【正确答案】对于模型lnY=β
0+β
1lnX+β
2lnP
1+μ,在EViews软件下的OLS估计结果如表5-27所示。
表5-27 | Dependent Variable:LOG(Y) | | Included observations:23 | Variable | Coefficient | Std.Error | t-Statistic | Prob. | C | -1.125797 | 0.088420 | -12.73237 | 0.0000 | LOG(X) | 0.451547 | 0.024554 | 18.38966 | 0.0000 | LOG(P1) | -0.372735 | 0.063104 | -5.906668 | 0.0000 | R-squared | 0.980287 | Mean dependent var | 1.361301 | Adjusted R-squared | 0.978316 | S.D. dependent var | 0.187659 | S.E. of regression | 0.027634 | Akaike info criterion | -4.218445 | Sum squared resid | 0.015273 | Schwarz criterion | -4.070337 | Log likelihood | 51.51212 | F-statistic | 497.2843 | Durbin-Watson stat | 1.877706 | Prob(F-statistic) | 0.000000 | |
接着选择“View\Stability TestsERamsry RESET Test”,在出现的对话框中输入“1”即可得到如表5-28所示的检验结果。
表5-28 F-statistic | 2.563003 | Probability | 0.125887 | Log likelihood ratio | 2.910421 | Probability | 0.088009 | |
从F统计量的伴随概率看,模型确实不存在遗漏相关变量与错误设定函数形式的偏误。
对于原模型
lnY=β
0+β
1lnX+β
2lnP
1+β
2lnP
2+β
3lnP
3+μ
EViews软件下的OLS估计结果如表5-29所示。
表5-29 | Dependent Variable:LOG(Y) | | Included observations:23 | Variable | Coefficient | Std.Error | t-Statistic | Prob. | C | -0.731520 | 0.296947 | -2.463467 | 0.0241 | LOG(X) | 0.345257 | 0.082565 | 4.181649 | 0.0006 | LOG(P1) | -0.502122 | 0.109891 | -4.569294 | 0.0002 | LOG(P2) | 0.146868 | 0.099006 | 1.483420 | 0.1553 | LOG(P3) | 0.087185 | 0.099852 | 0.873137 | 0.3941 | R-squared | 0.982474 | Mean dependent var | 1.361301 | Adjusted R-squared | 0.978579 | S.D. dependent var | 0.187659 | S.E. of regression | 0.027465 | Akaike info criterion | -4.162123 | Sum squared resid | 0.013578 | Schwarz criterion | -3.915276 | Log likelihood | 52.86441 | F-statistic | 252.2633 | Durbin-Watson stat | 1.824820 | Prob(F-statistic) | 0.000000 | |
可以看出,在5/%的显著性水平下,猪肉与牛肉价格均是不显著的。RESET检验结果如表5-30所示(选择被解释变量拟合值的水平值序列)。
表5-30 F-statistic | 2.944077 | Probability | 0.104359 | Log likelihood ratio | 3.673533 | Probability | 0.055283 | |
可以看出,仍不存在遗漏相关变量与错误设定函数形式的偏误。但显然,由猪肉与牛肉价格的t检验知,这里存在多设无关变量的偏误。