第 8 章 非线性回归

91
第8第 第第第第第 8.1 可可可可可可可可可可 可可 8.2 可可可可可 8.3 可可可可可 8.4 可可可可可可可

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第 8 章 非线性回归. 8.1 可化为线性回归的曲线回归 8.2 多项式回归 8.3 非线性模型 8.4 本章小结与评注. §8.1 可化为线性回归的曲线回归. 可线性化的曲线回归模型 , 也称为本质线性回归模型. y =β 0 +β 1 e x +ε  ( 8.1 ). 只须令 x ′=e x  即可化为 y 对 x ′ 是线性的形式 y =β 0 +β 1 x ′+ε 需要指出的是,新引进的自变量只能依赖于原始变量,而不能与未知参数有关。. §8.1 可化为线性回归的曲线回归. - PowerPoint PPT Presentation

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  • 8 8.1 8.2 8.3 8.4

  • 8.1 y=0+1ex + 8.1 , x=exyxy=0+1x+

  • 8.1 y=0+1x+2x2++pxp + 8.2x1=x,x2=x2,xp=xpyx1,x2,xpy=0+1x1+2x2++pxp+ (8.2)xpp

  • 8.1 y=aeb xe 8.3, lny=lna+bx+y=lny, 0=lna,1=b,yxy=0+1x+

  • 8.1 , y= aeb x +8.4 b (8.3) (8.4)

  • 8.1 8.3y=aeb xe y=aeb x

  • 8.1 SPSS10

    Linear

    y=b0+b1t

    Logarithm

    y=b0+b1lnt

    Inverse

    y=b0+b1/t

    Quadratic

    y=b0+b1t+b2t2

    Cubic

    y=b0+b1t+b2t2+b3t3

    Power

    y=b0

    Compound

    y=b0

    S

    S

    y=exp(b0+b1/t)

    Logistic

    u

    Growth

    y=exp(b0+b1t)

    Exponent

    y=b0exp(b1t)

    _1030013797.unknown

    _1030013951.unknown

    _1030013744.unknown

  • 8.1 SPSS,1.

  • 8.1 (a>0, b>0)

  • 8.1 2. S Sa>0b>0x x+y1/a ; x-y0 y=0y=1/a S S

  • 8.1

  • 8.1 SPSSSy=exp(b0+b1/t): b10ttS SPSS0
  • 8.1 8.1GDP()GDPGDPt1981t=11998 t=18198119988.1

  • 8.1

    tyeiy=lny198114862.44296.35566.058.489198225294.75123.04171.668.574198335934.56108.80-174.308.689198447171.07284.24-113.248.878198558964.48685.86278.549.1011986610202.210357.16-154.969.2301987711962.512350.06-387.569.3901988814928.314726.42201.889.6111989916909.217560.04-650.849.73619901018547.920938.89-2390.999.82819911121617.824967.89-3350.099.98119921226638.129772.14-3134.0410.19019931334634.435500.81-866.4110.45319941446759.442331.774427.6310.75319951558478.150477.138000.9710.97619961667884.660189.807694.8011.12619971774462.671771.352691.2511.21819981879395.785581.38-6185.6811.282

  • 8.1 1. SPSSCurve EstimationGDP8.2

  • 8.1

  • 8.1

    8.2

    y=b0+b1t

    Multiple R .92528

    R Square .85615

    Adjusted R Square .84716

    Standard Error 9964.23063

    Analysis of Variance:

    DF Sum of Squares Mean Square F Signif F

    Regression 1 9454779005.1 9454779005.1 95.22782 .0000

    Residuals 16 1588574273.6 99285892.1

    Variable B SE B Beta T Sig T

    Time 4417.522807 452.685809 .925284 9.758 .0000

    (Constant) -13374.922222 4900.032018 -2.730 .0148

  • 8.1

    8.3

    y=b0

    Multiple R .99593

    R Square .99188

    Adjusted R Square .99138

    Standard Error .08760

    Analysis of Variance:

    DF Sum of Squares Mean Square F Signif F

    Regression 1 15.004878 15.004878 1955.31315 .0000

    Residuals 16 .122782 .007674

    Variable B SE B Beta T Sig T

    Time 1.192417 .004746 2.707250 251.269 .0000

    (Constant) 3603.061130 155.215413 23.213 .0000

    _1031938334.unknown

  • 8.1 SSE =262467769=2.625108 R2=1-262467769/11043353279=0.97623

  • 8.1 b0=3603.06,b1=1.192417 b1=1.192417=119.2417%GDP19.2417% GDPGDP

  • 8.1 2. y=b0lny=lnb0+ln(b1) ty=lny, 0=lnb0,1=ln(b1),yty=0+1ty=lny8.4yt

  • 8.1

  • 8.1

    =8.190

    =0.176

    EMBED Equation.3

    SPSSCurve Estimation

    _1031303507.unknown

    _1031303538.unknown

    _1031303610.unknown

    _1031303491.unknown

  • 8.2 yi=0+1xi+11+iyi=0+1xi+11111 yi=0+1xi+11+111+i

  • 8.2

    yi=0+1xi1+2xi2+11

    +22

    +12xi1xi2+i

    12

    112212

    x1x2

    _1031036694.unknown

    _1031036715.unknown

  • 8.2 8.2 8.5183544: x1 x2 y

  • 8.2

    yi=0+1xi1+2xi2+11

    +22

    +12xi1xi2+i

    _1031036694.unknown

    _1031036715.unknown

  • 8.2

    xi1xi2yi12345678910111213141516171866.29040.96472.99645.01057.20426.85238.12235.84075.79637.40854.37646.18646.13030.36639.06079.38052.76655.916751064546952743518619663252841261449492664910598771456245133133

