第八章 微观计量第二次作业5.docVIP

1、 Dependent Variable: GRADE Method: ML - Binary Logit (Quadratic hill climbing) Date: 06/08/11 Time: 10:31 Sample: 1 32 Included observations: 32 Convergence achieved after 5 iterations Covariance matrix computed using second derivatives Variable Coefficient Std. Error z-Statistic Prob.?? C -13.02135 4.931324 -2.640537 0.0083 GPA 2.826113 1.262941 2.237723 0.0252 TUCE 0.095158 0.141554 0.672235 0.5014 PSI 2.378688 1.064564 2.234424 0.0255 McFadden R-squared 0.374038 ????Mean dependent var 0.343750 S.D. dependent var 0.482559 ????S.E. of regression 0.384716 Akaike info criterion 1.055602 ????Sum squared resid 4.144171 Schwarz criterion 1.238819 ????Log likelihood -12.88963 Hannan-Quinn criter. 1.116333 ????Restr. log likelihood -20.59173 LR statistic 15.40419 ????Avg. log likelihood -0.402801 Prob(LR statistic) 0.001502 Obs with Dep=0 21 ?????Total obs 32 Obs with Dep=1 11 Estimation Command: ========================= BINARY(D=L) GRADE C GPA TUCE PSI Estimation Equation: ========================= I_GRADE = C(1) + C(2)*GPA + C(3)*TUCE + C(4)*PSI Forecasting Equation: ========================= GRADE = 1-@CLOGISTIC(-(C(1) + C(2)*GPA + C(3)*TUCE + C(4)*PSI)) Substituted Coefficients: ========================= GRADE = 1-@CLOGISTIC(-(-13.0213466993 + 2.82611256149*GPA + 0.0951576595163*TUCE + 2.37868764038*PSI)) 由输出结果写出估计表达式： SE （4.931324）（1.262941） （0.141554） （1.064564） Z-Statistic （-2.640537）（2.237723） （0.672235） （2.234424） LR（3）=15.40419（P=0.001502） McFadden R2=0.374038 n=32 运用Progit 模型进行估计： Dependent Variable: GRADE Method: ML - Binary Probit (Quadratic hill climbing) Date: 06/08/11 Time: 11:04 Sample: 1 32 Included observations: 32 Convergence achieved after 5 iterations Covariance matrix computed using second derivatives Variable Coefficient Std. Error z-Statistic Prob.?? C -7.452320 2.542472 -2.931131