计量经济学第三章习题答案.pdfVIP

3解:⑴

□Equation:UNTITLEDWorkfile:^H^S5HS：：Untitled\|_a|回|S3J

Viewj^ProcObjectj[PrintNameFreezeEstimateForecastJ[statsResids|

DependentVariable:Y

Method:LeastSquares

Date:10/12/12Time:20:47

Sample:118

Includedobservations:18

CoefficientStdErrort-StatisticProb

C-09755683032236-003217309748

X110431466409136162759200000

X204021900116348345677600035

R-squared0979727Meandependentvar7551500

AdjustedR-squared0977023SDdependentvar2586859

SEofregression3921162Akaikeinfocriterion1032684

Sumsquaredresid2306327Schwarzcriterion1047523

Loglikelihood-8994152Hannan-Quinncriter1034730

F-statistic3624430Durbin-Watsonstat2561395

Prob(F-statistic)0000000

学生购买书籍及课外读物的支出Y与受教育年限X1和家庭收入平X2的估计的回归方

程：

Y=-0975568+1043146X1+0402190X2

2

(-0032173)(1627592)(3456776),r=0979727

(2)给出显著性平a=005,查自由度v=18-2=16的t分布表，得临界值

^025(16)=212^=1627592too25(16),t=3456776too25(16),故回归系数显著不为

2

零，XI对Y有显著影响，X2对Y有显著影响。

(3)由上表可得，样本可决系数为R-squared=0979727

修正样本可决系数Adjusted-squared=0977023

即

2

/?=0979727,

=0977023

计算结果表明，估计的样本回归方程较好地拟合了样本观测值。

(4)将刈=10,X2=480带入估计的回归方程，得点估计值

Y=-0975568+1043146乂10+0402190乂480=1236670432

1根据（3.68）式求的.方差的估计值