计量经济学计算题--回归结果中求F ,S.E.regression...如上 给出回归结果:R-squared 0.66325 Mean dependent var 5.123810Adjusted R-squared S.D.dependent var 3.694984S.E.of regression Akaike info criterion 4.505098Sum squared resid 91
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计量经济学计算题--回归结果中求F ,S.E.regression...如上 给出回归结果:R-squared 0.66325 Mean dependent var 5.123810Adjusted R-squared S.D.dependent var 3.694984S.E.of regression Akaike info criterion 4.505098Sum squared resid 91
计量经济学计算题--回归结果中求F ,S.E.regression...
如上 给出回归结果:
R-squared 0.66325 Mean dependent var 5.123810
Adjusted R-squared S.D.dependent var 3.694984
S.E.of regression Akaike info criterion 4.505098
Sum squared resid 91.95205 Schwarz criterion 4.604576
Log likelihood -45.30353 F-statistic
Durbin-Watson stat 0.858742 Prob(F-statistic) 0.000007
要求R^2,F,S.E.等值 应该怎么求啊?
计量经济学计算题--回归结果中求F ,S.E.regression...如上 给出回归结果:R-squared 0.66325 Mean dependent var 5.123810Adjusted R-squared S.D.dependent var 3.694984S.E.of regression Akaike info criterion 4.505098Sum squared resid 91
R-squared 0.66325 Mean dependent var 5.123810
Adjusted R-squared S.D.dependent var 3.694984
S.E.of regression Akaike info criterion 4.505098
Sum squared resid 91.95205 Schwarz criterion 4.604576
Log likelihood -45.30353 F-statistic
Durbin-Watson stat 0.858742 Prob(
F = (ESS/k)/[RSS/(n-k-1)]
Adjusted R-squared = 1-[RSS/(n-k-1)]/[TSS/(n-1)]