计量经济学eviews软件中的se of regression与std.Error的区别是什么 eviews软件std.error结果出现英文
\u660e\u5929\u8981\u7b54\u8fa9\u4e86\uff0c\u8bf7\u5e2e\u6211\u89e3\u91ca\u4e00\u4e0bEVIEWS\u8f6f\u4ef6\u51fa\u6765\u7684Std.Error,T-Statistic,Prob\u7684\u5173\u7cfb\u548c\u610f\u601dStd.Error\u4f30\u8ba1\u6807\u51c6\u8bef\uff0cT-StatisticT\u7edf\u8ba1\u503c\uff0cProbT\u7edf\u8ba1\u503c\u7684\u4f34\u968f\u6982\u7387\uff0c\u5177\u4f53\u8fd8\u662f\u95ee\u95ee
\u770b\u8868\u683c\u4e2d\u7b2c\u4e00\u4e2a\u6570\u636e\uff0c\u8fd9\u5c31\u662f\u4ed6\u4eec\u4e4b\u95f4\u7684\u76f8\u5173\u7cfb\u6570\uff0cOUT\u662f\u4ec0\u4e48\u53d8\u91cf
\u6ca1\u6709\u9519\u8bef\uff0c\u662f\u672c\u6765\u7684\u7ed3\u679c
std. error 是单个variable的Se Regression是整个regression的s.e.
绛旓細璇︾粏瑙ｉ噴鍙互鍙傝冨簽鐨撲富缂栫殑銆璁￠噺缁忔祹瀛銆嬶紙绗笁鐗堬級璇炬湰锛屾垜浠涔犵殑灏辨槸杩欎釜鐗堟湰鐨勮浠跺拰鎿嶄綔鏂瑰紡銆傛楠や竴锛氬紓鏂瑰樊鐨勫浘绀烘楠屾硶 鎵撳紑Eviews 7杞欢锛屼緷娆＄偣鍑讳笂闈㈣彍鍗曟爮鐨勩 File銆戔斺斻 New銆戔斺斻 Workfile...銆戯紝蹇嵎閿槸鈥 Ctrl+N鈥濓紝杩欐椂鍊欏氨浼氬嚭鐜板缓绔嬫暟鎹殑鐣岄潰銆 鎴戠殑鏁版嵁鏄1999骞村埌201...
绛旓細鏈変袱绉嶆柟娉曪細1銆侀鍏堟墦寮鏂囦欢锛屽埌Quick-Estimate Equation 鎵撳紑绐楀彛锛孲pecificaton绐楀彛濉啓鍏紡 锛孫ptions 绐楀彛涓湁涓涓 LS閫夐」锛堜篃灏辨槸榛樿閫夐」锛夛紝閫変腑锛屽啀鐐瑰嚮Specificaton鏃佽竟鐨凮ptions锛屽Weights杩涜閫夋嫨锛學eights series灏辨槸鏉冮噸锛屾渶鍚庣‘瀹氾紝灏卞彲浠ヤ簡銆2銆佺洿鎺ュ湪Eviews8.0鐨勯偅涓┖鐧藉尯锛堢紪绋嬪尯锛夎緭鍏...
绛旓細T缁璁￠噺=瀵瑰簲绯绘暟/瀵瑰簲se銆 鐩稿綋浜庡仛绯绘暟=0鐨則妫楠岋紝绯绘暟灏辨槸鎶ュ憡鐨刢oefficient锛宻e灏辨槸鎶ュ憡鐨剆td error銆侳缁熻閲=R2*(n-k-1)/锛堬紙1-R2锛*k锛 鐩稿綋浜庡仛鍏ㄩ儴绯绘暟绛変簬闆剁殑妫楠屻傚湪杩欓噷k鏄В閲婂彉閲忎釜鏁帮紝浣犺繖閲屾槸3涓В閲婂彉閲忥紝n鏄湪杩欎釜鍥炲綊閲屽寘鎷殑瑙傛祴鍊硷紝涓婇潰涔熺粰浜嗭紝R2灏辨槸浣犺繖閲岀殑鎶ュ憡...
绛旓細EViews鏄疎conometrics Views鐨勭缉鍐欙紝鐩磋瘧涓鸿閲忕粡娴庡瑙傚療锛岄氬父绉颁负璁￠噺缁忔祹瀛﹁蒋浠鍖呫傚畠鐨勬湰鎰忔槸瀵圭ぞ浼氱粡娴庡叧绯讳笌缁忔祹娲诲姩鐨勬暟閲忚寰嬶紝閲囩敤璁￠噺缁忔祹瀛︽柟娉曚笌鎶鏈繘琛屸滆瀵熲濄傚彟澶朎Views涔熸槸缇庡浗 IHS Global Inc.鍏徃鐮斿埗鐨勫湪Windows涓嬩笓闂ㄤ粠浜嬫暟鎹垎鏋愩佸洖褰掑垎鏋愬拰棰勬祴鐨勫伐鍏枫備娇鐢‥Views鍙互杩呴熷湴浠庢暟鎹腑...
