计量经济学(第二版)第三章课后习题答案

其中：Y为家庭书刊年消费支出、X为家庭月平均收入、T为户主受教育年数 （2）估计模型参数，结果为

Dependent Variable: Y Method: Least Squares Date: 03/22/12 Time: 14:33 Sample: 1 18

Included observations: 18

Variable C X T R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

Coefficient -50.01638 0.086450 52.37031 Std. Error 49.46026 0.029363 5.202167 t-Statistic -1.011244 2.944186 10.06702 Prob. 0.3279 0.0101 0.0000 258.7206 11.20482 11.35321 146.2974 0.000000

0.951235 Mean dependent var 755.1222 0.944732 S.D. dependent var 60.82273 Akaike info criterion 55491.07 Schwarz criterion -97.84334 F-statistic 2.605783 Prob(F-statistic)

ˆ50.01620.08645即 YXi52.3703Ti i （49.46026）（0.02936） （5.20217）

t= (-1.011244) (2.944186) (10.06702) R2=0.951235 R0.944732 F=146.2974

(3) 检验户主受教育年数对家庭书刊消费是否有显著影响:

由估计检验结果, 户主受教育年数参数对应的t 统计量为10.06702, 明显大于t的临界值

2t0.025(183)2.131，同时户主受教育年数参数所对应的P值为0.0000，明显小于

0.05，均可判断户主受教育年数对家庭书刊消费支出确实有显著影响。

（4）本模型说明家庭月平均收入和户主受教育年数对家庭书刊消费支出有显著影响，家庭月平均收入增加1元，家庭书刊年消费支出将增加0.086元，户主受教育年数增加1年，家庭书刊年消费支出将增加52.37元。

3.4(1)

Dependent Variable: LNY Method: Least Squares Date: 03/22/12 Time: 14:42 Sample: 1970 1982 Included observations: 13 Variable C LNX2 X3 R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 2.899899 -1.205700 0.199188 Std. Error 0.500289 0.320662 0.027140 t-Statistic 5.796453 -3.760041 7.339172 Prob. 0.0002 0.0037 0.0000 0.408050 -0.464591 -0.334218 28.13760 0.000078 0.849114 Mean dependent var 1.974525 0.818937 S.D. dependent var 0.173631 Akaike info criterion 0.301478 Schwarz criterion 6.019839 F-statistic 1.822175 Prob(F-statistic)

3.5(1) 建立该地区城镇居民人均全年耐用消费品支出关于人均年可支配收入和耐用消费品价格指数的回归模型：

Yt12Xt3Ttut （2）估计参数结果

Dependent Variable: Y Method: Least Squares Date: 03/22/12 Time: 14:46 Sample: 1991 2001 Included observations: 11

Variable C X1 X2 R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

Coefficient 158.5398 0.049404 -0.911684 Std. Error 121.8071 0.004684 0.989546 t-Statistic 1.301564 10.54786 -0.921316 Prob. 0.2293 0.0000 0.3838 79.29127 9.077982 9.186499 72.90647 0.000007

0.947989 Mean dependent var 190.4827 0.934986 S.D. dependent var 20.21757 Akaike info criterion 3270.001 Schwarz criterion -46.92890 F-statistic 1.035840 Prob(F-statistic)

由估计和检验结果可看出，该地区人均年可支配收入的参数的t检验值为10.54786，其绝对值大于临界值t0.025(113)2.306；而且对应的P值为0.0000，也明显小于0.05。说明人均年可支配收入对该地区城镇居民人均全年耐用消费品支出确实有显著影响。

但是，该地区耐用消费品价格指数的参数的t检验值为-0.921316，其绝对值小于临界值

t0.025(113)2.306；而且对应的P值为0.3838，也明显大于0.05。这说明该地区耐

用消费品价格指数对城镇居民人均全年耐用消费品支出并没有显著影响

3.6

Dependent Variable: LNY Method: Least Squares Date: 03/22/12 Time: 14:54 Sample: 1960 1982 Included observations: 23 Variable C LNX1 X2 R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 0.252354 0.998553 -0.002419 Std. Error 0.070040 0.018244 0.000168 t-Statistic 3.602992 54.73357 -14.37728 Prob. 0.0018 0.0000 0.0000 0.224107 -5.171663 -5.023555 1866.713 0.000000 0.994672 Mean dependent var 4.412077 0.994139 S.D. dependent var 0.017157 Akaike info criterion 0.005888 Schwarz criterion 62.47413 F-statistic 0.876931 Prob(F-statistic)