  • 8.2

    x1x2

    x1x2

    yx1Block 1 of Next,

    x1x2

    Block 2 of Next,

    x1x2

    _1031039584.unknown

    _1031041474.unknown

  • 8.2

  • 8.2

  • 8.2 8.6

    F

    x1

    x2|x1

    |x1,x2

    | x1,x2,

    x1x2|x1,x2,

    ,

    104474

    2284

    1238

    3

    6

    3567

    1283

    45

    42

    36

    1

    2

    11

    22

    12

    -

    -

    1238/45/14=385

    3/42/13=0.93

    6/36/12=2.00

    108005

    5

    _1031039610.unknown

    _1031041474.unknown

    _1031041519.unknown

    _1031039584.unknown

  • 8.2

    =-62.349+0.840x1+5.685x2+0.0371

    (0.164)(0.164) (0.785)

    _1031045671.unknown

    _1031045822.unknown

  • 8.2 8.3 C3EDTAX1X2X3 7U7741236.9

  • 8.2 6.9

    EDTA

    X1g

    X2g

    X3g

    y

    1/y

    1

    0.00

    30

    0.6

    1.160

    0.862

    2

    0.02

    38

    1.2

    0.312

    3.205

    3

    0.04

    46

    0.4

    0.306

    3.263

    4

    0.06

    26

    1.0

    1.318

    0.759

    5

    0.08

    34

    0.2

    0.877

    1.140

    6

    0.10

    42

    0.8

    0.147

    6.803

    7

    0.12

    50

    1.4

    0.204

    4.902

  • 8.2 6.1y = 2.63 + 0.77 X1 - 0.0524 X2 - 0.087 X3P=0.1040R-square= 83.9% AdjR-sq= 67.8%

  • 8.2 9

  • 8.2 6.10

    X1

    X2

    X3

    X11

    X22

    X33

    X12

    X13

    X23

    y

    0.00

    0.02

    0.04

    0.06

    0.08

    0.10

    0.12

    30

    38

    46

    26

    34

    42

    50

    0.6

    1.2

    0.4

    1.0

    0.2

    0.8

    1.4

    0.0000

    0.0004

    0.0016

    0.0036

    0.0064

    0.0100

    0.0144

    900

    1444

    2116

    676

    1156

    1764

    2500

    0.360

    1.440

    0.160

    1.000

    0.040

    0.640

    1.960

    0.00

    0.76

    1.84

    1.56

    2.72

    4.20

    6.00

    0.000

    0.024

    0.016

    0.060

    0.016

    0.080

    0.168

    18.0

    45.6

    18.4

    26.0

    6.8

    33.6

    70.0

    1.160

    0.312

    0.306

    1.318

    0.877

    0.147

    0.204

  • 8.2 710 SPSSP=0.05P=0.10x2 OptionP0.30P0.50

  • 8.2 6.12 2

    Step

    1

    2

    3

    4

    5

    Constant

    2.579

    5.957

    7.311

    7.873

    9.165

    X2

    Prob>F

    -0.0516

    0.004

    -0.2376

    0.053

    -0.3034

    0.021

    -0.3126

    0.030

    -0.378

    0.016

    X22

    Prob>F

    0.00245

    0.100

    0.00336

    0.033

    0.00323

    0.048

    0.0046

    0.019

    X3

    Prob>F

    -0.292

    0.107

    -1.115

    0.168

    -1.430

    0.033

    X23

    Prob>F

    0.0206

    0.251

    0.0317

    0.039

    X13

    Prob>F

    -2.33

    0.058

    R-square

    83.14

    92.12

    97.11

    98.73

    99.99

  • 8.2 5X2 X22= X3X23=X2 X3X13= X1 X355: X2 X22= yX2 X2=48.548y=0.1976y=0.147

  • 8.2 yX3X3=1.4X2X3X2=45.145X3=1.4y=0.0746y=0.147

  • 8.2 X31.115 X3+0.0206 X2X3X254X3X24845X254yX3X3yX3=1.4 X3=1.4X2X2=43.944X2=44X3=1.4y=0.080

  • 8.2 X1X3EDTAX1X3yX1=0.12X3=1.4X2=41.241y= 0.128
  • 8.2 3 97.1198.7399.99% 6y7 0.0806y=0.1476.13

  • 8.2 6.13

    X1g

    X2g

    X3g

    0.00

    0.00

    0.00

    0.12

    48

    45

    44

    41

    0.0

    1.4

    1.4

    1.4

    0.197

    0.074

    0.080

    0.000

  • 8.2 [17]yX1=0.12X2=38X3=1.4

  • 8.3 yi = f (xi,)+i , i=1,2,,n 8.9yi xi=(xi1,xi2,xik) =(0,1,p ) i

  • 8.3

    ,

    _1030953497.unknown

  • 8.3

    f

    Q()

    fj0p+1

    _1030953513.unknown

    Q()

    _1030953513.unknown

  • 8.3 SST=SSR+SSE

  • 8.3 8.4 x y 3c0c1c2c0100% 3c0=100c1=5c2=4.89

  • 8.3 8.3

    x 1 2 3 4 5 6 7 8 9y(%)0.5 2.3 3.4 24.0 54.7 82.1 94.8 96.2 96.4

  • 8.3 SPSSRegressionNonlinearymodel Expressionc0-c0/(1+(x/c2)**c1),Parameters

  • 8.3

    Iteration Residual SS C0 C1 C2 1 172.7877170 100.000000 5.00000000 4.80000000 1.1 32.60704344 97.7943996 6.57938197 4.74460195 2 32.60704344 97.7943996 6.57938197 4.74460195 2.1 20.20240372 99.5785656 6.73691756 4.80074972 3 20.20240372 99.5785656 6.73691756 4.80074972 3.1 20.18814307 99.5334852 6.76307026 4.79941696 4 20.18814307 99.5334852 6.76307026 4.79941696 4.1 20.18803580 99.5411768 6.76104089 4.79966204 5 20.18803580 99.5411768 6.76104089 4.79966204 5.1 20.18803473 99.5404448 6.76127044 4.79964160 6 20.18803473 99.5404448 6.76127044 4.79964160 6.1 20.18803472 99.5405197 6.76124802 4.79964382

