计量经济学实验报告
实验三：虚拟变量模型
一、模型设立
1.问题描述：20__年我国各地区城镇居民和农村居民家庭人均可支配收入与
人均生活消费支出之间的关系。2.理论模型：Y01_13.数据
二：模型设计
1.城镇居民：y12_ii1
DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131
Includedobservations:31
Variable
XXX
Coefficient0.668XXXX9755.0114
XXX.030XXXX6520.3031
t-Statistic21.601931.451099
Prob.0.00000.157XXXX1628.972978.79116.XXX.186XXXX2466.350.000000
XXX.8515Akaikeinfocriterion7Schwarzcriterion-247.4586F-statistic1.4234Prob(F-statistic)
所以，模型一为：Y城镇755.01140.66806_(1.4511)(21.602)
2.农村居民：y12_ii2
DependentVariable:YMethod:LeastSquaresDate:12/26/11Time:14:15Sample:131
Includedobservations:31
Variable
R-squaredAXXX
Coefficient0.692XXXX6350.9498
XXX.040XXXX6244.7179
t-Statistic16.968171.434099
Prob.0.00000.162XXXX4170.XXX.70415.XXX.555XXXX3287.91870.000000
XXXXXX.6829F-statistic1.8618Prob(F-statistic)
所以，模型二为：Y农村350.950.6928_(1.4341)(16.968)
三、模型检验
为比较居民和农村消费指数是否有显著差异，设虚拟变量：
1城市居民0农村居民
并将两函数合并，估计以下模型：yi01_13Di4(Di_i)i其中，311，422，_iDi_iDi。则有：
DependentVariable:YMethod:LeastSquaresDate:01/02/12Time:13:48Sample:162
Includedobservations:62
_1D1D1_1R-squared
XXX
0.668059-404.06160.XXX.027XXXX9541.85110.055XXXX24.68009-1.XXX.XXX.00000.450.66080.980424MeandependeXXX.4486Akaikeinfocriterion9Schwarzcriterion-486.6580F-statistic1.721050Prob(F-statistic)
4470.42715.XXX.9XXXX1968.27070.000000
y755.0110.668_i404.062Di0.025Di_i(1.658)(24.680)(-1.746)(1.841)R
0.98F=968.271D.W.=1.721
t检验来看Di和Di_i在显著性水平0.1的情况下均显著，表明农村与城市
的回归是相异的。
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