econometricstailan.docx

1、econometrics tailan : . 31.1 . 3 1.2 . 3 1.3 , . 31.4 . 3-4 : , . 52.1 . 5 2.2 . 6 2.3 . 7-8 2.4 9 2.5 Multicollinearity . 9 2.6 Heteroskidastisity .10-11. 12 . 12 1.1 2008 , . , .1.2 , , , .1.3 , . . . . . 1.4 , www.oswego.edu|kane|econometrics|data.htm . . :v , .v .v .v 44 . :v 1991, 1994, 2000 .v

2、 .v : , , . , 2.1 YearDeathsTeachersPop19551528.717459165.93119561564.476499168.90319571633.128526171.98419581647.886544174.88219591656.814580177.83019601711.982609180.67119611701.522651183.69119621756.720686186.53819631813.549739189.24219641798.051779191.88919651828.136822194.30319661863.149859196.

3、56019671851.323891198.71219681930.082938200.70619691921.990986202.67719701921.0311009205.05219711927.5421030207.66119721963.9441041209.89619731973.0031064211.90919741934.3881079213.85419751892.8791100215.97319761909.4401106218.03519771899.5971113220.23919781927.7881103222.58519791913.8411082225.0551

4、9801989.8411084227.72619811977.9811037229.96619821974.7971045232.18819832019.2011050234.30719842039.3691057236.34819852086.4401066238.46619862105.3611071240.65119872123.3231068242.80419882167.9991064245.02119892150.4661072247.34219902148.4631070249.973199121701065252.665199221761070255.4101993226910

5、95258.119199422861135260.637199523121184263.082199623151198265.502199723141206268.048199823381239270.509Year - /calendar year/Deaths - - - total deaths in U.S. (in thousands)Teachers - - - secondary school teachers in the U.S. (in thousands)Pop - - - U.S. population (in millions)2.2 .CoefficientsSta

6、ndard Errort StatLower 95%Upper 95%Intercept489.475434759.850312638.178327117368.6052776610.3455918Teachers0.066777660.0707676490.9436184530.0761405060.209695825Pop6.4309265130.5014580712.824455115.4182114067.44364162 2 Standard Error . 95%- . (Lower 95%, Upper 95% ) 2.02 . . - , - . :Deaths=489.475

7、+0.0667*Teachers+6.4309* Pop :v - 0.0667- .v - 6.4309- .v 489.475 2 489.475 .2.3 R0.9765765R20.9537017Adjusted R20.9514432 46.490594F 422.2807F 4.4064-28 2.02 44 R2 . , . 0.9537 Adjusted R2 0.9514 . . F . : H0:1=2=3=4=0 H1:12340 F F H1 . . . 2 . , .2.4 deathsteacherspopdeaths1teachers0.8763461pop0.9760620.8825631 . Multicollinearity, Heteroskidastisity .2.5 Multicollinearity- - . :Teachers =1+2* Pop R0.882563147R20.778917709Adjusted R20.773653845 101.3691202 44 R2 R2 (0.7789177090.9514432) Multicollinearity . -