[問題] 統計 迴歸部分

看板Grad-ProbAsk作者 (rrrr)時間16年前 (2009/05/20 17:31), 編輯推噓2(201)
留言3則, 2人參與, 最新討論串1/2 (看更多)
Suppose you are assigned a task to study the Spontaneous Consumption (SC) and Marginal Propensity to Consume (MPC) based on aggregate annual consumption and disposable income data of a country from 1980 to 2006. Describe the procedures to test whether the SC and MPC before 1996 are different those after 1996: (a) Describe the regression model you will use and define all variables including dummy variables if any. (b) Describe the condition for statistics under which the Spontaneous Consumptions (SC) before 1996 is larger than that after 1996. (c) Describe the condition for statistics under which the Marginal Propensity to Consume (MPC) before 1996 is larger than that after 1996. 謝謝你 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 114.47.67.101

05/20 18:07, , 1F
Chow test
05/20 18:07, 1F
※ 編輯: Xrrr 來自: 114.47.67.101 (05/20 20:27)

05/21 14:34, , 2F
這題要用虛擬變數去做
05/21 14:34, 2F

05/21 14:36, , 3F
chow test 無法檢定各別係數穩定性
05/21 14:36, 3F
文章代碼(AID): #1A4ytlRN (Grad-ProbAsk)
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文章代碼(AID): #1A4ytlRN (Grad-ProbAsk)