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计量经济学多元线性回归、多重共线性、异方差实验报告

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由于F=92014.78> Fα( 2,28)=3.34,应拒绝原假设,说明回归方程显著,即“旅游景区固定资产”、“旅游从业人员”等变量联合起来确实对“旅游景区营业收入”有显著影响。 (3)t检验:分别对H0:βj=0(j=1,2),给定显著性水平α=0.05,查t分布表得自由度为n-k-1=28临界值tα/2(n-k-1)=2.048。由表中数据可得,?1、?2对应的t统计量分别为57.57099、243.6786,其绝对值均大于tα/2(n-k-1)=2.048,这说明应该分别拒绝H0:βj =0(j=1,2),也就是说,当在其他解释变量不变的情况下,解释变量“旅游景区固定资产”(X1) 、“旅游从业人数”(X2)分别对被解释变量“旅游景区营业收入”(Y)影响显著。 八、附录

以下是多重共线性参数估计

备表1 对X1回归分析

Dependent Variable: Y Method: Least Squares Date: 11/14/13 Time: 21:14 Sample: 1 31 Included observations: 31

Coefficient Std. Error t-Statistic C -15595.61 18604.86 -0.838255 X1 1.978224 0.229091 8.635111

R-squared 0.719983 Mean dependent var Adjusted R-squared 0.710327 S.D. dependent var S.E. of regression 60671.69 Akaike info criterion Sum squared resid 1.07E+11 Schwarz criterion Log likelihood -384.3636 Hannan-Quinn criter. F-statistic 74.56515 Durbin-Watson stat Prob(F-statistic) 0.000000

备表2 对X2回归分析 Dependent Variable: Y Method: Least Squares

Date: 11/14/13 Time: 21:15 Sample: 1 31

Prob.

0.4087 0.0000

114619.2 112728.1 24.92668 25.01920 24.95684 2.090544

^^

Included observations: 31

Coefficient Std. Error t-Statistic C 15958.73 11364.71 1.404236 X2 0.315120 0.025260 12.47495

R-squared 0.842924 Mean dependent var Adjusted R-squared 0.837508 S.D. dependent var S.E. of regression 45441.05 Akaike info criterion Sum squared resid 5.99E+10 Schwarz criterion Log likelihood -375.4027 Hannan-Quinn criter. F-statistic 155.6243 Durbin-Watson stat Prob(F-statistic) 0.000000

备表3 对X3回归分析 Dependent Variable: Y Method: Least Squares Date: 11/14/13 Time: 21:15 Sample: 1 31 Included observations: 31

Coefficient Std. Error t-Statistic C 53599.95 15413.41 3.477488 X3 0.316946 0.045785 6.922479

R-squared 0.622988 Mean dependent var Adjusted R-squared 0.609988 S.D. dependent var S.E. of regression 70399.77 Akaike info criterion Sum squared resid 1.44E+11 Schwarz criterion Log likelihood -388.9737 Hannan-Quinn criter. F-statistic 47.92072 Durbin-Watson stat Prob(F-statistic) 0.000000

备表4 对X4回归分析 Dependent Variable: Y Method: Least Squares

Date: 11/14/13 Time: 21:15 Sample: 1 31

Included observations: 31

Coefficient

t-Statistic

Prob.

0.1709 0.0000

114619.2 112728.1 24.34856 24.44108 24.37872 1.665119

Prob.

0.0016 0.0000

114619.2 112728.1 25.22411 25.31662 25.25427 1.724195

Prob.

Std. Error

-143904.9 66622.99 -2.159989 12.54525 3.131970 4.005547

R-squared 0.356191 Mean dependent var Adjusted R-squared 0.333991 S.D. dependent var S.E. of regression 91996.75 Akaike info criterion Sum squared resid 2.45E+11 Schwarz criterion Log likelihood -397.2681 Hannan-Quinn criter. F-statistic 16.04440 Durbin-Watson stat Prob(F-statistic) 0.000394

备表5 对X2、X1回归分析 Dependent Variable: Y Method: Least Squares Date: 11/14/13 Time: 21:15 Sample: 1 31 Included observations: 31

Coefficient Std. Error t-Statistic C -4316.824 12795.42 -0.337373 X2 0.230304 0.039088 5.891959 X1 0.711446 0.265507 2.679575

R-squared 0.874983 Mean dependent var Adjusted R-squared 0.866053 S.D. dependent var S.E. of regression 41257.10 Akaike info criterion Sum squared resid 4.77E+10 Schwarz criterion Log likelihood -371.8644 Hannan-Quinn criter. F-statistic 97.98460 Durbin-Watson stat Prob(F-statistic) 0.000000

备表6 对X2、X3回归分析 Dependent Variable: Y Method: Least Squares

Date: 11/14/13 Time: 21:15 Sample: 1 31

Included observations: 31

Coefficient C 16874.53 X2 0.258113 X3 0.087950

t-Statistic

1.562660 7.016265 2.043471

C X4

0.0392 0.0004

114619.2 112728.1 25.75923 25.85175 25.78939 1.829839

Prob.

0.7384 0.0000 0.0122

114619.2 112728.1 24.18480 24.32357 24.23004 1.893654

Prob.

0.1294 0.0000 0.0505

Std. Error

10798.59 0.036788 0.043040

R-squared 0.863310 Mean dependent var Adjusted R-squared 0.853546 S.D. dependent var S.E. of regression 43140.27 Akaike info criterion Sum squared resid 5.21E+10 Schwarz criterion Log likelihood -373.2480 Hannan-Quinn criter. F-statistic 88.42123 Durbin-Watson stat Prob(F-statistic) 0.000000

备表7 对X2、X4回归分析 Dependent Variable: Y Method: Least Squares Date: 11/14/13 Time: 21:15 Sample: 1 31 Included observations: 31

Coefficient Std. Error t-Statistic C 10868.79 37371.23 0.290833 X2 0.312045 0.033484 9.319239 X4 0.293708 2.050660 0.143226

R-squared 0.843039 Mean dependent var Adjusted R-squared 0.831828 S.D. dependent var S.E. of regression 46228.45 Akaike info criterion Sum squared resid 5.98E+10 Schwarz criterion Log likelihood -375.3913 Hannan-Quinn criter. F-statistic 75.19429 Durbin-Watson stat Prob(F-statistic) 0.000000

备表8 对X2、X1、X3回归分析 Dependent Variable: Y Method: Least Squares

Date: 11/14/13 Time: 21:15 Sample: 1 31

Included observations: 31

Coefficient C -975.0304 X2 0.227087 X1 0.603269 X3 0.024860

t-Statistic

-0.064796 5.630196 1.652919 0.439370

114619.2 112728.1 24.27407 24.41284 24.31930 1.600090

Prob.

0.7733 0.0000 0.8871

114619.2 112728.1 24.41234 24.55112 24.45758 1.642818

Prob.

0.9488 0.0000 0.1099 0.6639

Std. Error

15047.61 0.040334 0.364972 0.056581

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