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【正文】 模型檢驗(yàn)一，模型檢驗(yàn)由以上回歸結(jié)果可看出：1， 經(jīng)濟(jì)意義檢驗(yàn)X2與理論分析和經(jīng)驗(yàn)判斷不一2， 擬合優(yōu)度檢驗(yàn)可決系數(shù)和修正的可決系數(shù)，擬合很好3， F檢驗(yàn)，F(xiàn)(6，29)= F= 回歸方程顯著4， t檢驗(yàn)，t(29)= β2和β3不能通過(guò)檢驗(yàn)二，多重共線性檢驗(yàn)：可決系數(shù)R2較高，經(jīng)F檢驗(yàn)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(hào)與預(yù)期相反，這表明可能存在嚴(yán)重的多重共線性。1， 相關(guān)系數(shù)檢驗(yàn)法X1X2X3X4X5X1X2X3X4X5由上述相關(guān)系數(shù)矩陣可以看出確實(shí)存在一定的多重共線性2，方差擴(kuò)大因子檢驗(yàn)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
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