计量经济学实验资料报告材料范文.docx

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1、计量经济学实验报告文一：各地区农村居民家庭人均纯收入与家庭人均消费支出的数据（单位：元）地区YX9439.636399.277010.063538.314293.432786.773665.662682.573953.13256.154773.433368.164191.343065.444132.293117.4410144.628844.886561.014786.158265.156801.63556.272754.045467.084053.474044.72994.494985.343621.573851.62676.413997.4830903904.23377.3

2、85624.044202.32广西3224.052747.473791.372556.563509.292526.73546.692747.272373.991913.712634.092637.182788.22217.622644.692559.592328.922017.212683.782446.53180.842528.763182.972350.58二．参数估计：DependentVariable:XMethod:LeastSquaresDate:11/11/11Time:08:22Sample:131Includedobservations:31VariableC

3、oefficientStd.Errort-StatisticProb.  C179.1916221.57750.8087090.4253Y0.7195000.04570015.744110.0000R-squared0.895260    Meandependentvar3376.309AdjustedR-squared0.891649    S.D.dependentvar1499.612S.E.ofregression493.6240    Akaikeinfocriterion15.30377Sumsquaredresid7066274.    Schwarzcriter

4、ion15.39628Loglikelihood-235.2084    F-statistic247.8769Durbin-Watsonstat1.461684    Prob(F-statistic)0.000000根据回归结果，则模型估计的结果为：i=179.1916+0.719500Yi(0.808709)(15.74411)R2=0.895260F=247.8769三．检验模型的异方差：（一）图形法1）绘制et2对Yt的散点图即E2对Yt的散点图：2）判断：由此散点图可知残差平方ei2对解释变量Y的散点图主要分布在图像中的下三角部分，大致可以看出残差平方ei2随着Yi

5、的变动成增大的趋势，因此，模型很可能存在异方差，但是否确实存在异方差还寻妖进一步的检验。（二）Goldfeld-Quanadt检验删除中间5个观测值后，余下的部分构成了两个样本区间：1—12和19—31，它们的样本个数均是13个。即n1=n2=131）将定义区间为1—12，则回归结果为：DependentVariable:YMethod:LeastSquaresDate:11/26/11Time:09:36Sample:112Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.  C1111.40

6、9.42.1950.54397X0.20610.61623.2630.R-squared0.4633    Meandependentvar2453.AdjustedR-squared0.8097    S.D.dependentvar280.8S.E.ofregression203.5    Akaikeinfocriterion13.03Sumsquaredresid413440.266867037    Schwarzcriterion13.49Loglikelihood-79.16    F-statistic10.69Durbin-Watsonstat2.662   

7、 Prob(F-statistic)0.2）将定义区间为19-31则回归结果为：DependentVariable:YMethod:LeastSquaresDate:11/26/11Time:09:41Sample:1931Includedobservations:13VariableCoefficientStd.Errort-StatisticProb.  C-567.8182604.7985-0.9388550.3680X0.8230050.0946218.6978940.0000R-s