绛旓細璁￠噺缁忔祹瀛︿腑锛屸eviews鈥濊繖浜涘瓧姣嶇殑鎰忔濆涓嬶細R-SQUARED 鍒ゅ畾绯绘暟锛岃秺杩1瓒婂ソ銆侫DJUSTED R-SQUARED 璋冩暣鐨勫垽瀹氱郴鏁帮紝澶у鎯呭喌涓嬬暐灏忎簬鍒ゅ畾绯绘暟銆係.E. OF REGRESSION 鍥炲綊鏍囧噯宸紝瓒婂皬瓒婂ソ銆侺OG LIKELIHOOD 浼肩劧浼拌鍊硷紝鏆傚彲涓嶈冭檻銆侱URBIN-WATSON STAT 鏉滃-鐡︾壒妫粺璁￠噺锛屾楠屾槸鍚﹀瓨鍦ㄤ竴闃惰嚜鐩稿叧鐨勬寚鏍...
绛旓細閫夋嫨 ABS(T缁璁￠噺)>2鐨 P<0.05鐨 鍙橀噺鎵嶈兘鐣欎笅\x0d\x0aR-squared 鍒ゅ喅绯绘暟 琛ㄧず鍙橀噺鍙互瑙ｉ噴琚В閲婂彉閲忓灏戠殑鍥犵礌 閮芥槸灏忎簬1鐨 瓒婂ぇ瓒婂ソ\x0d\x0aAdjusted R-squared 鍓旈櫎鍙橀噺涓暟鐨勮В閲婂彉閲忓琚В閲婂彉閲忕殑璐＄尞\x0d\x0aS.E. of regression 鍥炲綊鐨勬爣鍑嗗樊\x0d\x0aSu...
绛旓細R-squared鏄宸钩鏂瑰拰,adjusted R-squared鏄皟鏁村悗鐨勭宸钩鏂瑰拰,浣犲彲浠ュ涔犱笅浜屾鍥炲綊,灏辫兘鏄庣櫧涓轰粈涔堜粬浠兘琛ㄨ揪妯″瀷鐨勪紭鍔
绛旓細EViews锛圗conometric Views锛夋槸涓娆炬祦琛岀殑缁熻杞欢锛屼富瑕佺敤浜庢椂闂村簭鍒楁暟鎹殑鍒嗘瀽銆傚畠鎻愪緵浜嗗ぇ閲忕殑缁熻鍜璁￠噺缁忔祹瀛宸ュ叿锛屼娇寰楃爺绌惰呭彲浠ユ柟渚垮湴杩涜鏁版嵁澶勭悊銆佹ā鍨嬩及璁″拰棰勬祴銆傚叾涓紝鍒朵綔鐩稿叧绯绘暟鐭╅樀鏄EViews鐨鍩烘湰鍔熻兘涔嬩竴銆2. 鐩稿叧绯绘暟鐭╅樀鐨勬剰涔夛細鐩稿叧绯绘暟鐭╅樀鐢ㄤ簬琛￠噺澶氫釜鍙橀噺涔嬮棿鐨勭嚎鎬х浉鍏崇▼搴︺傛瘡涓厓绱犺〃绀...
绛旓細S.E. of regression 鍥炲綊鐨勬爣鍑嗗樊 Sum squared resid 娈嬪樊骞虫柟鍜 Log likelihood 浼肩劧鍊 Durbin-Watson stat DW缁璁￠噺 涓鑸湪2闄勮繎琛ㄦ槑妯″瀷濂 Akaike info criterion Schwarz criterion 涓や釜涔熸槸鍒ゅ喅绯绘暟鍦ㄧ‘瀹氭粸鍚庨」鐨勬椂鍊欑敤 瓒婂皬瓒婂ソ F-statistic 鍋氳仈鍚堟楠岀殑f鍊 Prob(F-statist...
绛旓細璁￠噺缁忔祹瀛︾爺绌剁殑鏍稿績鏄璁℃ā鍨嬨佹敹闆嗚祫鏂欍佷及璁℃ā鍨嬨佹楠屾ā鍨嬨佸簲鐢ㄦā鍨嬶紙缁撴瀯鍒嗘瀽銆佺粡娴庨娴嬨佹斂绛栬瘎浠凤級銆EViews鏄畬鎴愪笂杩颁换鍔℃瘮杈冨緱鍔涚殑蹇呬笉鍙皯鐨勫伐鍏枫傛鏄敱浜嶦Views绛璁￠噺缁忔祹瀛﹁蒋浠鍖呯殑鍑虹幇锛屼娇璁￠噺缁忔祹瀛﹀彇寰椾簡闀胯冻鐨勮繘姝ワ紝鍙戝睍鎴愪负涓闂ㄨ緝涓哄疄鐢ㄤ笌涓ヨ皑鐨勭粡娴庡绉戙
