面板数据操作说明.docx

1、面板数据操作说明1.已知 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 （ cp ，不变价格）和人均收入（ ip ，不变价格）居民，利用数据（ 1 ）建立面板 数据（panel data）工作文件；（2）定义序列名并输入数据；（3）估计选择面板 模型；（ 4）面板单位根检验。年人均消费（con sume）和人均收入（in come）数据以及消费者价格指数（p ）分别见表 9.1， 9.2 和 9.3。表 9.2 1996 2002 年中国东北、华北、华东表 9.1 1996 2002 年中国东北、华北、华东 15 个省级地区的居民家庭人均消费（元）数据人均消费

2、1996199719981999200020012002CONSUMEAH 3607.433693.553777.413901.814232.984517.654736.52CONSUMEBJ 5729.526531.816970.837498.488493.498922.7210284.6CONSUMEFJ 4248.474935.955181.455266.695638.746015.116631.68CONSUMEHB 3424.354003.713834.434026.34348.474479.755069.28CONSUMEHLJ3110.923213.423303.153481.7

3、43824.444192.364462.08CONSUMEJL 3037.323408.033449.743661.684020.874337.224973.88CONSUMEJS 4057.54533.574889.435010.915323.185532.746042.6CONSUMEJX 2942.113199.613266.813482.333623.563894.514549.32CONSUMELN 3493.023719.913890.743989.934356.064654.425342.64CONSUMENMG2767.843032.33105.743468.993927.75

4、4195.624859.88CONSUMESD 3770.994040.634143.964515.0550225252.415596.32CONSUMESH 6763.126819.946866.418247.698868.199336.110464CONSUMESX 3035.593228.713267.73492.983941.874123.014710.96CONSUMETJ 4679.615204.155471.015851.536121.046987.227191.96CONSUMEZJ 5764.276170.146217.936521.547020.227952.398713.

5、08人均收入1996199719981999200020012002INCOMEAH4512.774599.274770.475064.65293.555668.86032.4INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36INCOMEHB4442.814958.675084.645365.035661.165984.826679.68INCOMEHLJ3768.314090.724268.54595.1449

6、12.885425.876100.56INCOMEJL3805.534190.584206.644480.0148105340.466260.16INCOMEJS5185.795765.26017.856538.26800.237375.18177.64INCOMEJX3780.24071.324251.424720.585103.585506.026335.64INCOMELN4207.234518.14617.244898.615357.795797.016524.52INCOMENMG3431.813944.674353.024770.535129.055535.896051INCOME

7、SD4890.285190.795380.085808.966489.977101.087614.36INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8INCOMESX3702.693989.924098.734342.614724.115391.056234.36INCOMETJ5967.716608.397110.547649.838140.58958.79337.56INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.615 个省级地区的居民家庭人均收入（元）

8、数据表9.3 1996 2002年中国东北、华北、华东Ranamt selected .Print Selected建立面板数据库在窗口中输入15个不同省级地区的标识EViews - Pool: CONSUVE Torkfile: UNTITLED:Untitled口叵冒ila Edit Qtjtct Ji 比 x Qui ck Oti omWindow UtlpView ProcXobject print flame (Fr&e Estiimite (Defiiw (RalGenr(Sheet：lCress Section Idantifiers: (Enter identifiers be

9、low this line)AHBJFJHBHLJJLJSJXLNNMGSDSH sxTJZJ|(2)定义序列名并输入数据EVie Vs Foul! CONSUWE orkf ilci THtTITLED: : Unti-tledXl |T j|Q|Bile Edi t Qfcjeet e* Proc*iev計PrcuObject Print Frge?e Estimate |Deline 帕QXenr I Sheet ICross Section Ident ifiers: (Errt er identifiers below this lineAHBJFHBHLJULJSJXLNNMGSD

10、SHSX产生3*15个尚未输入数据的变量名。这样可以通过键盘输入或黏贴的方法数据 数据。(3)估计、选择面板模型。点击 Estimate，打开打开一个pool窗口，先输入变量后缀(所要使用的变量) 估计窗口。 Pool: POOL1Torkfile： UNTITLED:UntitledQnvie艸PFOc|objeut Prir|rJaEeJFfee抚 恳些划D曲泊总亦oJGenrshEet (Enter identifiers belov this line)AHBJFJHBHLJLJSJXLNNMSDSHSXTJ7JPool EstimationSpci flectionOpti cuts

11、Dependent vari ableEstimation methodRegr essors and AR () termsCommonFixed and KandamEstimatiom set ting話Balance Sanapl 电Method： LSSample 1996 2002确定 职消A.混合模型的估计方法左边的Common表示相同系数，即表示不同个体有相同的斜率Pool Esti耳tzLcmE slim at ion settingsMethod： LS 二 Lee.st Sqiuares (nd AR)baiinple确定取消得到如下输出结果:Dependent Vari

12、able: CP?Method: Pooled Least SquaresDate: 07702/08 Time: 13:13Sample: 1996 2002Included observations: 7Cross-sections included: 15Total pool balanced) observations: 105Va riableCoefficientStd. Error t-StatisticProb.C129.631363 69259 2 0352B5.444IP?0.7507260 009522 79.G81B90.0000R-squared0.984036Mea

13、n dependent var4917 608Adjusted R-squared0,983891S D. dependent var1704 704S.IE of regression216.4270Akaike info criterion13.61125Sum squared resid4824588Schwarz criterion13.66180Log likelihood-712.5905F-statistic6349.204Durbin*Watson stat0784107Prab(F-statistic)0.000000相应的表达式是:Cp； =129.63 + 0.76IPit2(2.0) (79.7) R =0.98,SSE = 4824588上式表示15个省级地区的城镇人均指出平均占收入的 76%B.个体固定效应回归模型的估计方法 将截距项选择区选 Fixed effects （固定效应）得到如下输出结果：Dependent Variable: CP?Method: Pooled Least SquaresDate: 07/02/08 Time 13:36