多重共线性.docx
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多重共线性.docx
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多重共线性
附件二:
实验报告格式(首页)
山东轻工业学院实验报告成绩
课程名称计量经济学指导教师实验日期2013/05/25
院(系)商学院专业班级实验地点二机房
学生姓名学号同组人无
实验项目名称多重共线性实验报告
一、实验目的和要求
二、实验原理
三、主要仪器设备、试剂或材料
四、实验方法与步骤
1、新建文件:
File→New→Workfile,出现对话框“工作文件范围”,选取或填上数据类型、起止时间。
OK后,得到一个无名字的工作文件
2、CREATEabcA19741987回车
3、DATAYX1X2X3X4X5回车
obs
Y
X1
X2
X3
X4
X5
1974
98.45000
560.2000
153.2000
6.530000
1.230000
1.890000
1975
100.7000
603.1100
190.0000
9.120000
1.300000
2.030000
1976
102.8000
668.0500
240.3000
8.100000
1.800000
2.710000
1977
133.9500
715.4700
301.1200
10.10000
2.090000
3.000000
1978
140.1300
724.2700
361.0000
10.93000
2.390000
3.290000
1979
143.1100
736.1300
420.0000
11.85000
3.900000
5.240000
1980
146.1500
748.9100
491.7600
12.28000
5.130000
6.830000
1981
144.6000
760.3200
501.0000
13.50000
5.470000
8.360000
1982
148.9400
774.9200
529.2000
15.29000
6.090000
10.07000
1983
158.5500
785.3000
552.7200
18.10000
7.970000
12.57000
1984
169.6800
795.5000
771.1600
19.61000
10.18000
15.12000
1985
162.1400
804.8000
811.8000
17.22000
11.79000
18.25000
1986
170.0900
814.9400
988.4300
18.60000
11.54000
20.59000
1987
178.6900
828.7300
1094.650
23.53000
11.68000
23.37000
4、LSYCX1X2X3X4X5回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
13:
58
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-3.49656
30.00659
-0.11653
0.9101
X1
0.12533
0.059139
2.119245
0.0669
X2
0.073667
0.037877
1.944897
0.0877
X3
2.677589
1.257293
2.129646
0.0658
X4
3.453448
2.45085
1.409082
0.1965
X5
-4.49112
2.214862
-2.02772
0.0771
R-squared
0.970442
Meandependentvar
142.7129
AdjustedR-squared
0.951968
S.D.dependentvar
26.09805
S.E.ofregression
5.719686
Akaikeinfocriterion
6.623232
Sumsquaredresid
261.7185
Schwarzcriterion
6.897114
Loglikelihood
-40.3626
F-statistic
52.53086
Durbin-Watsonstat
1.972755
Prob(F-statistic)
0.000007
利用上表中的数据,用Eviews进行最小二乘估计,得Y=-3.497+0.125X1+0.074X2+2.678X3+3.453X4-4.491X5
(-0.1)(2.1)(1.9)(2.1)(1.4)(-2.0)
R2=0.97,R̅2=0.952DW=1.97F=52.53
其中括号内的数字是t值。
给定显著性水平α=0.05,回归系数估计值都没有显著性。
查F分布表,得临界值3.69,故F=52.53>3.69,回归方程显著.
5、CORX1X2X3X4X5
X1
X2
X3
X4
X5
X1
1
0.866552
0.882293
0.852449
0.821305
X2
0.866552
1
0.945896
0.964773
0.982532
X3
0.882293
0.945896
1
0.940506
0.948361
X4
0.852449
0.964773
0.940506
1
0.981979
X5
0.821305
0.982532
0.948361
0.981979
1
6、LSYCX1回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
04
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-90.9207
19.32929
-4.70378
0.0005
X1
0.316925
0.026081
12.15161
0
R-squared
0.924841
Meandependentvar
142.7129
AdjustedR-squared
0.918578
S.D.dependentvar
26.09805
S.E.ofregression
7.446964
Akaikeinfocriterion
6.985054
Sumsquaredresid
665.4873
Schwarzcriterion
7.076347
Loglikelihood
-46.8954
F-statistic
147.6617
Durbin-Watsonstat
1.536885
Prob(F-statistic)
0
(1)、Y=-90.921+0.317X1
(-4.7)(12.2)
R²=0.925R̅²=0.919DW=1.537F=147.619
7、LSYCX2回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
08
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
99.61349
6.431242
15.489
0
X2
0.08147
0.010738
7.587119
0
R-squared
0.827498
Meandependentvar
142.7129
AdjustedR-squared
0.813123
S.D.dependentvar
26.09805
S.E.ofregression
11.282
Akaikeinfocriterion
7.815858
Sumsquaredresid
1527.403
Schwarzcriterion
7.907152
Loglikelihood
-52.711
F-statistic
57.56437
Durbin-Watsonstat
0.638969
Prob(F-statistic)
0.000006
(2)、Y=99.614+0.0815X2
(15.5)(7.6)
R²=0.828R̅²=0.813DW=0.639F=57.564
8、LSYCX3回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
10
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
74.64824
8.288989
9.005711
0
X3
4.892712
0.563578
8.681514
0
R-squared
0.862651
Meandependentvar
142.7129
AdjustedR-squared
0.851205
S.D.dependentvar
26.09805
S.E.ofregression
10.06704
Akaikeinfocriterion
7.587974
Sumsquaredresid
1216.144
Schwarzcriterion
7.679268
Loglikelihood
-51.1158
F-statistic
75.36868
Durbin-Watsonstat
0.813884
Prob(F-statistic)
