二元回歸模型案例分析

研究問題:寧夏固定資產(chǎn)投資對GDP影響的分析研究過程:數(shù)據(jù)收集本文獲取了寧夏2000年一—2009年的數(shù)據(jù)，如表所示obsYX1X220002950200101173222634620013374400124137421042120023771600133591123509920034453600154579123503120045371100151306410433002005612610020241001009613200672590002657927117648520079191100331628216462272008120392005210136199506620091353310060926342514542YX1X2Mean6806940.2594895.1029213.Median5748600.1784946.1026457.Maximum135331006092634.2514542.Minimum2950200.1011732.210421.0Std.Dev.3688417.1767556.824514.0Skewness0.7448071.0605370.490592Kurtosis2.2070432.6758452.015081Jarque-Bera1.1865551.9183460.805328Probability0.5525140.3832100.668537Sum680694002594895110292130SumSq.Dev.1.22E+142.81E+136.12E+12Observations101010Y=C+CX1+CX212Y為亍夏生產(chǎn)總值x1為寧夏國有經(jīng)濟(jì)固定資產(chǎn)投資額,x2為寧夏個體經(jīng)濟(jì)固體資產(chǎn)投資額。1.40E+07..TOC\o"1-5"\h\z1.20E+07--1.00E+07-Y8.00E+06-6.00E+06-?4.00E+06-:2.00E+06-,,,02000000400000060000008000000X11.40E+071.20E+07-1.00E+07-Y8.00E+06-6.00E+06-*4.00E+06-:2.00E+06-,,0100000020000003000000以上是散點圖看yx的關(guān)系EViews的最小二乘估計DependentVariable:YMethod:LeastSquaresDate:12/22/11Time:12:05Sample:20002009Includedobservations:10VariableCoefficientStd.Errort-StatisticProb.X11.2371060.1830866.7569830.0003X21.8699540.3924914.7643280.0020C1672198.191649.88.7252770.0001R-squared0.994149Meandependentvar6806940.AdjustedR-squared0.992478S.D.dependentvar3688417.S.E.ofregression319902.9Akaikeinfocriterion28.43275Sumsquaredresid7.16E+11Schwarzcriterion28.52352Loglikelihood-139.1637F-statistic594.7135Durbin-Watsonstat1.406037Prob(F-statistic)0.000000Y=1672198+1.237106X1+1.8672198X2(1672198)(0.183086)(0.392491)t=(8.725277)(6.756983)(4.764328)擬合優(yōu)度R2=0.994149R2=0.992478F=594.7135T檢驗由應(yīng)用軟件計算出所有的t的數(shù)值，分別為Itj=8.725,|tj=6.7569,Itj=4.7643給定顯著性水平a=0.05，查t分布表自由度為7的相應(yīng)臨界值，得到t/2(7)=2.365?？梢姡嬎愕乃衪值都大于該臨界值，所以拒絕原假設(shè)，即是說，包括常數(shù)項在內(nèi)的3個解釋變量都在95%的水平下影響顯著，都通過了變量顯著性檢驗。置信區(qū)間經(jīng)計算得出它們的置信區(qū)間分別為(1218946,2125449.77)，(0.8041，1.6701)，(0.9390,2.7955)異方差檢驗4000000-EOOOOOO-2000000-生成殘差e22.00E+11TOC\o"1-5"\h\z1.60E+11-*1.20E+11-,傳8.00E+10-4.00E+10-*.0.00E+00-t,02000000400000060000008000000X12