计量经济 实验报告三.doc

计量经济实验报告实验三异方差的识别与补救一、实验目的: 、实验内容: 下表是储蓄与收入得样本观测值,试建立储蓄 Y关于收入 X的线性模型并进行异方差的检验与修正。个人储蓄与收入数据(百万英镑) 序号 YX 序号 YX 1 264 8777 17 1578 24127 2 105 9210 18 1654 25604 3 90 9954 19 1400 26500 4 131 10508 20 1829 27670 5 122 10979 21 2200 28300 6 107 11912 22 2017 27430 7 406 12747 23 2105 29560 8 503 13499 24 1600 28150 9 431 14269 25 2250 32100 10 588 15522 26 2420 32500 11 898 16730 27 2570 32500 12 950 17663 28 1720 33500 13 779 18575 29 1900 36000 14 819 19635 30 2100 36200 15 1222 21163 31 2300 38200 16 1702 22880 -收入模型进行估计 2 2 var( ) i i x ? ??,消除模型的异方差并重新对模型进行估计。三、实验结果: 1、模型估计: 2、 white 检验: White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 12/0 6 /13 Time: 17 : 00 Sample: 1 31 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. C X - - X^2 R-squared Mean dependent var Adjusted R-squared . dependent var Dependent Variable: Y Method: Least Squares Date: 12/06/13 Time: 16:58 Sample: 1 31 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. C - - 0