1958 2

[编程问题求助] 求STATA 解题 急急急急急急~~~ [推广有奖]

  • 1关注
  • 0粉丝

高中生

22%

还不是VIP/贵宾

-

威望
0
论坛币
2739 个
通用积分
0.4500
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
59 点
帖子
5
精华
0
在线时间
43 小时
注册时间
2012-10-12
最后登录
2023-11-15

100论坛币
求此题的STATA解法 急急急急急急急~~~~~~~~~~~~~~~~~~~~ 详见附件

In the file pubexp.dat there are data on public expenditure on education (EE),gross domestic product (GDP), and population (P) for 34 countries in the year 1980. It is hypothesized that per capital expenditure on education is linearly related to per capita GDP. That is,



y =b1+b2x+e
y =EE / P and x =GDP / P

It is suspected that e may be heteroskedastic with a variance related to x .(a) Why might the suspicion about the heteroskedasticity be reasonable?
(b) Estimate the above model using least squares; plot the least squares function
and the residuals. Is there any evidence of heteroskedasticity?
(c) Test for heteroskedasticity using the Goldfeld-Quant test.
(d) Use White’s formula for least squares variance estimates to find some
alternative standard errors and those obtained in part (b) to construct two
alternative 95% confidence intervals for b2 . What can you say about the
confidence interval that ignores the heteroskedasticity?

1.png (85.64 KB)

1.png

pubexp.dta

1.49 KB

关键词:Stata tata expenditure Alternative confidence STATA
沙发
蓝色 发表于 2017-3-30 07:09:40 |只看作者 |坛友微信交流群
这还是自己做吧
任意一本计量经济学的异方差那一章都有详细介绍和步骤。

使用道具

藤椅
黃河泉 在职认证  发表于 2017-3-30 07:09:50 |只看作者 |坛友微信交流群
这是作业吧?

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jltj
拉您入交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-5-12 04:26