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1、研究生考試錄取相關(guān)因素的實(shí)驗(yàn)報(bào)告一，研究目的通過對南開大學(xué)國際經(jīng)濟(jì)研究所1999級研究生考試分?jǐn)?shù)及錄取情況的研究，引入錄取與未錄取這一虛擬變量，比較線性概率模型與Probit模型，Logit模型，預(yù)測正確率。二，模型設(shè)定表1，南開大學(xué)國際經(jīng)濟(jì)研究所1999級研究生考試分?jǐn)?shù)及錄取情況見數(shù)據(jù)表obsYSCOREobsYSCOREobsYSCORE114013403326702752140135033268027331392360332690273413873703317002725138438033071026761379
2、3903287202667137840032873026381378410328740261913764203217502601013714303217602561113624403187702521213624503187802521313614603167902451403594703088002431503584803088102421613564903048202411703565003038302391803555103038402351903545202998502322003545302978602282
3、10353540294870219220350550293880219230349560293890214240349570292900210250348580291910204260347590291920198270347600287930189280344610286940188290339620286950182300338630282960166310338640282970123320336650282330334660278定義變量SCORE：考生考試分?jǐn)?shù)；Y：考生錄取為1，未錄取為0。上圖為樣本觀測值。
4、1．線性概率模型根據(jù)上面資料建立模型用Eviews得到回歸結(jié)果如圖：DependentVariable:YMethod:LeastSquaresDate:12/10/10Time:20:38Sample:197Includedobservations:97VariableCoefficientStd.Errort-StatisticProb.??C-0.8474070.159663-5.3074760.0000SCORE0.0032970.0005216.3259700.0000R-squared0.296390???
5、?Meandependentvar0.144330AdjustedR-squared0.288983????S.D.dependentvar0.353250S.E.ofregression0.297866????Akaikeinfocriterion0.436060Sumsquaredresid8.428818????Schwarzcriterion0.489147Loglikelihood-19.14890????F-statistic40.01790Durbin-Watsonstat0.359992????Prob
6、(F-statistic)0.000000參數(shù)估計(jì)結(jié)果為：-0.847407+0.003297Se=(0.159663)(0.000521)t=(-5.307476)(6.325970)p=(0.0000)(0.0000)預(yù)測正確率：Forecast:YFActual:YForecastsample:197Includedobservations:97RootMeanSquaredError0.294780MeanAbsoluteError?????0.233437MeanAbsolutePercentageError
7、8.689503TheilInequalityCoefficient?0.475786?????BiasProportion????????0.000000?????VarianceProportion?0.294987?????CovarianceProportion?0.7050132.Logit模型DependentVariable:YMethod:ML-BinaryLogit(Quadratichillclimbing)Date:12/10/10Time:21:38Sample:197Includedobser
8、vations:97Convergenceachievedafter11iterationsCovariancematrixcomputedusingsecondderivativesVariableCoefficientStd.Errorz-StatisticProb.??C-243.7362125.5564-1.9412480
