第一次實驗2012級多重共線性的識別與處理

2012級2班實驗一.境旅游外匯收入年均增長22.6%，與此同時國內(nèi)旅游也迅速增長。開放20多年9014.4%，遠高于同期GDP為此，考慮的影響因素主要有國內(nèi)旅游人數(shù)X2X3，農(nóng)村居X4X5X6作為相關基礎設施的代表。Yt——第t年旅游收 X3——城鎮(zhèn)居民人均旅游支出（元）X4——農(nóng)村居民人均旅游支出（元）DependentVariable:Method:LeastSquaresDate:06/05/15Time:14:24Sample:1994Includedobservations:Std.t-C--------MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-R2很大，F(xiàn)x3x6不顯著，符號有正有負，可能存在多重共線性。11111三.分別作Y對X2、X3、X4、X5、X6T按R2的大小排序：x2x6x4x5以x2DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:14:48Sample:19942013Includedobservations:Std.t---CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-不顯著，剔除DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:14:49Sample:1994Includedobservations:Std.t-C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-x4DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:14:50Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-x5DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:14:51Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-x3x2x5第一種.x2x5DependentVariable:Method:LeastSquaresDate:06/05/15Time:14:55Sample:1994Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-加入x6DependentVariable:Method:LeastSquaresDate:06/05/15Time:14:55Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-加入x4DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:14:56Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-加入x3不顯著，剔除。x2x3為基礎：DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:15:21Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:15:21Sample:19942013Includedobservations: Std. t- --CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-保留DependentVariable:Method:LeastSquaresDate:06/05/15Time:15:22Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-x5顯著，但是x3不顯著，剔除。x2x3x4x2x5x4DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:15:00Sample:19942013Includedobservations:Std.t-----CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-x6DependentVariable:Method:LeastDate:06/05/15Time:Sample:1994Includedobservations:Std.t-----C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-x3DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:15:01Sample:19942013Includedobservations:Std.t---C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-以x2x3x4DependentVariable:Method:LeastSquaresDate:06/05/15Time:15:27Sample:19942013Includedobservations:Std.t-----CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-x6DependentVariable:YMethod:LeastSquaresDate:06/05/15Time:15:27Sample:19942013Includedobservations: Std. t- ----C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquared.SchwarzLog-Hannan-QuinnF-x5顯著，但是x3出現(xiàn)問題DependentVariable:Method:LeastDate:06/05/15Time:15:29Sample:19942013Includedobservations:Std.t---CMeandependentAdj