《计量经济学》(第三版)课后习题答案 .pdfVIP

《计量经济学》（第三版）课后习题答案

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：DependentVariable:Y

Method:LeastSquares

Date:12/23/15Time:14:37

Sample:122

Includedobservations:22

VariableCoefficientStd.Errort-StatisticProb.

C56.647941.96082028.889920.0000

X10.1283600.0272424.7118340.0001

R-squared0.526082Meandependentvar62.50000AdjustedR-squared0.502386S.D.

dependentvar10.08889S.E.ofregression7.116881Akaikeinfocriterion6.849324Sum

squaredresid1013.000Schwarzcriterion6.948510Loglikelihood-73.34257

Hannan-Quinncriter.6.872689F-statistic22.20138Durbin-Watsonstat0.629074

Prob(F-statistic)0.000134

有上可知，关系式为y=56.64794+0.128360x1

②关于人均寿命与成人识字率的关系，用Eviews分析如下：DependentVariable:Y

Method:LeastSquares

Date:12/23/15Time:15:01

Sample:122

Includedobservations:22

VariableCoefficientStd.Errort-StatisticProb.

C38.794243.53207910.983400.0000

X20.3319710.0466567.1153080.0000

R-squared0.716825Meandependentvar62.50000AdjustedR-squared0.702666S.D.

dependentvar10.08889S.E.ofregression5.501306Akaikeinfocriterion6.334356

Sumsquaredresid605.2873Schwarzcriterion6.433542Loglikelihood-67.67792

Hannan-Quinncriter.6.357721F-statistic50.62761Durbin-Watsonstat1.846406

Prob(F-statistic)0.000001

由上可知，关系式为y=38.79424+0.331971x2

③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：

DependentVariable:Y

Method:LeastSquares

Date:12/23/14Time:15:20

Sample:122

Includedobservations:22

VariableCoefficientStd.Errort-StatisticProb.

C31.799566.5364344.8649710.0001

X30.3872760.0802604.8252850.0001

R-squared0.537929Meandependentvar62.50000

AdjustedR-squared0.514825S.D.dependentvar10.08889

S.E.ofregression7.027364Akaikeinfocriterion6.824009

Sumsquaredresid987.6770Schwarzcriterion6.923194

Loglikelihood-73.06409Hannan-Quinncriter.6.847374

F-statistic23.28338Durbin