伍德里奇計量經濟學導論計算機習題第六章第13題,答案和MATLAB代碼

clear,clc;

% c6.13 by

% 打開文字文件和數據文件

importdata('meap00_01.des');

data=xlsread('meap00_01');

% 檢驗所用數據是否為非空

Isnan=isnan(data(:,[3,5,8,9]));

a=sum(Isnan')';

b=find(a==0);

data1=data(b,:);

% 變量命名

math4=data1(:,3);

lunch=data1(:,5);

lenroll=data1(:,8);

lexppp=data1(:,9);

% OLS估計

result1=ols(math4,[ones(length(math4),1),lunch,lenroll,lexppp]);

vnames=char('math4','constant','lunch','lenroll','lexppp');

prt(result1,vnames)

% 回歸結果

% Ordinary Least-squares Estimates

% Dependent Variable = math4

% R-squared = 0.3729

% Rbar-squared = 0.3718

% sigma^2 = 234.1638

% Durbin-Watson = 1.7006

% Nobs, Nvars = 1692, 4

% ***************************************************************

% Variable Coefficient t-statistic t-probability

% constant 91.932484 4.605444 0.000004

% lunch -0.448743 -30.647631 0.000000

% lenroll -5.399153 -5.741265 0.000000

% lexppp 3.524742 1.680172 0.093109

% 由回歸結果中的p值發現lunch,lenroll是在5%的水平上顯著的,而lexppp在5%水平上不顯著,

% 但在10%的顯著水平上是顯著的.

% 求出回歸的擬合值及其取值范圍