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【正文】 uaredCX1X2X4X5RsquaredDurbinWatson statProb(Fstatistic)Dependent Variable: X3Method: Least SquaresDate: 12/01/14 Time: 16:23Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX1X3X4X5RsquaredDurbinWatson statProb(Fstatistic)Dependent Variable: X2Method: Least SquaresDate: 12/01/14 Time: 16:22Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid+09. dependent var. of regressionMean dependent varAdjusted RsquaredCX2X3X4X5Rsquared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.X4X3X2DurbinWatson statProb(Fstatistic)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。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX1X2X3X4X5Rsquared 三、基于計(jì)量經(jīng)濟(jì)模型的居民消費(fèi)影響因素分析變量的選擇與設(shè)計(jì)Y居民消費(fèi)水平X1國(guó)內(nèi)生產(chǎn)總值X2人口自然增長(zhǎng)率X3居民消費(fèi)價(jià)格指數(shù)（上年=100）X4城鎮(zhèn)居民家庭人均可支配收入X5農(nóng)村居民家庭人均純收入模型的設(shè)立Y=β0+β1X1+β2X2+β3X3+β4X4+β5X5回歸結(jié)果：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 15:08Sample: 1979 2013Included observations: 35VariableCoefficientStd. ErrortStatistic
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