計量經(jīng)濟(jì)學(xué)實驗報告 實驗三 虛擬變量模型

計量經(jīng)濟(jì)學(xué)實驗報告實驗三：虛擬變量模型姓名：班級：序號：學(xué)號：模型設(shè)立問題描述：2009年我國各地區(qū)城鎮(zhèn)居民和農(nóng)村居民家庭人均可支配收入與人均生活消費支出之間的關(guān)系。理論模型：數(shù)據(jù)

城鎮(zhèn)居民農(nóng)村居民地區(qū)消費支出可支配收入消費支出人均純收入北京17893.326738.488897.5911668.59天津14801.3521402.014273.158687.56河北9678.7514718.253349.745149.67山西9355.113996.553304.764244.10內(nèi)蒙古12369.8715849.193968.424937.80遼寧12324.5815761.384254.035958.00吉林10914.4414006.273902.905265.91黑龍江9629.612565.984241.275206.76上海20992.3528837.789804.3712482.94江蘇1315320551.725804.458003.54浙江16683.4824610.817731.7010007.31安徽10233.9814085.743655.024504.32福建13450.5719576.835015.726680.18江西9739.9914021.543532.665075.01山東12012.7317811.044417.186118.77河南9566.9914371.563388.474806.95湖北10294.0714367.483725.245035.26湖南10828.2315084.314020.874909.04廣東16857.521574.725019.816906.93廣西10352.3815451.483231.143980.44海南10086.6513750.853088.564744.36重慶12144.0615748.673142.144478.35四川10860.213839.404141.404462.05貴州9048.2912862.532421.953005.41云南10201.8114423.932924.853369.34西藏9034.3113544.412399.473531.72陜西10705.6714128.763349.233437.55甘肅8890.7911929.782766.452980.10青海8786.5212691.853209.413346.15寧夏1028014024.703347.944048.33新疆9327.5512257.522950.633883.10二：模型設(shè)計

1.城鎮(zhèn)居民：DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.

X0.6680590.03092621.601930.0000C755.0114520.30311.4510990.1575R-squared0.941490

Meandependentvar11628.97AdjustedR-squared0.939473

S.D.dependentvar2978.791S.E.ofregression732.8515

Akaikeinfocriterion16.09410Sumsquaredresid15575067

Schwarzcriterion16.18662Loglikelihood-247.4586

F-statistic466.6435Durbin-Watsonstat1.644234

Prob(F-statistic)0.000000所以，模型一為：

(1.4511)(21.602)

2.農(nóng)村居民：DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.

X0.6927460.04082616.968170.0000C350.9498244.71791.4340990.1622R-squared0.908494

Meandependentvar4170.339AdjustedR-squared0.905338

S.D.dependentvar1737.704S.E.ofregression534.6414

Akaikeinfocriterion15.46341Sumsquaredresid8289402.

Schwarzcriterion15.55593Loglikelihood-237.6829

F-statistic287.9187Durbin-Watsonstat1.864618

Prob(F-statistic)0.000000所以，模型二為：(1.4341)(16.968)

三、模型檢驗為比較居民和農(nóng)村消費指數(shù)是否有顯著差異，設(shè)虛擬變量：并將兩函數(shù)合并，估計以下模型：其中，，，。則有：DependentVariable:YMethod:LeastSquaresDate:01/02/12Time:13:48Sample:162Includedobservations:62VariableCoefficientStd.Errort-StatisticProb.X10.6680590.02706924.680090.0000D1-404.0616541.8511-1.7457060.4589D1X10.0246870.0559641.8411300.6608C755.0114455.40981.6578730.1027R-squared0.980424Meandependentvar7899.655AdjustedR-squared0.979411S.D.dependentvar4470.427S.E.ofregression641.4486Akaikeinfocriterion15.82768Sumsquaredresid23864469Schwarzcriterion15.96491Loglikelihood-486.6580F-statistic968.2707Durbin-W