  • 8.3

    Nonlinear Regression Summary Statistics

    Source DF Sum of Squares Mean Square

    Regression 3 37839.85197 12613.28399

    Residual 6 20.18803 3.36467

    Uncorrected Total 9 37860.04000

    (Corrected Total) 8 14917.88889

    R squared = 1 - Residual SS / Corrected SS = .99865

  • 8.3

    Asymptotic 95 %

    Asymptotic Confidence Interval

    Parameter Estimate Std. Error Lower Upper

    C0 99.540519687 1.567325937 95.705411276 103.37562810

    C1 6.761248019 .421980049 5.728700036 7.793796003

    C2 4.799643816 .050165521 4.676893208 4.922394423

  • 8.3

    xye110.500.5-50.48889222.30.272.03-50.21889333.43.98-0.58-46.50889442422.481.52-28.008895554.756.61-1.916.121116682.181.520.5831.031117794.892.342.4641.851118896.296.49-0.2946.001119996.498.14-1.7447.65111550.4888950.203330.285556-0.285566014917.8915156.5519.4316215156.5528537860.0437839.8520.1880315157.28

  • 8.3 SSR=15156.55SST=14917.89
  • 8.3 yx

  • 8.3 8.4 Gompertz k k8.12

  • 8.3 8.8

    tyty1980111.4119931468.211981213.5519941569.371982313.2819951678.081983412.9219961778.021984515.2819971892.061985617.12199819100.141986721.6719992099.891987824.0220002199.451988924.55200122103.6719891030.55200223106.3219901134.04200324103.4219911238.17200425115.5219921353.36

  • 8.3 SPSS AnalyzeRegressionNonlinear k*a**(b**t),k115.52k120ab010.531

  • 8.3

  • 8.3

    Dependent variable: y

    a R squared = 1 - (Residual Sum of Squares) / (Corrected Sum of Squares) = .976.

