多元线性回归

多元线性回归计量经济学作业,二,——多元线性回归应用经济03硕杨慧10328009一、模型设定健康官员(和其他人)所关心的一个问题是，孕妇在怀孕期间吸烟对婴儿健康的影响。对婴儿健康的度量方法之一是婴儿出生时的体重，过低的出生体重会使婴儿有感染各种疾病的危险。由于除了吸烟之外，其他影响婴儿出生体重的因素可能与吸烟相关，所以我们应该考虑这些因素。比如，高收入通常会使母亲得到更好的产前照顾和更好的营养。1.被解释变量名称:bwght含义:婴儿的出生体重单位:盎司2.被解释变量(1)名称:faminc含义:家庭收入单位:千美元(2)名称:cigs含义:怀孕期间每天吸烟的数量单位:支3.数学形式bwght,,，,faminc，,cigs，u012二、样本选取选取1988年美国的抽样调查数据为样本，样本来源于wooldridge.swcollege.com三、回归结果,样本回归超平面为:bwght,166.97413，0.09276faminc,0.46341cigs,经济合理性检验:，0,，0,故此回归结果符合经济理论。,,21,拟合优度检验:可决系数R-square:0.0298调整可决系数AdjR-sq:0.0284解释变差占总变差的2.98%，即拟合值对观测值的拟合程度达为2.98%，调整后为2.84%，故此回归结果拟合优度较差。,参数显著性检验:t检验结果:假设β1=0,置信度α=0.0001假设β2=0，置信度α=0.0015故可以以99.85%以上的概率拒绝β1和β2为0的假设;回归模型中的β1和β2是显著的。F检验结果:置信度α=0.0001故回归模型整体上也是显著的。四、经济分析本次分析中，以1988年美国的抽样调查数据回归得出婴儿的出生体重与家庭收入和孕妇的吸烟状况的线性关系，根据回归结果所反映的情况来看，拟合的结果不太好，因为婴儿出生体重还受其他许多重要因素的影响，如父母的受教育程度、香烟的价佫、以及cigtax等因素的影响。从回归结果可以看出，孕妇的吸烟数量与婴儿的出生体重密切相关，而家庭收入对婴儿出生体重的直接影响则较小，在显著性检验中，两者的显著性都很高，这说明家庭收入和孕妇的吸烟数量对婴儿的出生体重及健康状况的影响是明显的。附录1.原始数据bwghtfaminccigs10913.501337.501290.5012615.5013427.501187.501406508627.5012127.5012937.5010127.5013327.50616.5010410.509212.5012217.5015942.501544.5012032.501386.5012747.5010722.5012915.5612913.5015637.501242.50792.5011232.5012422.501340.5011465012465012265010427.501057.5011347.5013165010765011532.509713.5010665013247.5010837.5011432.5013418.501346501416508411.508832.5013065013217.5013316.5010822.509242.5012732.5013111.5010465012227.509727.5012217.501186501403.501310.501040.5101143.5014165010722.5015222.501197.52013527.5013818.5010837.509722.5013127.5011518.54012322.501150.5013232.5013327.5012532.5011715.5011616.5015219.5010115.5010714.5013632.5012014.501278.501238.501357.508632.5097650937.5109627.5010913.51011727.5011518.5012122.52011465011822.5013442.5015637.5013911.531366501157.502322.5013565010627.5101167.501476501158.508512.5010237.5012214.501096509737.52013627.5013165011632.50866.501556501226.5401056501316501267.5012717.5012527.509837.5014422.509122.5010665012842.501442.509110.5012242.5013914.5012642.5010732.50793.5010242.5012615.5012032.5010119.5013142.5012865014213.5014427.505842.50885.501235.5014665013522.5012518.5012527.509965012032.5411422.508837.501066501231.5013527.5011647.5012832.501116501238.5011565016727.508237.5012137.5011422.5011637.501418.5514142.5012065011012.5012027.5012527.508265014122.5014418.5010213.5012118.508027.5010622.5011665011632.51012322.5013237.5011847.52013165015232.5012010.5014522.5012437.5014265011765010010.5012032.5014532.5012365016647.5010332.581336.5011212.5011947.5012319.501077.501458.5013319.5014665013432.501406509519.5012617.5013427.506412.5011927.5414032.5012022.5010318.506832.5209742.5012037.5012132.501309.5011515.51011265012065010322.51210032.501176501266501425.5012022.5011113.5015265012465014627.5010227.5012927.5012510.501269.501010.5011332.5013619.5010142.5010665010065013042.5013637.501006.50122650901.509465010832.5010765011917.52010618.5011313.5013210.509918.5011013.5107632.51012315.5012310.5012932.509513.5011816.501156.5201338.5013922.5012427.506012.5208719.501306501106507315.5012637.5012547.5016647.5012237.5012032.5414365012227.5010665012665015632.5012922.5012017.5011332.51816508337.5012937.5013314.5011218.52011965013947.5011127.508127.54012727.5011922.5010732.50983.52011318.51010419.5010832.5014422.5011065013865010714.5012865014414.51013637.5011013.501054.52012422.5011737.501456509611.5014022.5010165014837.5013510.5012037.5013022.5013415.501286501110.51512832.5013410.5014122.5011547.509827.5011865013047.501364.501298.509347.509112.5201106501129.5011237.5209827.512147650927.58986509847.5013765011342.5013727.507137.51512947.501492.5101247.501386.5012837.5012232.51011847.5012842.501429.52012747.5011265011322.5011242.508237.5014119.5010742.5011714.5012737.501337.5011837.5014432.501099.507965012432.501305.51027142.5016022.5012742.501087.509013.5014027.5012642.5011032.5012732.501015.509247.5012147.5010242.5012537.5014132.5012165012747.5011942.5010627.5010517.5010418.5013142.509637.5014142.509332.501142.5011218.501384.5013622.501134.52010527.5012019.503527.5014919.5012218.5014622.5016122.501421.5201194.50833.541363.5011642.509337.5011022.5012437.5012315.5012927.5010632.5013022.5011127.5011527.501104.5011727.5011322.5011427.5014619.50984.52014311.51011627.5011637.530756.5013932.5012018.5014632.5014542.5013622.5012016.5010642.5010937.5159713.503022.5012222.5013037.5011527.5011616.5013447.5012722.5010122.5014547.5012822.5013014.5013816.5013314.5010618.501353.5010427.51510722.509817.5012318.50960.5011917.5013418.50830.5016137.501097.5511318.50984.5013827.501206.5011227.5010411.5010342.5015622.5011919.5013465014937.5010642.5011242.5013937.5013747.509014.52013732.5014015.52012632.5011218.50602.501095.5012947.501043.557142.50866.5012432.5011247.50793.509527.5010022.5010027.5010518.5010712.5201410.501421.509937.5511218.5510722.5014747.50946501486509111.53013132.5010222.5016132.5012065010527.5011218.5013037.5013632.5011019.5012422.5012427.5013422.5013647.5012022.5010818.5012217.5013718.50119651014432.5012847.5010413.5011832.509365013842.5613532.50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