楼主: zhuohao
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[问答] 哪位大侠帮忙看一下这个模型有什么问题 [推广有奖]

11
zhuohao 发表于 2010-4-20 19:30:06
1
Dependent Variable: LOG(GL)   
Method: Least Squares   
Date: 04/20/10   Time: 19:23   
Sample: 2002 2008   
Included observations: 7   
   
Variable    Coefficient     Std. Error          t-Statistic      Prob.  
   
C              9.594534       1.805219           5.314887      0.0032
LOG(X1) -0.674049        0.226791         -2.972121      0.0311
   
R-squared 0.638559                    Mean dependent var  4.232812
Adjusted R-squared 0.566270     S.D. dependent var  0.265906
S.E. of regression 0.175121        Akaike info criterion  -0.411724
Sum squared resid 0.153337     Schwarz criterion  -0.427179
Log likelihood 3.441035              Hannan-Quinn criter.  -0.602736
F-statistic 8.833506                    Durbin-Watson stat  0.978791
Prob(F-statistic) 0.031081   

2

Dependent Variable: LOG(GL)   
Method: Least Squares   
Date: 04/20/10   Time: 19:26   
Sample: 2002 2008   
Included observations: 7   
   
Variable

Coefficient
Std. Error
t-Statistic
Prob.  
   
C
8.200101
1.705710
4.807442
0.0049
LOG(X2)
-0.512648
0.220189

-2.328215
0.0674
   
R-squared 0.520181   
Mean dependent var  4.232812
Adjusted R-squared 0.424217     S.D. dependent var  0.265906
S.E. of regression 0.201771     
Akaike info criterion  -0.128414
Sum squared resid 0.203557   
Schwarz criterion  -0.143868
Log likelihood 2.449449   
Hannan-Quinn criter.  -0.319426
F-statistic 5.420587   
Durbin-Watson stat  0.915839
Prob(F-statistic) 0.067361   

3

Dependent Variable: LOG(GL)   
Method: Least Squares   
Date: 04/20/10   Time: 19:27   
Sample: 2002 2008   
Included observations: 7   
   
Variable
Coefficient
Std. Error
t-Statistic
Prob.  
   
C
10.22630
1.750193
5.842955
0.0021
LOG(X3) -0.692840
0.202201
-3.426497
0.0187
   
R-squared 0.701330   
Mean dependent var  4.232812
Adjusted R-squared 0.641596     S.D. dependent var  0.265906
S.E. of regression 0.159190   
  Akaike info criterion  -0.602485
Sum squared resid 0.126707     Schwarz criterion  -0.617939
Log likelihood 4.108696   
  Hannan-Quinn criter.  -0.793496
F-statistic 11.74088   
  Durbin-Watson stat  1.021451
Prob(F-statistic) 0.018706   

4

Dependent Variable: LOG(GL)   
Method: Least Squares   
Date: 04/20/10   Time: 19:27   
Sample: 2002 2008   
Included observations: 7   
   
Variable
Coefficient
Std. Error
t-Statistic
Prob.  
   
C

10.89592
1.745942
6.240712
0.0015
LOG(X4)
-0.746771
0.195578
-3.818279
0.0124
   
R-squared 0.744628   
Mean dependent var  4.232812
Adjusted R-squared 0.693553     S.D. dependent var  0.265906
S.E. of regression 0.147199   
Akaike info criterion  -0.759101
Sum squared resid 0.108338     Schwarz criterion  -0.774555
Log likelihood 4.656854   
Hannan-Quinn criter.  -0.950113
F-statistic 14.57925   
  Durbin-Watson stat  1.071547
Prob(F-statistic) 0.012395   
   
5

Dependent Variable: LOG(GL)   
Method: Least Squares   
Date: 04/20/10   Time: 19:27   
Sample: 2002 2008   
Included observations: 7   
   
Variable
Coefficient
Std. Error
t-Statistic
Prob.  
   
C
6.641175

1.259931
5.271064

0.0033
LOG(X5)
-0.267434
0.139599
-1.915727
0.1135
   
R-squared 0.423299   
Mean dependent var  4.232812
Adjusted R-squared 0.307959     S.D. dependent var  0.265906
S.E. of regression 0.221205  
   Akaike info criterion  0.055499
Sum squared resid 0.244657     Schwarz criterion  0.040045
Log likelihood 1.805753   
Hannan-Quinn criter.  -0.135512
F-statistic 3.670010   
Durbin-Watson stat  0.851499
Prob(F-statistic) 0.113549   

12
zhuohao 发表于 2010-4-20 19:31:06
挨个解释变量做了一下,麻烦再帮我看看是什么问题呀?。。。好焦虑啊。。。感觉都不对呢。。。55555

13
半雨 发表于 2010-4-20 19:51:36
找到哪些变量间有多重共线性,逐步回归,确认哪些变量需要剔除

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