計量經(jīng)濟學(xué)課題論文實驗報告-文庫吧
2025-06-03 19:05 本頁面
【正文】 模型檢驗一，模型檢驗由以上回歸結(jié)果可看出：1， 經(jīng)濟意義檢驗X2與理論分析和經(jīng)驗判斷不一2， 擬合優(yōu)度檢驗可決系數(shù)和修正的可決系數(shù)，擬合很好3， F檢驗，F(xiàn)(6，29)= F= 回歸方程顯著4， t檢驗，t(29)= β2和β3不能通過檢驗二，多重共線性檢驗：可決系數(shù)R2較高，經(jīng)F檢驗的 參數(shù)聯(lián)合顯著性也很高，但X2和X3的系數(shù)不顯著，且X2的符號與預(yù)期相反，這表明可能存在嚴重的多重共線性。1， 相關(guān)系數(shù)檢驗法X1X2X3X4X5X1X2X3X4X5由上述相關(guān)系數(shù)矩陣可以看出確實存在一定的多重共線性2，方差擴大因子檢驗法分別以X1，X2，X3，X4，X5為被解釋變量，做關(guān)于其他解釋變量的回歸分析，結(jié)果Dependent Variable: X1Method: Least SquaresDate: 12/01/14 Time: 16:20Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.CX2X3X4X5RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid+09Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)Dependent Variable: X2Method: Least SquaresDate: 12/01/14 Time: 16:22Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.CX1X3X4X5RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)Dependent Variable: X3Method: Least SquaresDate: 12/01/14 Time: 16:23Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.CX1X2X4X5RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)Dependent Variable: X4Method: Least SquaresDate: 12/01/14 Time: 16:24Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.CX1X2X3X5RsquaredMean dependent varAdjusted Rsqu
物理相關(guān)推薦
鄂ICP備17016276號-1