蓝色 发表于 2014-2-16 08:20
才10个观测值,样本太少了
可是我还没有数据来增加样本,我可以单独做他们的回归分析来比较吗?
回归结果如下, regress lnGDP lnRDJJ
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 28.63
Model | 1.74839688 1 1.74839688 Prob > F = 0.0007
Residual | .488487563 8 .061060945 R-squared = 0.7816
-------------+------------------------------ Adj R-squared = 0.7543
Total | 2.23688444 9 .248542716 Root MSE = .24711
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lnGDP | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnRDJJ | .4450203 .0831652 5.35 0.001 .2532411 .6367996
_cons | 12.75546 .8277972 15.41 0.000 10.84656 14.66437
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. regress lnGDP lnRDJY
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 30.61
Model | 1.77342793 1 1.77342793 Prob > F = 0.0006
Residual | .463456509 8 .057932064 R-squared = 0.7928
-------------+------------------------------ Adj R-squared = 0.7669
Total | 2.23688444 9 .248542716 Root MSE = .24069
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lnGDP | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnRDJY | .5842214 .1055918 5.53 0.001 .3407263 .8277165
_cons | 10.29019 1.244925 8.27 0.000 7.419384 13.16099
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. regress lnGDP lnRDJS
Source | SS df MS Number of obs = 10
-------------+------------------------------ F( 1, 8) = 165.40
Model | 2.13368217 1 2.13368217 Prob > F = 0.0000
Residual | .103202268 8 .012900283 R-squared = 0.9539
-------------+------------------------------ Adj R-squared = 0.9481
Total | 2.23688444 9 .248542716 Root MSE = .11358
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lnGDP | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnRDJS | .4846495 .0376845 12.86 0.000 .3977489 .5715501
_cons | 11.06803 .475456 23.28 0.000 9.971622 12.16443
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