  • 8.3 k=150.0a=0.012 43b=0.892 7k=150.0 8.4Excel8.4

    Chart3

    11.412.99

    13.554.55

    13.286.62

    12.929.25

    15.2812.47

    17.1216.29

    21.6720.67

    24.0225.57

    24.5530.92

    30.5536.63

    34.0442.62

    38.1748.78

    53.3655.03

    68.2161.28

    69.3767.46

    78.0873.5

    78.0279.35

    92.0684.96

    100.1490.3

    99.8995.35

    99.448100.1

    103.6737104.54

    106.32108.67

    103.42112.49

    115.52116.02

    2005119.26

    2006122.23

    2007124.94

    2008127.41

    2009129.66

    2010131.7

    2.1

    yx

    26.23.4

    17.81.8

    31.34.6

    23.12.3

    27.53.1

    365.5

    14.10.7

    22.33

    19.62.6

    31.34.3

    242.1

    17.31.1

    43.26.1

    36.44.8

    26.13.8

    2.2

    xy

    1980460234.75

    1981489259.26

    1982525280.58

    1983580305.97

    1984692347.15

    1985853433.53

    1986956481.36

    19871104545.4

    19881355687.51

    19891512756.27

    19901634797.08

    19911879890.66

    199222871063.39

    199329391323.22

    199439231736.32

    199548542224.59

    199655762627.06

    199760532819.36

    199863922958.18

    3.1

    x1x2x3x4x5x6x7x8x9x10x11x12y

    1.944.5154.45207.33246.87277.64135.7930.58110.6780.8351.8314.092384

    0.336.49133.16127.29120.17114.8881.2114.0535.71627.12.93202

    6.1617.18313.4386.96202.98204.2279.4332.4279.3814.54128.1342.15100

    5.359.3123.8122.94101.5996.8434.6713.9937.285.9363.913.1238

    3.784.26106.0595.4927.5822.7534.2414.0628.24.6935.729.51126

    11.178.17271.96533.15164.4123.78187.758.6390.5231.7184.0511.61262

    2.843.61109.37130.852.4962.2638.1521.8244.5325.7848.4914.2238

    8.6411.41160.06246.57109.18115.3268.7134.5558.0813.5272.0521.17121

    3.646.67244.42412.04459.63512.21160.4543.5189.9348.5548.637.051218

    30.8919.08435.77724.85376.04381.81210.3971.82150.6423.74188.2819.65529

    6.266.3321.75665.8157.94172.19147.1652.4478.1610.993.059.45361

    4.138.87152.29258.683.4285.175.7426.7563.475.8947.022.6651

    5.855.61347.25332.59157.32172.48115.1633.877.278.6979.018.24651

    6.76.8145.4143.5497.4100.543.2817.7151.035.4162.0318.2543

    10.811.73442.2665.33411.89429.88115.0787.45145.2521.39187.77110.2220

    4.1622.51299.63316.81132.57139.7684.7953.9384.2312.36116.8910.38101

    4.647.65195.56373.04161.84180.14101.585880.5321.61100.695.1688

    7.0810.99216.49291.73119.22125.6247.0548.1997.9712.07139.3916.67156

    16.324.1688.83827.16271.07268.2331.5571.44146.1523.38145.7716.522942

    4.014125.04243.552.0631.2247.2525.5955.274.4960.1313.64156

    0.82.0735.0360.929.230.1420.224.2212.191.39.290.2796

    4.422.1178.93138.4368.3173.8479.9818.4243.320.0148.480.7288

    11.189.42196.27328.46204.49144.45101.2143.0174.2215.8590.611.0584

    2.012.0325.0469.9740.8636.4527.0213.826.832.8625.636.7648

    6.436.0888.9170.1588.8689.8433.6629.251.258.640.474.81261

    1.910.985.0811.130.671.691.942.955.020.897.590.1733

    5.499.9115.4294.6376.5753.1447.8822.0856.9714.0248.6438.17247

    3.977.839.3299.2341.6450.5511.418.8115.986.3316.467.0230

    1.313.0813.6718.7918.3718.573.153.148.661.2614.31.23

    1.12.116.1119.6417.8516.524.163.036.761.067.523.181

    4.5810.3592.03103.3449.1950.228.1411.8237.954.5239.493.5382

    3.2

    x1x2y

    253547.79553.96

    20896.34208.55

    6750.323.1

    10012087.052815.4

    5251639.311052.12

    8253357.73427

    120808.47442.82

    28520.2770.12

    7671.13122.24

    5322863.321400

    751160464

    40862.757.5

    187672.99224.18

    122901.76538.94

    743546.182442.79

    2949158.153600

    195015.51965.6511

    195125.635.7025

    195235.74825.7704

    195345.87965.8517

    195456.02665.9443

    195566.14656.0466

    195676.28286.1577

    195786.46536.2764

    195896.59946.4020

    1959106.72076.5337

    1960116.62076.6709

    1961126.58596.8129

    1962136.72956.9592

    1963146.91727.1093

    1964157.04997.2628

    1965167.25387.4191

    1966177.45427.5778

    1967187.63687.7386

    1968197.85347.9012

    1969208.06718.0650

    1970218.29928.2299

    1971228.52298.3955

    1972238.71778.5615

    1973248.92118.7277

    1974259.08598.8937

    1975269.2429.0594

    1976279.37179.2246

    1977289.49749.3889

    1978299.62599.5523

    1979309.75429.7144

    1980319.87059.8753

    19813210.007210.0346

    19823310.154110.1923

    19833410.249510.3481

    19843510.347510.5021

    19853610.453210.6540

    19863710.572110.8038

    19873810.72410.9513

    19883910.897811.0965

    19894011.270411.2392

    19904111.433311.3795

    19914211.582311.5173

    19924311.717111.6524

    19934411.851711.7849

    19944511.98511.9148

    19954612.112112.0419

    19964712.238912.1662

    19974812.362612.2878

    19984912.476112.4066

    19995012.578612.5227

    20005112.674312.6359

    20015212.762712.7463

    20025312.845312.8540

    20035412.922712.9588

    20045512.998813.0609

    20055613.075613.1603

    20065713.2569

    20075813.3508

    20085913.4421

    20096013.5306

    20106113.6166

    20116213.7000

    20126313.7809

    20136413.8592

    20146513.9351

    20156614.0086

    20166714.0796

    20176814.1484

    20186914.2148

    20197014.2791

    20207114.3411

    20217214.4010

    20227314.4588

    20237414.5145

    20247514.5682

    20257614.6200

    20267714.6699

    20277814.7180

    20287914.7642

    20298014.8087

    20308114.8515

    20318214.8926

    20328314.9321

    20338414.9701

    20348515.0066

    20358615.0416

    20368715.0752

    20378815.1074

    20388915.1383

    20399015.1679

    20409115.1962

    20419215.2234

    20429315.2494

    20439415.2743

    20449515.2981

    20459615.3209

    20469715.3426

    20479815.3634

    20489915.3833

    204910015.4023

    205010115.4204

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    li8.

    ty

    1980111.412.99

    1981213.554.55

    1982313.286.62

    1983412.929.25

    1984515.2812.47

    1985617.1216.29

    1986721.6720.67

    1987824.0225.57

    1988924.5530.92

    19891030.5536.63

    19901134.0442.62

    19911238.1748.78

    19921353.3655.03

    19931468.2161.28

    19941569.3767.46

    19951678.0873.5

    19961778.0279.35

    19971892.0684.96

    199819100.1490.3

    19992099.8995.35

    20002199.448100.1

    200122103.6737104.54

    200223106.32108.67

    200324103.42112.49

    200425115.52116.02

    200526119.26

    200627122.23

    200728124.94

    200829127.41

    200930129.66

    201031131.7

    li8.

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    Sheet1

    199319.546.633.919.947.432.7-0.4-0.81.2100.019.546.633.9

    199419.746.533.820.347.831.9-0.6-1.31.9100.019.746.533.8

    199519.747.233.120.548.830.7-0.8-1.62.4100.019.747.233.1

    199619.547.533.020.449.530.1-0.9-2.02.9100.019.547.533.0

    199718.147.534.419.150.030.9-1.0-2.53.5100.018.147.534.4

    199817.346.236.518.649.332.1-1.3-3.14.4100.017.346.236.5

    199916.245.838.017.649.432.9-1.4-3.75.199.916.245.838.0

    200014.845.939.316.450.233.4-1.5-4.35.8100.014.845.939.3

    200114.145.240.715.850.134.1-1.7-4.96.6100.014.145.240.7

    200213.544.841.715.350.434.3-1.8-5.67.4100.013.544.841.7

    200312.546.041.514.452.233.4-1.9-6.28.1100.012.546.041.5

    200413.146.240.715.252.931.9-2.1-6.78.8100.013.146.240.7

    GDP

    199018547.95017.07717.45813.5

    199121617.85288.69102.27227.0

    199226638.15800.011699.59138.6

    199334634.46882.116428.511323.8

    199446759.49457.222372.214930.0

    199558478.111993.028537.917947.2

    199667884.613844.233612.920427.5

    199774462.614211.237222.723028.7

    199878345.214552.438619.325173.5

    199982067.514472.040557.827037.7

    200089468.114628.244935.329904.6

    200197314.815411.848750.033153.0

    2002104790.616117.353540.735132.6

    SUMMARY OUTPUT

    Multiple R0.9998190104

    R Square0.9996380536

    Adjusted R Square0.9996051494

    586.4816333583

    13

    dfSSMSFSignificance F

    110449609223.34810449609223.34830380.24121059550

    113783567.76893328343960.706266662

    1210453392791.1169

    Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%

    Intercept4134.2489719396367.720989829611.24289634340.00000022663324.90053077424943.5974131053324.90053077424943.597413105

    X Variable 11.90096847330.0109063469174.299286316901.87696376571.92497318091.87696376571.9249731809

