多元线性回归模型案例.docx

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我国农民收入影响因素的回归分析
本文力图应用适当的多元线性回归模型,对有关农民收入的历史数据和现able
Coefficientt—Statistic
Prob.
C
X3
MeandependentvarAdjustedR-squared
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表4y对x3的回归结果
Variable
Coefficientt—Statistic
Prob.
C
X4
R-squared
Meandependentvar
AdjustedR-squared
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表5y对x4的回归结果
Variable
Coefficientt-Statistic
Prob.
C
X5
R—squared
Meandependentvar
Meandependentvar
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表6y对x5的回归结果
Variable
Coefficientt-Statistic
Prob.
C
X6
AdjustedR-squared
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表7y对x6的回归结果
Variable
Coefficientt—Statistic
Prob.
C
X7
R—squared
Meandependentvar
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表8y对x7的回归结果
Variable
Coefficientt—Statistic
Prob.
C
X8
R—squared
Meandependentvar
AdjustedR-squared
表9y对x8的回归结果
综合比较表3~9的回归结果，发现加入x3的回归结果最好。以x3为基础顺次加入其
他解释变量，进行二元回归，具体的回归结果如下表10~15所示：
DependentVariable:YMethod:LeastSquares
Sample:
Includedobservations:19VariableCoefficientt—StatisticProb.
CX3
X2AdjustedR-squared
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表10加入x2的回归结果
Variable
Coefficientt—Statistic
Prob.
C
X3
X4
R-squared
Meandependentvar
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表11加入x4的回归结果
Variable
Coefficientt—Statistic
Prob.
C
X3
X5
R—squared
Meandependentvar
AdjustedR-squared
R-squared
AdjustedR-squared
Meandependentvar
表12加入x5的回归结果
DependentVariable:YMethod:LeastSquares
Sample:
Includedobservations:19VariableCoefficientt-StatisticProb.
DependentVariable:Y
Method:LeastSquares
Sample:
Includedobservations:19
表13