计量经济学eviews ls估计表计算可决系数及t F值等 模型为yi=β0+β1X1i+β2i+μiLS // Dependent Variable is YSample:1 10Variable Coefficient Std.Error T-Statistic Prob.C 24.4070 6.9973 0.0101X2 -0.3401 0.4785 0.5002X3 0.0823 0.0458 0.1
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![计量经济学eviews ls估计表计算可决系数及t F值等 模型为yi=β0+β1X1i+β2i+μiLS // Dependent Variable is YSample:1 10Variable Coefficient Std.Error T-Statistic Prob.C 24.4070 6.9973 0.0101X2 -0.3401 0.4785 0.5002X3 0.0823 0.0458 0.1](/uploads/image/z/5952672-0-2.jpg?t=%E8%AE%A1%E9%87%8F%E7%BB%8F%E6%B5%8E%E5%AD%A6eviews+ls%E4%BC%B0%E8%AE%A1%E8%A1%A8%E8%AE%A1%E7%AE%97%E5%8F%AF%E5%86%B3%E7%B3%BB%E6%95%B0%E5%8F%8At+F%E5%80%BC%E7%AD%89+%E6%A8%A1%E5%9E%8B%E4%B8%BAyi%3D%CE%B20%2B%CE%B21X1i%2B%CE%B22i%2B%CE%BCiLS+%2F%2F+Dependent+Variable+is+YSample%3A1+10Variable+Coefficient+Std.Error+T-Statistic+Prob.C+24.4070+6.9973+0.0101X2+-0.3401+0.4785+0.5002X3+0.0823+0.0458+0.1)
计量经济学eviews ls估计表计算可决系数及t F值等 模型为yi=β0+β1X1i+β2i+μiLS // Dependent Variable is YSample:1 10Variable Coefficient Std.Error T-Statistic Prob.C 24.4070 6.9973 0.0101X2 -0.3401 0.4785 0.5002X3 0.0823 0.0458 0.1
计量经济学eviews ls估计表计算可决系数及t F值等 模型为yi=β0+β1X1i+β2i+μi
LS // Dependent Variable is Y
Sample:1 10
Variable Coefficient Std.Error T-Statistic Prob.
C 24.4070 6.9973 0.0101
X2 -0.3401 0.4785 0.5002
X3 0.0823 0.0458 0.1152
R-squared Mean dependent var 111.1256
Adjusted R-squared S.D.dependent var 31.4289
S.E.of regression Akaike info criterion 4.1338
Sum squared resid 342.5486 Schwartz criterion 4.2246
Loglikelihood -31.8585 F-statistic
Durbin-Watson stat 2.4382 Prob(F-statistic) 0.0001
回答下列问题
(1)请根据上表中已有的数据,填写表中画线处缺失结果(注意给出计算步骤)请详细写一下步骤,
计量经济学eviews ls估计表计算可决系数及t F值等 模型为yi=β0+β1X1i+β2i+μiLS // Dependent Variable is YSample:1 10Variable Coefficient Std.Error T-Statistic Prob.C 24.4070 6.9973 0.0101X2 -0.3401 0.4785 0.5002X3 0.0823 0.0458 0.1
C的T值,24.4070/6.9973=3.49
x2和x3的t值算法相同,我就不在这儿算了
T值=系数/Std
R-squared 首先残差的2次方和RSS=342.5486,ESS=31.4289
推出TSS=RSS+ESS R-squared=ESS/TSS=0.0839 可以看出回归的可信度较低
Adjusted R-squared=1-((1-R-squared)(n-1)/n-k)
=1-(1-0.0839 )*1.285=-0.1771
S.E.of regression=RSS/n-k=342.5486/7=48.934
F-statistic,因为知道F值的P值了,so查一下表或者用软件算一下,
也就是F(3-1,10-3)=F2,7)=Prob(F-statistic)=0.0001
用matlab算了下
差不多F-statistic=23.45
lz再检查一下吧,不知道会不会算错.总之有步骤
多谢楼下提醒,ESS的算法不太对,所以R2 和adjR2的结果不正确