    199018547.950177717.45813.518547.9

    199121617.85288.69102.2722721617.8

    199226638.1580011699.59138.626638.1

    199334634.46882.116428.511323.834634.4

    199446759.49457.222372.21493046759.4

    199558478.11199328537.917947.258478.1

    199667884.613844.233612.920427.567884.6

    199774462.614211.237222.723028.774462.6

    199878345.214552.438619.325173.578345.2

    199982067.51447240557.827037.782067.5

    200089468.114628.244935.329904.689468.1

    200197314.815411.8487503315397314.8

    2002104790.616117.353540.735132.6104790.6

    SUMMARY OUTPUTSUMMARY OUTPUT

    Multiple R1Multiple R0.9986922681

    R Square1R Square0.9973862464

    Adjusted R Square1Adjusted R Square0.9968634956

    0730.238812478

    77

    dfSSMSFSignificance FdfSSMSFSignificance F

    31020082220.85429340027406.95142938496757177629394000000000000000011017415977.238041017415977.238041907.95764317750.0000001187

    30052666243.61624623533248.723249246

    61020082220.8542961020082220.85429

    Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%

    Intercept0.00000000010.00000000010.88933388360.4393368096-0.00000000020.0000000003-0.00000000020.0000000003Intercept5716.32804942921833.8045625953.11719589210.02633557071002.383352437210430.27274642121002.383352437210430.2727464212

    X Variable 11015104323513538401111X Variable 11.8648954650.042694322743.68017448660.00000011871.75514621461.97464471541.75514621461.9746447154

    X Variable 21055881074840137701111

    X Variable 31054596202838836201111

    4.3

    yx

    12648777

    21059210

    3909954

    413110508

    512210979

    610711912

    740612747

    850313499

    943114269

    1058815522

    1189816730

    1295017663

    1377918575

    1481919635

    15122221163

    16170222880

    17157824127

    18165425604

    19140026500

    20182927670

    21220028300

    22201727430

    23210529560

    24160028150

    25225032100

    26242032500

    27257035250

    28172033500

    29190036000

    30210036200

    31230038200

    3.3

    yx1x2x3x4x5

    1978231301018888149114.89180.92

    1979298335021958638916.00420.39

    1980343368825319220419.53570.25

    1981401394127999530021.82776.71

    1982445425830549992223.27792.43

    19833914736335810604422.91947.70

    19845545652390511035326.021285.22

    19857447020487911211027.721783.30

    19869977859555210857932.432281.95

    198713109313638611242938.912690.23

    1988144211738803812264537.383169.48

    1989128313176900511380747.192450.14

    199016601438496639571250.682746.20

    1991217816557109699508155.913335.65

    1992288620223129859969383.663311.50

    19933383248821594910545896.084152.70

  • 8.3 Constraints k130k>116

  • 8.3 [15]13

  • 8.3 8.6 8.919502005Weibullka >0, 0< b 0

  • 8.3 8.9

    tyty195015.51961978299.6259195125.631979309.7542195235.74821980319.8705195345.879619813210.0072

    1975269.24220035412.92271976279.371720045512.99881977289.497420055613.0756

  • 8.3 16k=16b=0.5c=1 t=11950=5.5196

    8.7k=15.76168.5Excel

  • 8.3

    8.7Parameter Estimates

    Parameter

    Estimate

    Std. Error

    95% Confidence Interval

    Lower Bound

    Upper Bound

    k

    15.760

    .650

    14.455

    17.064

    a

    10.135

    .693

    8.746

    11.525

    b

    .997

    .000

    .996

    .998

    c

    1.551

    .071

    1.408

    1.694

  • 8.3

    ANOVA(a)

    Source

    Sum of Squares

    df

    Mean Squares

    Regression

    5266.738

    4

    1316.685

    Residual

    .884

    52

    .017

    Uncorrected Total

    5267.622

    56

    Corrected Total

    319.677

    55

    Dependent variable: y

    a R squared = 1 - (Residual Sum of Squares) / (Corrected Sum of Squares) = .997.