0.000002
Y=74.648+4.893X3
(9.0)(8.7)
R²=0.863R̅²=0.851DW=0.814F=75.369
9、LSYCX4
Method:
LeastSquares
Date:
05/25/13Time:
14:
12
Sample:
19741987
Includedobservations:
14
DependentVariable:
Y
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
108.8647
5.93433
18.3449
0
X4
5.739752
0.838756
6.843175
0
R-squared
0.796019
Meandependentvar
142.7129
AdjustedR-squared
0.779021
S.D.dependentvar
26.09805
S.E.ofregression
12.26828
Akaikeinfocriterion
7.983475
Sumsquaredresid
1806.129
Schwarzcriterion
8.074769
Loglikelihood
-53.8843
F-statistic
46.82904
Durbin-Watsonstat
0.769006
Prob(F-statistic)
0.000018
Y=108.865+5.740X4
(18.3)(6.8)
R²=0.796R̅²=0.779DW=0.769F=46.829
10、LSYCX5回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
14
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
113.3747
6.077133
18.65596
0
X5
3.080811
0.5123
6.013688
0.0001
R-squared
0.750854
Meandependentvar
142.7129
AdjustedR-squared
0.730091
S.D.dependentvar
26.09805
S.E.ofregression
13.55865
Akaikeinfocriterion
8.18349
Sumsquaredresid
2206.044
Schwarzcriterion
8.274784
Loglikelihood
-55.2844
F-statistic
36.16444
Durbin-Watsonstat
0.593639
Prob(F-statistic)
0.000061
Y=113.375+3.081X5
(18.7)(6.0)
R²=0.75R̅²=0.73DW=0.59F=36.16
11、LSYCX1X2回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
16
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-40.9357
27.99501
-1.46225
0.1716
X1
0.229428
0.045302
5.064458
0.0004
X2
0.02744
0.012311
2.228855
0.0476
R-squared
0.948224
Meandependentvar
142.7129
AdjustedR-squared
0.93881
S.D.dependentvar
26.09805
S.E.ofregression
6.45576
Akaikeinfocriterion
6.755232
Sumsquaredresid
458.4453
Schwarzcriterion
6.892173
Loglikelihood
-44.2866
F-statistic
100.7269
Durbin-Watsonstat
1.80365
Prob(F-statistic)
0
12、LSYCX1X3回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
20
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-39.7948
25.0157
-1.59079
0.14
X1
0.211543
0.045302
4.669581
0.0007
X3
1.909246
0.724153
2.636523
0.0231
R-squared
0.953945
Meandependentvar
142.7129
AdjustedR-squared
0.945571
S.D.dependentvar
26.09805
S.E.ofregression
6.088671
Akaikeinfocriterion
6.638146
Sumsquaredresid
407.791
Schwarzcriterion
6.775087
Loglikelihood
-43.467
F-statistic
113.922
Durbin-Watsonstat
1.655554
Prob(F-statistic)
0
Y=-39.795+0.212X1+1.909X3
(-1.6)(4.7)(2.6)
R²=0.954R̅²=0.946DW=1.656F=113.922
13、LSYCX1X4回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
22
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-46.1079
28.9186
-1.5944
0.1392
X1
0.242503
0.044966
5.393027
0.0002
X4
1.704287
0.877794
1.941557
0.0782
R-squared
0.944024
Meandependentvar
142.7129
AdjustedR-squared
0.933846
S.D.dependentvar
26.09805
S.E.ofregression
6.712509
Akaikeinfocriterion
6.833232
Sumsquaredresid
495.6355
Schwarzcriterion
6.970173
Loglikelihood
-44.8326
F-statistic
92.75612
Durbin-Watsonstat
1.915578
Prob(F-statistic)
0
14、LSYCX1X5回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
25
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-51.8875
27.33731
-1.89805
0.0842
X1
0.253155
0.041617
6.082992
0.0001
X5
0.837671
0.448988
1.865687
0.089
R-squared
0.942907
Meandependentvar
142.7129
AdjustedR-squared
0.932527
S.D.dependentvar
26.09805
S.E.ofregression
6.779127
Akaikeinfocriterion
6.852983
Sumsquaredresid
505.5222
Schwarzcriterion
6.989924
Loglikelihood
-44.9709
F-statistic
90.83449
Durbin-Watsonstat
1.877452
Prob(F-statistic)
0
15、LSYCX1X2X3回车
DependentVariable:
Y
Method:
LeastSquares
Date:
05/25/13Time:
14:
27
Sample:
19741987
Includedobservations:
14
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
-34.7768
27.80679
-1.25066
0.2395
X1
0.206535
0.048
4.30281
0.0016
X2
0.009425
0.018923
0.498037
0.6292
X3
1.45552
1.180189
1.233294
0.2457
R-squared
0.95506
Meandependentvar
142.7129
AdjustedR-squared
0.941577
S.D.dependentvar
26.09805
S.E.ofregression
6.308098
Akaikeinfocriterion
6.7
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