回归方程函数形式.pptVIP

下载本文档

10
0
约1.18万字
约 37页
2019-08-21 发布于广东
举报
版权申诉

回归方程函数形式.ppt

1、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。。
2、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
4、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
5、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
6、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
7、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

The data for real GDP (Yt) year t gdp year t gdp year t gdp 1960 0 54.1 1968 8 79.9 1976 16 105.3 1961 1 56.4 1969 9 83.8 1977 17 109.9 1962 2 59.4 1970 10 86.2 1978 18 114.4 1963 3 62.1 1971 11 89.8 1979 19 118.3 1964 4 65.9 1972 12 94.3 1980 20 119.6 1965 5 69.5 1973 13 100 1981 21 121.1 1966 6 73.2 1974 14 101.4 1982 22 120.6 1967 7 75.7 1975 15 100.5 The scatter between real GDP and t Example: 1960-1982 GDP growth Using the data for real GDP from example 5.3, we estimate the model ln(?t)= 4.044 + 0.0382 t se =(0.0158) (0.0012) t = (255.38) (30.97) n=23, R2=0.9786 Adj-R2=0.9776 F=958.96 Remark: The slope of the estimate equation is 0.0382, which means that the growth rate for real GDP is 3.82% every year in average. The estimated slope is often called instantaneous growth rate. But we can easily calculate the compound growth rate by ln(1+r)=0.0382, therefore, r=e0.0382-1=1.0389-1=0.0389=3.89%. Linear trend model Using the data for real GDP from example 5.3, we estimate the model ?t= 50.3 + 3.277 t se= (0.776)(0.0566) t = (64.82)(57.90) n=23 R2=0.9938 Adj-R2=0.9935 F=3352.72 Remark: The slope means that t increase 1 unit, the real GDP will inrease 3.277, which is absolute value. That is, real GPD in this year will 3.277 greater than that of the year before this year. Linear trend model Log independent variables Sometimes, we meet the model with independent variables logged, such as Y = b0 + b1 ln(X1) + b2 ln(X2) + u Then what are the meaning of the partial coefficients? For example, So, b1 means that when independent variable X1 changes 1%, the dependent variable will change Note, the change of X1 is relative value and Y is absolute value. b1/100. Example The relation between USA GNP (gnp) and Money supply (m2) gnp = b0 + b1 ln(m2) + u we estimate the model gnp = -16329.21 + 2584.785 ln(m2) Se = (696.60) (94.0414) t = (-23.44) (27.49) n=15 R2=0.9831 Adj-R2=0.9818 F=755.46 Remark: The slope means when money supply m2 incre