  • 8.3 8.5

    Chart2

    5.51965.6511

    5.635.7025

    5.74825.7704

    5.87965.8517

    6.02665.9443

    6.14656.0466

    6.28286.1577

    6.46536.2764

    6.59946.402

    6.72076.5337

    6.62076.6709

    6.58596.8129

    6.72956.9592

    6.91727.1093

    7.04997.2628

    7.25387.4191

    7.45427.5778

    7.63687.7386

    7.85347.9012

    8.06718.065

    8.29928.2299

    8.52298.3955

    8.71778.5615

    8.92118.7277

    9.08598.8937

    9.2429.0594

    9.37179.2246

    9.49749.3889

    9.62599.5523

    9.75429.7144

    9.87059.8753

    10.007210.0346

    10.154110.1923

    10.249510.3481

    10.347510.5021

    10.453210.654

    10.572110.8038

    10.72410.9513

    10.897811.0965

    11.270411.2392

    11.433311.3795

    11.582311.5173

    11.717111.6524

    11.851711.7849

    11.98511.9148

    12.112112.0419

    12.238912.1662

    12.362612.2878

    12.476112.4066

    12.578612.5227

    12.674312.6359

    12.762712.7463

    12.845312.854

    12.922712.9588

    12.998813.0609

    13.075613.1603

    200613.2569

    200713.3508

    200813.4421

    200913.5306

    201013.6166

    201113.7

    201213.7809

    201313.8592

    201413.9351

    201514.0086

    201614.0796

    201714.1484

    201814.2148

    201914.2791

    202014.3411

    202114.401

    202214.4588

    202314.5145

    202414.5682

    202514.62

    202614.6699

    202714.718

    202814.7642

    202914.8087

    203014.8515

    14.8926

    14.9321

    14.9701

    15.0066

    15.0416

    15.0752

    15.1074

    15.1383

    15.1679

    15.1962

    15.2234

    15.2494

    15.2743

    15.2981

    15.3209

    15.3426

    15.3634

    15.3833

    15.4023

    15.4204

    2.1

    yx

    26.23.4

    17.81.8

    31.34.6

    23.12.3

    27.53.1

    365.5

    14.10.7

    22.33

    19.62.6

    31.34.3

    242.1

    17.31.1

    43.26.1

    36.44.8

    26.13.8

    2.2

    xy

    1980460234.75

    1981489259.26

    1982525280.58

    1983580305.97

    1984692347.15

    1985853433.53

    1986956481.36

    19871104545.4

    19881355687.51

    19891512756.27

    19901634797.08

    19911879890.66

    199222871063.39

    199329391323.22

    199439231736.32

    199548542224.59

    199655762627.06

    199760532819.36

    199863922958.18

    3.1

    x1x2x3x4x5x6x7x8x9x10x11x12y

    1.944.5154.45207.33246.87277.64135.7930.58110.6780.8351.8314.092384

    0.336.49133.16127.29120.17114.8881.2114.0535.71627.12.93202

    6.1617.18313.4386.96202.98204.2279.4332.4279.3814.54128.1342.15100

    5.359.3123.8122.94101.5996.8434.6713.9937.285.9363.913.1238

    3.784.26106.0595.4927.5822.7534.2414.0628.24.6935.729.51126

    11.178.17271.96533.15164.4123.78187.758.6390.5231.7184.0511.61262

    2.843.61109.37130.852.4962.2638.1521.8244.5325.7848.4914.2238

    8.6411.41160.06246.57109.18115.3268.7134.5558.0813.5272.0521.17121

    3.646.67244.42412.04459.63512.21160.4543.5189.9348.5548.637.051218

    30.8919.08435.77724.85376.04381.81210.3971.82150.6423.74188.2819.65529

    6.266.3321.75665.8157.94172.19147.1652.4478.1610.993.059.45361

    4.138.87152.29258.683.4285.175.7426.7563.475.8947.022.6651

    5.855.61347.25332.59157.32172.48115.1633.877.278.6979.018.24651

    6.76.8145.4143.5497.4100.543.2817.7151.035.4162.0318.2543

    10.811.73442.2665.33411.89429.88115.0787.45145.2521.39187.77110.2220

    4.1622.51299.63316.81132.57139.7684.7953.9384.2312.36116.8910.38101

    4.647.65195.56373.04161.84180.14101.585880.5321.61100.695.1688

    7.0810.99216.49291.73119.22125.6247.0548.1997.9712.07139.3916.67156

    16.324.1688.83827.16271.07268.2331.5571.44146.1523.38145.7716.522942

    4.014125.04243.552.0631.2247.2525.5955.274.4960.1313.64156

    0.82.0735.0360.929.230.1420.224.2212.191.39.290.2796

    4.422.1178.93138.4368.3173.8479.9818.4243.320.0148.480.7288

    11.189.42196.27328.46204.49144.45101.2143.0174.2215.8590.611.0584

    2.012.0325.0469.9740.8636.4527.0213.826.832.8625.636.7648

    6.436.0888.9170.1588.8689.8433.6629.251.258.640.474.81261

    1.910.985.0811.130.671.691.942.955.020.897.590.1733

    5.499.9115.4294.6376.5753.1447.8822.0856.9714.0248.6438.17247

    3.977.839.3299.2341.6450.5511.418.8115.986.3316.467.0230

    1.313.0813.6718.7918.3718.573.153.148.661.2614.31.23

    1.12.116.1119.6417.8516.524.163.036.761.067.523.181

    4.5810.3592.03103.3449.1950.228.1411.8237.954.5239.493.5382

    3.2

    x1x2y

    253547.79553.96

    20896.34208.55

    6750.323.1

    10012087.052815.4

    5251639.311052.12

    8253357.73427

    120808.47442.82

    28520.2770.12

    7671.13122.24

    5322863.321400

    751160464

    40862.757.5

    187672.99224.18

    122901.76538.94

    743546.182442.79

    2949158.153600

    195015.51965.6511

    195125.635.7025

    195235.74825.7704

    195345.87965.8517

    195456.02665.9443

    195566.14656.0466

    195676.28286.1577

    195786.46536.2764

    195896.59946.4020

    1959106.72076.5337

    1960116.62076.6709

    1961126.58596.8129

    1962136.72956.9592

    1963146.91727.1093

    1964157.04997.2628

    1965167.25387.4191

    1966177.45427.5778

    1967187.63687.7386

    1968197.85347.9012

    1969208.06718.0650

    1970218.29928.2299

    1971228.52298.3955

    1972238.71778.5615

    1973248.92118.7277

    1974259.08598.8937

    1975269.2429.0594

    1976279.37179.2246

    1977289.49749.3889

    1978299.62599.5523

    1979309.75429.7144

    1980319.87059.8753

    19813210.007210.0346

    19823310.154110.1923

    19833410.249510.3481

    19843510.347510.5021

    19853610.453210.6540

    19863710.572110.8038

    19873810.72410.9513

    19883910.897811.0965

    19894011.270411.2392

    19904111.433311.3795

    19914211.582311.5173

    19924311.717111.6524

    19934411.851711.7849

    19944511.98511.9148

    19954612.112112.0419

    19964712.238912.1662

    19974812.362612.2878

    19984912.476112.4066

    19995012.578612.5227

    20005112.674312.6359

    20015212.762712.7463

    20025312.845312.8540

    20035412.922712.9588

    20045512.998813.0609

    20055613.075613.1603

    20065713.2569

    20075813.3508

    20085913.4421

    20096013.5306

    20106113.6166

    20116213.7000

    20126313.7809

    20136413.8592

    20146513.9351

    20156614.0086

    20166714.0796

    20176814.1484

    20186914.2148

    20197014.2791

    20207114.3411

    20217214.4010

    20227314.4588

    20237414.5145

    20247514.5682

    20257614.6200

    20267714.6699

    20277814.7180

    20287914.7642

    20298014.8087

    20308114.8515

    20318214.8926

    20328314.9321

    20338414.9701

    20348515.0066

    20358615.0416

    20368715.0752

    20378815.1074

    20388915.1383

    20399015.1679

    20409115.1962

    20419215.2234

    20429315.2494

    20439415.2743

    20449515.2981

    20459615.3209

    20469715.3426

    20479815.3634

    20489915.3833

    204910015.4023

    205010115.4204

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    00

    00

    00

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    0

    li8.

