计量经济学需要哪些计算机知识,计量经济学计算机作业.docx

数量经济学

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计量经济学计算机作业

C13.ll

在其他自变量不变的情况下：

根据:log(Xi)-log(X0)^(X1-X0)/ Xo=AX/ X()

Amath4it = plAlog(rexppit) = (pl/100)*[ 100*Alog(rexppit)] ?(pl/100)*( %Arexppit).因此 if %Arexppit = 10, then Amath4it =(卩 1/100)*(10) = 01/10。

所以，平均每个学生的真实支出提高10%,则math4it约改变01/10个百分点。

用一阶差分估计第一部分中的模型(包括1994-1998年度虚拟变量)

y94y95 y96 y97 y98 grexpp genrol clunchSou rceSSdf

y94y95 y96 y97 y98 grexpp genrol clunch

Sou rce

SS

df

MS

M ode 1

122398.669

8

15299.8336

Residual

466100.028

3291

141.628693

Total

588498.697

3299

178.386995

reg c>ath4

Number of obs

3300

F( 8, 3291)

108.03

Prob > F

0.0000

R-squared

0.2080

Adj R-squared

0.2061

Root MSE

11.901

cmath4

Coef ?

Std?Err?

t

p>ltl

[95% Conf.

Interval]

y94

.5210521

.7283771

0.72

0.474

-.9070661

1.94917

y95

6.812446

■7786636

8.75

0.000

5.235732

8.339161

y96

-5.23489

.7271019

-7.20

0.000

■6.660508

-3.809272

y97

-8.488463

.7222014

-11.75

0.000

■9.904472

7.55765

-7.072453

y98

8.967841

■7192335

12.47

0.000

10.37803

grexpp

-3.447268

2.760079

-1.25

0.212

-8.858913

1.964377

genro1

■6345335

1.028603

0.62

0.537

-1.382233

2.6513

clunch

.025074

.0554734

0.45

0.651

?.083692

?1338399

_cons

5.954963

.5182347

11.49

0.000

4.938868

6.971058

Amath4 = 5.95 +.52 y94 +6.81 y95-5.23 y96-&49 y97+8.97 y98

(0.52)(0.73)(0.78) (0.73)(0.72)(0.72)

一 3.45 Alog (rexpp) +0.635 Alog (enroll) +0.025 Alunch

(2.76)(1.029)(0.055)

当 rexpp 增加 10%, math4 降低 0.35%(3.45/10 ? 0.35)

在模型中添加支出变量的一阶滞后，并利用一阶差分估计得

Amath4 =6.16+5.70 y95- 6.80 y96-&99 y97+8.45 y98

(0.55)(0.77) (0.79)(0.74)(0.74)

一 1.41 Alog (rexpp) +11.04 Alog (rexpp-1)+2.14 Alog (enroll)

(3.04)(2.79)

(1.18)

+0.073 Alunch

(0.061)

n = 2,750,R2= 0.238.

回归图如下

reg c>ath4 y95y96y97y98 giexpp grexpp_l genrol clunch

Source

SS

df

MS

Number of obs r /o八

2750

106.75

M ode 1

124773.729

815596.7161

Prob > F

0.0000

Residual

400464.32

2741146.101539

R-squared

0.2376

Adj R-squared

0.2353

Tota 1

525238.048

2749191

?065132

Root MSE

12.087

cmath4

Coef ?

Std?Err?

t

p>ltl

[95% Conf.

interval]

y95

5.704738

.774