例题:p130计算结果之 无约束的回归方程 Date:11/02/98Time:22:27 Sample: 1 10 Included obse lons Variable Coefficient Std. error T-Statistic Prob 4.691436 0.352652 13.303310.000 2.062015 0.098809200 3.039434 0.095949 31.67771 R-squared 0.995745 Mean dependent var 8.8137 Ad justed R-squared 0.994529 S.D. dependent var 2.505462 S.E. of regression 0. 185324 Akaike info criterit-3 127976 Sum squared resid 0.240415 Schwartz criterion 3.0372 og likelihood 4.450494 F-statistic 818.9804 Durbin-Watson stat 1.946476 Prob(F-statistic 返回
16 例题：p130计算结果之一 无约束的回归方程 Date: 11/02/98 Time: 22:27 Sample: 1 10 Included observations: 10 Variable Coefficient Std. Error T-Statistic Prob. C 4.691436 0.352652 13.30331 0.000 X1 2.062015 0.098698 20.89223 0.000 X2 -3.039434 0.095949 -31.67771 0.000 R-squared 0.995745 Mean dependent var 8.8137 Adjusted R-squared 0.994529 S.D. dependent var 2.505462 S.E. of regression 0.185324 Akaike info criterion -3.127976 Sum squared resid 0.240415 Schwartz criterion -3.0372 Log likelihood 4.450494 F-statistic 818.9804 Durbin-Watson stat 1.946476 Prob(F-statistic) 0 返回
LS N Dependent Variable is Y Date:04/0300Time:08:38 Sample: 1 10 Included observations: 10 Variable Coefficient Std. Error t-Statistic Prob X1 2.0620150.09869820.892230.0000 2 -3.0394340.095949-31.677710.0000 C 4.6914360.35265213.303310.0000 R-squared 0.995745 Mean dependent var 8813700 Adjusted R-squared 0.994529 S.D. dependent var 2.505462 S.E. of regression 0. 185324 Akaike info criterion 3.127976 Sum squared resid 0.240415 Schwarz criterion -3.037200 Log likelihood 4. F-statistic 818.9804 Durbin-Watson stat 1.946476 Prob[F-statistic) 0.oo000
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p130计算结果之一的解释 判定系数R- squared=0.995745 Adjusted r-squared=0. 994529 F-statistic =8l89804 F概率Prob(F- statistic)=0 b1=2.062015b,=-3.039434 b1 0.098698s b2 0.095949 b1-0)/ 20.89223 b2-0)/sb2=-31.677
18 p130计算结果之一的解释 • 判定系数R-squared = 0.995745 • Adjusted R-squared= 0.994529 • F-statistic = 818.9804 • F概率Prob(F-statistic)=0 • b1= 2.062015 b2= -3.039434 • sb1== 0.098698 sb2 = 0.095949 • t1 =（ b1 - 0）/ sb1 = 20.89223 • t2 =（b2 - 0）/ sb2 = -31.67771
例题:p130之 HO:B2=0约束的回归方程 LS//Dependent Variable is Y Date:11/02/98Time:22:46 Sample: 1 10 Inc luded observations: 10 Coefficient Std. Error T-Statistic Prob C 13.77231 2.30838 5.9662210.0003 0.86783 0.387207-2.2412570.0553 R-squared 0.385713 Mean dependent var 8.8137 Ad justed R-squared 0.308927 S.D. dependent var 2.505462 S.E. of regression 2.08281 Akaike info criteri 1.644292 Sum squared resid 34. 70478 Schwartz criterion.704809 Log likelihood 20.41085 F-statistic 5.023235 Durbin-Watson stat 1.92546 Prob(F-statistic 0.055317 返回
19 例题：p130之二 H0：B2=0约束的回归方程 LS // Dependent Variable is Y Date: 11/02/98 Time: 22:46 Sample: 1 10 Included observations: 10 Variable Coefficient Std. Error T-Statistic Prob. C 13.77231 2.30838 5.966221 0.0003 X1 -0.86783 0.387207 -2.241257 0.0553 R-squared 0.385713 Mean dependent var 8.8137 Adjusted R-squared 0.308927 S.D. dependent var 2.505462 S.E. of regression 2.08281 Akaike info criterion 1.644292 Sum squared resid 34.70478 Schwartz criterion 1.704809 Log likelihood -20.41085 F-statistic 5.023235 Durbin-Watson stat 1.92546 Prob(F-statistic) 0.055317 返回
P130wl对x2施以零约束,模型不显著 Sl Dependent variable is Y pate:041300Time:11:22 ample: 1 10 ncluded observations: 10 Variable Coefficient Std Error t-Statistic Prob 1 -0.8678300.38720722412570.0553 C 13.772312.3083805.966221 00003 R-squared 0. 385713 Mean dependent var 8.813700 djusted R-squared 0.308927 S.D. dependent var 2.505462 E of regression 2. 082810 Akaike info criterion 1.644292 um squared resid 34.70478 Schwarz criterion 1.704809 og likelihood 20. 41085 F-statistic 5.023235 Durbin-Watson stat 1.925460 Prob[F-statistic 0.05531
20 P130.wf1对x2施以零约束，模型不显著