    ty

    1980111.41

    1981213.55

    1982313.28

    1983412.92

    1984515.28

    1985617.12

    1986721.67

    1987824.02

    1988924.55

    19891030.55

    19901134.04

    19911238.17

    19921353.36

    19931468.21

    19941569.37

    19951678.08

    19961778.02

    19971892.06

    199819100.14

    19992099.89

    20002199.448

    200122103.6737

    200223106.32

    200324103.42

    200425115.52

    Sheet1

    199319.546.633.919.947.432.7-0.4-0.81.2100.019.546.633.9

    199419.746.533.820.347.831.9-0.6-1.31.9100.019.746.533.8

    199519.747.233.120.548.830.7-0.8-1.62.4100.019.747.233.1

    199619.547.533.020.449.530.1-0.9-2.02.9100.019.547.533.0

    199718.147.534.419.150.030.9-1.0-2.53.5100.018.147.534.4

    199817.346.236.518.649.332.1-1.3-3.14.4100.017.346.236.5

    199916.245.838.017.649.432.9-1.4-3.75.199.916.245.838.0

    200014.845.939.316.450.233.4-1.5-4.35.8100.014.845.939.3

    200114.145.240.715.850.134.1-1.7-4.96.6100.014.145.240.7

    200213.544.841.715.350.434.3-1.8-5.67.4100.013.544.841.7

    200312.546.041.514.452.233.4-1.9-6.28.1100.012.546.041.5

    200413.146.240.715.252.931.9-2.1-6.78.8100.013.146.240.7

    GDP

    199018547.95017.07717.45813.5

    199121617.85288.69102.27227.0

    199226638.15800.011699.59138.6

    199334634.46882.116428.511323.8

    199446759.49457.222372.214930.0

    199558478.111993.028537.917947.2

    199667884.613844.233612.920427.5

    199774462.614211.237222.723028.7

    199878345.214552.438619.325173.5

    199982067.514472.040557.827037.7

    200089468.114628.244935.329904.6

    200197314.815411.848750.033153.0

    2002104790.616117.353540.735132.6

    SUMMARY OUTPUT

    Multiple R0.9998190104

    R Square0.9996380536

    Adjusted R Square0.9996051494

    586.4816333583

    13

    dfSSMSFSignificance F

    110449609223.34810449609223.34830380.24121059550

    113783567.76893328343960.706266662

    1210453392791.1169

    Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%

    Intercept4134.2489719396367.720989829611.24289634340.00000022663324.90053077424943.5974131053324.90053077424943.597413105

    X Variable 11.90096847330.0109063469174.299286316901.87696376571.92497318091.87696376571.9249731809

    199018547.950177717.45813.518547.9

    199121617.85288.69102.2722721617.8

    199226638.1580011699.59138.626638.1

    199334634.46882.116428.511323.834634.4

    199446759.49457.222372.21493046759.4

    199558478.11199328537.917947.258478.1

    199667884.613844.233612.920427.567884.6

    199774462.614211.237222.723028.774462.6

    199878345.214552.438619.325173.578345.2

    199982067.51447240557.827037.782067.5

    200089468.114628.244935.329904.689468.1

    200197314.815411.8487503315397314.8

    2002104790.616117.353540.735132.6104790.6

    SUMMARY OUTPUTSUMMARY OUTPUT

    Multiple R1Multiple R0.9986922681

    R Square1R Square0.9973862464

    Adjusted R Square1Adjusted R Square0.9968634956

    0730.238812478

    77

    dfSSMSFSignificance FdfSSMSFSignificance F

    31020082220.85429340027406.95142938496757177629394000000000000000011017415977.238041017415977.238041907.95764317750.0000001187

    30052666243.61624623533248.723249246

    61020082220.8542961020082220.85429

    Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%Coefficientst StatP-valueLower 95%Upper 95% 95.0% 95.0%

    Intercept0.00000000010.00000000010.88933388360.4393368096-0.00000000020.0000000003-0.00000000020.0000000003Intercept5716.32804942921833.8045625953.11719589210.02633557071002.383352437210430.27274642121002.383352437210430.2727464212

    X Variable 11015104323513538401111X Variable 11.8648954650.042694322743.68017448660.00000011871.75514621461.97464471541.75514621461.9746447154

    X Variable 21055881074840137701111

    X Variable 31054596202838836201111

    4.3

    yx

    12648777

    21059210

    3909954

    413110508

    512210979

    610711912

    740612747

    850313499

    943114269

    1058815522

    1189816730

    1295017663

    1377918575

    1481919635

    15122221163

    16170222880

    17157824127

    18165425604

    19140026500

    20182927670

    21220028300

    22201727430

    23210529560

    24160028150

    25225032100

    26242032500

    27257035250

    28172033500

    29190036000

    30210036200

    31230038200

    3.3

    yx1x2x3x4x5

    1978231301018888149114.89180.92

    1979298335021958638916.00420.39

    1980343368825319220419.53570.25

    1981401394127999530021.82776.71

    1982445425830549992223.27792.43

    19833914736335810604422.91947.70

    19845545652390511035326.021285.22

    19857447020487911211027.721783.30

    19869977859555210857932.432281.95

    198713109313638611242938.912690.23

    1988144211738803812264537.383169.48

    1989128313176900511380747.192450.14

    199016601438496639571250.682746.20

    1991217816557109699508155.913335.65

    1992288620223129859969383.663311.50

    19933383248821594910545896.084152.70

  • 8.3 8.6 C-DCobbDouglas y,K()L()A>0abKLAab

  • 8.3 a1% b1% a+b returns to scalea+b =111a+b 111a+b 111

  • 8.3

    (1)

