durbin-Watson stat 1.846406 Prob(F-statistic) 0.000001由上可知,关系式为y=38.79424+0.331971x2③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: 22Variable Coefficient Std. Error t-Statistic Prob.C 31.79956 6.536434 4.864971 0.0001X3 0.387276 0.080260 4.825285 0.0001R-squared 0.537929 Mean dependent var 62.50000Adjusted R-squared 0.514825 S.D. dependent var 10.08889S.E. of regression 7.027364 Akaike info criterion 6.824009Sum squared resid 987.6770 Schwarz criterion 6.923194Log likelihood -73.06409 Hannan-Quinn criter. 6.847374F-statistic 23.28338 Durbin-Watson stat 0.952555Prob(F-statistic) 0.000103由上可知,关系式为y=31.79956+0.387276x3(2)①关于人均寿命与人均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:t(β1)=4.711834>t0.025(20)=2.086,对斜率系数的显著性检验表明,人均GDP对人均寿命有显著影响。
②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:t(β2)=7.115308>t0.025(20)=2.086,对斜率系数的显著性检验表明,成人识字率对人均寿命有显著影响。
③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。
对于回归系数的t检验:t(β3)=4.825285>t0.025(20)=2.086,对斜率系数的显著性检验表明,一岁儿童疫苗接种率对人均寿命有显著影响。
2.2(1)①对于浙江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 adjustmentsVariable Coefficient Std. Error t-Statistic Prob.X 0.176124 0.004072 43.25639 0.0000C -154.3063 39.08196 -3.948274 0.0004R-squared 0.983702 Mean dependent var 902.5148Adjusted R-squared 0.983177 S.D. dependent var 1351.009S.E. of regression 175.2325 Akaike info criterion 13.22880Sum squared resid 951899.7 Schwarz criterion 13.31949Log likelihood -216.2751 Hannan-Quinn criter. 13.25931F-statistic 1871.115 Durbin-Watson stat 0.100021Prob(F-statistic) 0.000000②由上可知,模型的参数:斜率系数0.176124,截距为—154.3063③关于浙江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:t(β2)=43.25639>t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。
④用规范形式写出检验结果如下:Y=0.176124X—154.3063(0.004072) (39.08196)t= (43.25639) (-3.948274)R2=0.983702 F=1871.115 n=33⑤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x=32000时,①进行点预测,由上可知Y=0.176124X—154.3063,代入可得:Y= Y=0.176124*32000—154.3063=5481.6617②进行区间预测:先由Eviews分析:由上表可知,∑x2=∑(X i—X)2=δ2x(n—1)= 7608.0212 x (33—1)=1852223.473(X f—X)2=(32000— 6000.441)2=675977068.2当Xf=32000时,将相关数据代入计算得到:5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/675977068.2即Yf的置信区间为(5481.6617—64.9649, 5481.6617+64.9649)(3) 对于浙江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 adjustmentsVariable Coefficient Std. Error t-Statistic Prob.LNX 0.980275 0.034296 28.58268 0.0000C -1.918289 0.268213 -7.152121 0.0000R-squared 0.963442 Mean dependent var 5.573120Adjusted R-squared 0.962263 S.D. dependent var 1.684189S.E. of regression 0.327172 Akaike info criterion 0.662028Sum squared resid 3.318281 Schwarz criterion 0.752726Log likelihood -8.923468 Hannan-Quinn criter. 0.692545F-statistic 816.9699 Durbin-Watson stat 0.096208Prob(F-statistic) 0.000000①模型方程为:lnY=0.980275lnX-1.918289②由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289③关于浙江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。