计量经济学实验题二及答案

2.表中是16支公益股票某年的每股帐面价值和当年红利：公司序号帐面价值（元）红利（元）公司序号帐面价值（元）红利（元）122.442.4912.140.80220.892.981023.311.94322.092.061116.233.00414.481.09120.560.28520.731.96130.840.8467819.2520.3726.431.552.161.6014151618.0512.4511.331.801.211.07根据上表资料：（1）建立每股帐面价值和当年红利的回归方程；（2）解释回归系数的经济意义；（3）若序号为6的公司的股票每股帐面价值增加1元，估计当年红利可能为多少？2.（1）每股帐面价值和当年红利的线性回归方程：设当年红利为y,每股账面价值xiiiXY21利用eviews估计其参数结果为：DependentVariable:YMethod:LeastSquaresDate:10/16/12Time:16:25Sample:116Includedobservations:16VariableCoefficientStd.Errort-StatisticProb.X0.0728760.0194313.7505620.0022C0.4797750.3474401.3808830.1890R-squared0.501189Meandependentvar1.671250AdjustedR-squared0.465559S.D.dependentvar0.769813S.E.ofregression0.562775Akaikeinfocriterion1.804595Sumsquaredresid4.434023Schwarzcriterion1.901169Loglikelihood-12.43676F-statistic14.06672Durbin-Watsonstat1.976956Prob(F-statistic)0.002151Y=0.07287589933*X+0.4797745935（0.019431）（0.347440）t=(3.750562)(1.380883)501189.02R14.06672F(2).回归系数的经济意义：公司的股票每股帐面价值增加1元，当年红利就增加0.07287589933（3）序号为6的公司的股票每股帐面价值为19.25，增加1元后为20.25，当年红利可能为y=0.479775+0.072876*20.25=1.955514