計量經(jīng)濟(jì)學(xué)考試習(xí)題及答案-資料下載頁
2025-06-07 22:05本頁面
【正文】 regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)給定，在自由度為2下查卡方分布表，得。比較臨界值與卡方統(tǒng)計量值，即，同樣說明模型中的隨機(jī)誤差項存在異方差。 （2）用權(quán)數(shù)，作加權(quán)最小二乘估計，得如下結(jié)果 Dependent Variable: YMethod: Least SquaresDate: 08/05/05 Time: 13:17Sample: 1 60Included observations: 60Weighting series: W1VariableCoefficientStd. ErrortStatisticProb. CXWeighted StatisticsRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)Unweighted StatisticsRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared residDurbinWatson stat用White法進(jìn)行檢驗得如下結(jié)果：White Heteroskedasticity Test:FstatisticProbabilityObs*RsquaredProbability給定，在自由度為2下查卡方分布表，得。比較臨界值與卡方統(tǒng)計量值，即，說明加權(quán)后的模型中的隨機(jī)誤差項不存在異方差。其估計的書寫形式為 10
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