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1、附件二:實(shí)驗(yàn)報(bào)告格式(首頁(yè))山東輕工業(yè)學(xué)院實(shí)驗(yàn)報(bào)告成績(jī)課程名稱計(jì)量經(jīng)濟(jì)學(xué)指導(dǎo)教師實(shí)驗(yàn)日期2013-5-25院(系)商學(xué)院專業(yè)班級(jí)實(shí)驗(yàn)地點(diǎn)二機(jī)房學(xué)生姓名學(xué)號(hào)同組人無(wú)實(shí)驗(yàn)項(xiàng)目名稱多重共線性的檢驗(yàn)與修正一、實(shí)驗(yàn)?zāi)康暮鸵笳莆誆views軟件的操作和多重共線性的檢驗(yàn)與修正二、實(shí)驗(yàn)原理Eviews軟件的操作和多重共線性的檢驗(yàn)修正方法三、主要儀器設(shè)備、試劑或材料Eviews軟件,計(jì)算機(jī)四、實(shí)驗(yàn)方法與步驟(1)準(zhǔn)備工作:建立工作文件,并輸入數(shù)據(jù):CREATEEX-7-1A19741981;TATAYX1X2X3X4X5;(2)OLS估計(jì):LSYCX1X2X3
2、X4X5;(3)計(jì)算簡(jiǎn)單相關(guān)系數(shù)CORX1X2X3X4X5;(4)多重共線性的解決LSYCX1;LSYCX2;LSYCX3;LSYCX4;LSYCX5;LSYCX1X3;LSYCX1X3X2;LSYCX1X3X4;LSYCX1X3X5;五、實(shí)驗(yàn)數(shù)據(jù)記錄、處理及結(jié)果分析(1)建立工作組,輸入以下數(shù)據(jù):98.45560.20153.206.531.231.89100.70603.11190.009.121.302.03102.80668.05240.308.101.802.71133.95715.47301.1210.102.093.00140.1
3、3724.27361.0010.932.393.29143.11736.13420.0011.853.905.24146.15748.91491.7612.285.136.83144.60760.32501.0013.505.478.36148.94774.92529.2015.296.0910.07158.55785.30552.7218.107.9712.57169.68795.50771.1619.6110.1815.12162.14804.80811.8017.2211.7918.25170.09814.94988.4318.6011.
4、5420.59178.69828.731094.6523.5311.6823.37(2)OLS估計(jì)DependentVariable:YMethod:LeastSquaresDate:05/25/13Time:11:10Sample:19741987Includedobservations:14VariableCoefficientStd.Errort-StatisticProb.??C-3.49656330.00659-0.1165260.9101X10.1253300.0591392.1192450.0669X20.0736670.0378
5、771.9448970.0877X32.6775891.2572932.1296460.0658X43.4534482.4508501.4090820.1965X5-4.4911172.214862-2.0277190.0771R-squared0.970442????Meandependentvar142.7129AdjustedR-squared0.951968????S.D.dependentvar26.09805S.E.ofregression5.719686????Akaikeinfocriterion6.623232Sumsquar
6、edresid261.7185????Schwarzcriterion6.897114Loglikelihood-40.36262????F-statistic52.53086Durbin-Watsonstat1.972755????Prob(F-statistic)0.000007用Eviews進(jìn)行最小二乘估計(jì)得,=-3.497+0.125X1+0.074X2+2.678X3+3.453X4-4.491X5(-0.1)(2.1)(1.9)(2.1)(1.4)(-2.0)R=0.970,=0.952,DW=1.97,F=52.53其中括號(hào)內(nèi)的數(shù)
7、字是t值。給定顯著水平α=0.05,回歸系數(shù)估計(jì)值都沒(méi)有顯著性。查F分布表,得臨界值為F0.05(5,8)=3.69,故F=52.53>3.69,回歸方程顯著。(3)計(jì)算簡(jiǎn)單相關(guān)系數(shù)CORX1X2X3X4X5;X1X2X3X4X5X110.866551867279170.8822931086064990.8524491353193940.821305444858646X20.8665518672791710.9458956983200270.9647730220121920.98253206329193X30.8822931086064990.
8、94589569832002710.9405058208239960.948361346495427X40.8524491353193940.9647