经研究发现，学生用于购买书籍及课外读物的支出与本人受教育年限和其家庭收入水平有关，对18名学生进行调查统计的回归分析结果如下：
Dependent Variable: CONS
Method: Least Squares
Date: 06/04/14 Time: 09:51
Sample: 1 18
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
A
30.32236
-0.032173
0.9748
EDUC
104.3146
B
16.27592
0.0000
INC
0.402190
0.116348
C
0.0035
R-squared
0.979726
Mean dependent var
755.1500
Adjusted R-squared
0.977023
S.D. dependent var
258.6859
S.E. of regression
39.21162
Akaike info criterion
10.32684
Sum squared resid
23063.27
Schwarz criterion
10.47523
Log likelihood
-89.94152
Hannan-Quinn criter.
10.34730
F-statistic
42.6394
Durbin-Watson stat
2.561395
Prob(F-statistic)
0.000000
写出A=
B=
C=
的值。
写出上题中的样本回归函数 ；0.05的显著水平下，写出方程显著性检验的判断依据及结果
Dependent Variable: CONS
Method: Least Squares
Date: 06/04/14 Time: 09:51
Sample: 1 18
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
A
30.32236
-0.032173
0.9748
EDUC
104.3146
B
16.27592
0.0000
INC
0.402190
0.116348
C
0.0035
R-squared
0.979726
Mean dependent var
755.1500
Adjusted R-squared
0.977023
S.D. dependent var
258.6859
S.E. of regression
39.21162
Akaike info criterion
10.32684
Sum squared resid
23063.27
Schwarz criterion
10.47523
Log likelihood
-89.94152
Hannan-Quinn criter.
10.34730
F-statistic
42.6394
Durbin-Watson stat
2.561395
Prob(F-statistic)
0.000000
写出A=
B=
C=
的值。
写出上题中的样本回归函数 ；0.05的显著水平下，写出方程显著性检验的判断依据及结果
-0.9756
---
6.40914
---
3.45678
---
cons=-0.98+104.61educ+0.40inc
--- F=42.6394>F0.05(2,15)=3.68或P=0.000<0.05，模型通过了方程显著性检验。
举一反三
- Which of the following is a statistic that can be used to test hypotheses about a single population parameter？（ ） A: χ2 statistic B: F statistic C: Durbin Watson statistic D: t statistic
- Which of the following is a statistic that can be used to test hypotheses about a single population parameter? A: F statistic B: t statistic C: LM statistic D: Durbin Watson statistic
- 经研究发现, 学生用于购买书籍及课外读物的支出与本人受教育年 限和其家庭收入水平有关, 对 18 名学生进行调查的统计资料如表 3-11 所示。假设有一学生的受教育年限 [tex=3.571x1.214]Y+ZaNX8A5DO33s+O/bu2Qg==[/tex] 年, 家庭人均收入水平 [tex=4.071x1.214]3G8nKkagQJ72akl+R4/+sw==[/tex]元/月，试预测该学生全年购买书籍及课外读物的支出, 并求出相应的预测区间[tex=3.571x1.357]YWmM8x69basl7BHWTt4aSA==[/tex] 。[br][/br][img=780x317]17b0ad9f6077033.png[/img][img=804x429]17b0ada3fe22cf7.png[/img]
- Which of the following is a statistic that can be used to test hypotheses about a single population parameter? 未知类型：{'options': ['F statistic', 't statistic', 'Durbin Watson statistic', ''], 'type': 102}
- If the coefficient of correlation r = 0, then there is no linear relationship whatsoever between the dependent variable y and the independent variable x.
内容
- 0
The standard error of estimate is based on:? squared deviations from the regression line.|negative values.|squared units of the independent variable.|the regression mean square error.
- 1
【单选题】在对多元线性回归模型进行总体显著性检验时,如果检验结果总体线性关系显著,则有 A. F检验显著 B. F检验结果不显著 C. t检验显著 D. t检验结果不显著
- 2
在进行协方差分析时，要将协变量选择到（） A: Dependent Variable B: Fixed Factor（s） C: Random Factor（s） D: Covariate（s）
- 3
如果△P代表证券组合在持有期内的损失，c表示置信水平，那么，VaR的计算公式为（）。 A: Prob﹙△P＜VaR﹚=1-c B: Prob﹙△P＜VaR﹚=c C: Prob﹙△P＞VaR﹚=c D: Prob﹙△P＞VaR﹚=1-c
- 4
拟合优度（R-Squared）是对样本回归直线与样本观测值之间拟合程度的检验。