岭回归数据
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数据整理
表1----进口贸易量与各项经济指标
Source | SS df MS Number of obs = 15 ----------------------------------------------------------------------------- F( 4, 10) = 492.61 Model | 7.96904648 4 1.99226162 Prob > F = 0.0000 Residual | .040442772 10 .004044277 R-squared = 0.9950 ------------------------------------------------------------------------------ Adj R-squared = 0.9929 Total | 8.00948925 14 .572106375 Root MSE = .06359
------------------------------------------------------------------------------------------------------------------------------- lnimp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------------------------------------------------------- lngdp | 1.687917 .1619808 10.42 0.000 1.327001 2.048833
lncpi | 3.142361 1.429341 2.20 0.053 -.0424086 6.327131
lnrate | 2.999613 .7138562 4.20 0.002 1.409042 4.590183
lntax | -.0057671 .2836861 -0.02 0.984 -.6378591 .6263248
_cons | -23.28291 5.423609 -4.29 0.002 -35.36746 -11.19835
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表2计量模型的stata结果
Variable | VIF 1/VIF
-------------+----------------------
lntax | 68.11 0.014683
lngdp | 36.43 0.027453
lnrate | 26.03 0.038417
lncpi | 2.86 0.349248
-------------+----------------------
Mean VIF | 33.36
表3多重共线性检验
RXridge: Estimated Sigma = .08407794
RXridge: Uncorrelated Components... Number of obs = 0 ------------------------------------------------------------------------------ lnimp | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- c1 | .5402648 .012532 43.11 0.000 .5123417 .5681878 c2 | -.038697 .0260653 -1.48 0.168 -.0967741 .01938 c3 | 1.287342 .1261987 10.20 0.000 1.006154 1.568531 c4 | -.5344186 .2249633 -2.38 0.039 -1.035668 -.0331692 ------------------------------------------------------------------------------
表4 对lngdp,lnrate,lncpi,lntax的岭回归