北京理工大学数学专业应用回归分析期末试题(MTH17095).doc

课程编号：北京理工大学201学年第学期 20级, where y=labor force paticipation (%)by family heads of poor families, x1=mean family income ($), x2=mean family size, x3=unemployment rate (% of civilian labor force unemployed). Two versions of the model were estimated as follows (the standard errors are in the brackets). (A) (48.78) (0.019) (9.46) (1.911) (B) (44.37) (0.018) (9.12) (1)Interpret the coefficient of mean family income in model (B); (2)Carry out a t-test to test whether in model (A) mean family size has a significant effect upon labor force paticipation; (3) Carry out a partial F-test to test whether in unemployment rate has a significant effect upon labor force paticipation; (4)What is the adjusted coefficient of determination in model (A); (5)Test the significance of model(B); (6)Find a 95% confidence interval for the coefficient of in model (B); (7)Interpret the confidence coefficient 95% in (6). 2.(15) Coefficients (a) Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std.Error Beta Tolerance VIF 1 (Constant) 462.386 218.076 2.120 .060 X1 .418 .108 2.890 3.880 .003 .000 2002.085 X2 -.635 .160 -2.809 -3.962 .003 .001 1815.142 X3 -.007 .002 -.077 -2.695 .022 .339 2.949 X4 17.920 4.922 .441 3.641 .005 .019 52.873 X5 .400 .062 .532 6.487 .000 .041 24.273 a Dependent Variable:y x1=national income (100 million yuan) x2=volume of consumption (100 million yuan) x3=volume of passengers on railway (ten thousands persons) x4=length of airline of civil aviation (ten thousands persons) x5=number of inbound tourist arrivals (ten thousands persons) y=volume of passengers of civil aviation (ten thousands persons) (1)What problem do the VIFs imply? (2)Which regression coefficients may have the wrong sign? (3)Discuss the reasons for the problem in (2). 3.(12)Consider the following model (n=8): where y=body temperature of a pig (centi) x=time length after the pig is infected (hours) Coefficients Unstandardize