1、家庭设备医疗保健全 国2415.473587.04835.48167.34126.07191.51北 京5681.098275.471836.31451.63303.46575.80天 津3261.916227.941133.62265.16122.41263.24河 北2246.293801.82685.98167.75115.82166.34山 西2039.803180.92659.02227.4398.26142.66内蒙古2378.603341.88726.06184.0797.95232.76辽 宁2740.974090.40866.55242.96112.15267.86吉 林23
2、98.453641.13818.37189.90105.11256.28黑龙江2365.233552.43747.54198.8579.26253.84上 海7807.089138.652824.99417.57481.04549.44江 苏3658.195813.231283.17222.59199.48232.30浙 江5819.707334.812001.40368.52288.02459.39安 徽2050.092969.08697.37138.18116.76165.02福 建3217.664834.751310.07213.26167.33162.262111.733459.537
3、77.45130.06105.68159.14 东2867.304368.33916.49197.11158.71221.80 南1875.983261.03596.73159.46104.75140.55湖2099.643419.35686.75144.26134.17172.442444.903389.62918.18137.66129.51196.54广3421.565079.781498.49151.11148.10197.001917.972770.48752.2379.91110.09123.91海1759.263255.53768.2475.1587.85110.92重 庆160
4、0.582873.83577.76113.27117.24159.68四 川1816.093002.38675.71132.85112.21160.31贵 州1167.921984.62392.8588.5664.9176.76云1597.262250.46530.8493.6183.75138.16西 藏1435.412435.02500.57175.18117.0054.37陕1938.602260.19612.12138.3394.88195.61甘 肃1365.332134.05381.1297.2377.78127.35青1657.872358.37450.66160.5190.12
5、192.77宁 夏1824.872760.14523.86159.10104.32187.60新 疆1696.402737.28494.47182.8570.79189.69变量选择和说明:被解释变量即自变量:农民人均生活消费支出 ;解释变量即因变量:农民人均收入X,建立以下模型,其表达式是: Y=C+X四、异方差检验根据表中的数据,采用EViews软件进行一下回归分析。(一)、用OLS法参数估计由上图可以得出Y=0.776790X-416.3708,可决系数和可调整的可决系数分别为0.9176、0.914868,非常的接近1,这表明利用线性模型解释它们之间的关系是比较适合的。(二)异方差诊断
6、1图示法检验根据操作原理中的方法,可以绘制出被解释变量Y与解释变量X的散点图,如图所示:从散点图形中可以看出,存在着随X的增加,散点分布的区域不是很明显有扩大趋势,所以继续检验异方差性。 绘制E2与X的散点图从图中可以看出,残差平方随着人均收入的增加而不规则的变化,表明农村人均收入的方差是不同的,所以判定存在异方差。2.怀特检验法从表中可以看出N.R2=11.99249,自由度为2的X2分布在5%的显著性水平下对应临界值为5.991,很明显,在5%的显著性水平下可以拒绝原假设,即存在异方差。3.goldfeld-quandt检验前12个样本的OLS回归结果 后13个样本的OLS回归结果 进行F
7、检验:F=2943512/70398.24=41.812295,F0.05(12,13)=2.6,因此,很明显存在异方差性。(三)异方差的处理Dependent Variable: XMethod: Least SquaresDate: 10/22/13 Time: 22:30Sample: 1 32Included observations: 32Weighting series: WIWeight type: Inverse standard deviation (EViews default scaling)White heteroskedasticity-consistent stan
8、dard errors & covarianceVariableCoefficientStd. Errort-StatisticProb.C485.932812.6365138.454660.0000Y1.3148560.006958188.9681Weighted StatisticsR-squared0.999453Mean dependent var2873.927Adjusted R-squared0.999434S.D. dependent var16253.73S.E. of regression0.007612Akaike info criterion-6.857653Sum s
9、quared resid0.001738Schwarz criterion-6.766044Log likelihood111.7224Hannan-Quinn criter.-6.827287F-statistic54776.01Durbin-Watson stat1.788654Prob(F-statistic)0.000000Weighted mean dep.2873.830Unweighted Statistics0.9057373862.1730.9025941759.278549.06839044279.1.756710表中包含了加权统计量和未加权统计量,比较加权统计量和未加权统计量可以发现,加权最小二乘估计得到的结果显著性比较高一些。
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