1、人均收入1996199719981999200020012002INCOMEAH4512.774599.274770.475064.65293.555668.86032.4INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36INCOMEHB4442.814958.675084.645365.035661.165984.826679.68INCOMEHLJ3768.314090.724268.54595.144912
2、.885425.876100.56INCOMEJL3805.534190.584206.644480.0148105340.466260.16INCOMEJS5185.795765.26017.856538.26800.237375.18177.64INCOMEJX3780.24071.324251.424720.585103.585506.026335.64INCOMELN4207.234518.14617.244898.615357.795797.016524.52INCOMENMG3431.813944.674353.024770.535129.055535.896051INCOMESD
3、4890.285190.795380.085808.966489.977101.087614.36INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8INCOMESX3702.693989.924098.734342.614724.115391.056234.36INCOMETJ5967.716608.397110.547649.838140.58958.79337.56INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.6表3 19962002年中国东北、华北、华东
4、15个省级地区的消费者物价指数物价指数PAH109.9101.310097.8100.7100.599PBJ111.6105.3102.4100.6103.5103.198.2PFJ105.9101.799.799.1102.198.799.5PHB107.198.498.1PHLJ104.4100.496.898.3100.899.3PJL107.2103.799.29898.6PJS109.399.4100.1PJX108.4102101100.3PLN107.999.998.9PNMG107.6104.599.8100.2PSD109.6102.8101.8PSH109.2101.510
5、2.5PSX99.6103.9PTJ109101.2PZJ98.8二、1.输入操作: 步骤:(1)FileNewWorkfile(2)Start dateEnd dateOK(3)ObjectNew Object(4)Type of objectPool(5)输入所有序列名称(6)定义各变量点击sheet输入consume?income?p?(7)将表1、2、3中的数据复制到Eviews中2.估计操作:(1)点击poolmodelEstimate对话框说明Dependent variable:被解释变量;Common:系数相同部分Cross-section specific:截面系数不同部分(
6、2)将截距项选择区选Random effects(个体随机效应) Cross-section:Random备注:若是个体时间小于模型则选择cross-section:random period:random得到如下部分输出结果:相应的表达式是: (64.9) 其中虚拟变量的定义是:豪斯曼检验:接下来利用Hausman统计量检验应该建立个体随机效应回归模型还是个体固定效应回归模型。:个体效应与回归变量()无关(个体随机效应回归模型)相关(个体固定效应回归模型)分析过程如下:(3)在上述输出结果选择:ViewFixed/Random Effects TestingCorrelated Random Effects-Hausman Test得到如下检验结果:由检验输出结果的上半部分可以看出,Hausman统计量的值是18.76,相对应的概率是0.0000,即拒接原假设,应该建立个体固定效应模型。检验结果的下半部分是Hausman检验中间结果比较。个体固定效应模型对参数的估计值为0.686232,随机效应模型对参数的估计值为0.722。两个参数的估计量的分布方差的差为0.000068。综上分析,19962002年中国东北、华北、华东15个省级地区的居民家庭人均消费和人金收入问题应该建立个体固定效应回归模型。人均消费平均占人均收入的68%。随地区不同,自发消费(截距项)存在显著性差异。
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