    (2)

    lny=lnA+ lnK+lnL

    y=lny,0=lnA,x1=lnK,x2=lnL,y=0+ x1+x2+

    _1239827757.unknown

    _1239827781.unknown

  • 8.3

    tGDPKL lnGDPlnKlnL197813624.1 1377.9 401528.1953617.22831610.60043197924038.2 1474.2 410248.3035547.29587110.62191198034517.8 1590.0 423618.4157807.37148910.65398198144862.4 1581.0 437258.4892877.36581310.68568198255294.7 1760.2 452958.5744627.47318310.72095198365934.5 2005.0 464368.6885387.60339910.74583198477171.0 2468.6 481978.8778007.81140610.78305198588964.4 3386.0 498739.1010168.12740510.817241986910202.2 3846.0 512829.2303598.25478910.8451019871011962.5 4322.0 527839.3895328.37147410.8739419881114928.3 5495.0 543349.6110148.61159410.9029119891216909.2 6095.0 553299.7356138.71522410.9210519901318547.9 6444.0 647499.8281128.77090511.0782719911421617.8 7517.0 654919.9812728.92492211.0896719921526638.1 9636.0 6615210.190109.17326111.0997119931634634.4 14998.0 6680810.452609.61567211.1095819941746759.4 19260.6 6745510.752779.86581711.1192219951858478.1 23877.0 6806510.9764110.0806711.1282219961967884.6 26867.2 6895011.1255610.1986611.1411419972074462.6 28457.6 6982011.2180510.2561711.1536819982178345.2 29545.9 7063711.2688810.293711.1653119992282067.5 30701.6 7139411.3153010.3320711.1759720002389468.1 32611.4 7208511.4016410.3924211.1856020012497314.8 37460.8 7302511.4857110.5310511.19856200225105172.3 42355.4 7374011.5633610.6538511.20830

  • 8.3 yGDP () K () L() (1)8.158.14SPSS

  • 8.3

    ANOVA

    Model

    Sum of Squares

    df

    Mean Square

    F

    Sig.

    1

    Regression

    32.236

    2

    16.118

    5917.774

    .000

    Residual

    .060

    22

    .003

    Total

    32.296

    24

    Coefficients(a)

    Unstandardized Coefficients

    Standardized Coefficients

    t

    Sig

    B

    Std. Error

    Beta

    (Constant)

    -2.086

    1.903

    -1.096

    .285

    lnK

    .902

    .035

    .936

    25.863

    .000

    lnL

    .361

    .201

    .065

    1.794

    .087

    a Dependent Variable: lnGDP

  • 8.3 a=0.902b =0.361a+b =0.902+0.361=1.2631A==0.1242b P=0.087C-D

  • 8.3 ,818.95%-0.555 1.56500C-D

  • 8.3

    Parameter Estimates

    Parameter

    Estimate

    Std. Error

    95% Confidence Interval

    Lower Bound

    Upper Bound

    A

    .020

    .104

    -.196

    .236

    alpha

    .922

    .064

    .789

    1.056

    beta

    .505

    .511

    -.555

    1.565

  • 8.3

    yt l nyt

    yt

    ytyt

  • 8.3 VIF=15.5k=0.20R20.998 140.980 58****** Ridge Regression with k = 0.20 ****** B SE(B) Beta B/SE(B)lnK .49700385 .02048319 .51558506 24.26398868lnL 2.18274631 .11798929 .39309616 18.49952910Constant -18.43784255 1.27336521 .00000000 -14.47961853

  • 8.3 a=0.4970b =2.183A= b =2.183

  • 8.3 ,

  • 8.3 SPSS3.2SPSS

  • 8.3 1yModel Expressionsb0+b1*x1+b2*x2 2.b0=-213.7,b1=2.185,b2=0.368Continue; 3.Options,OptionsLevenberg-Marquardt,Sequential quadratic programContinue 4LossLoss FunctionSum of squared residuals,User-defiend loss functionABS(y-b0-b1*x1-b2*x2)Continue 5Save

  • 8.3

    Iteration Loss funct B0 B1 B2 0.1 4511.684440 -213.70000 2.18500000 .368000000 1.1 4393.393596 -213.69997 2.19431077 .403145685 2.1 4362.671030 -213.69984 2.13568898 .431261430 3.1 4354.739136 -213.78915 2.12883998 .429074345 4.1 4352.083704 -213.78515 2.13523424 .427309206

    =-213.79+2.1352x1+0.4273x2

    _1031994335.unknown

  • 8.3

    x1

    x2

    yi

    eia

    ei

    1

    25

    3547.79

    553.96

    1355.6

    -801.64

    1385.63

    -831.67

    2

    20

    896.34

    208.55

    211.93

    -3.38

    133.52

    75.03

    3

    6

    750.32

    3.10

    119.64

    -116.54

    36.62

    -33.52

    4

    1001

    2087.05

    2815.40

    2815.4

    0

    2688.57

    126.83

    5

    525

    1639.31

    1052.12

    1607.71

    -555.59

    1509.71

    -457.59

    6

    825

    3357.70

    3427.00

    2982.56

    444.44

    2925.4

    501.6

    7

    120

    808.47

    442.82

    387.91

    54.91

    295.96

    146.86

    8

    28

    520.27

    70.12

    68.32

    1.8

    -26.34

    96.46

    9

    7

    671.13

    122.24

    87.94

    34.3

    1.57

    120.67

    10

    532

    2863.32

    1400.00

    2145.68

    -745.68

    2097.28

    -697.28

    11

    75

    1160.00

    464.00

    442.04

    21.96

    369

    95

    12

    40

    862.75

    7.50

    240.29

    -232.79

    158.51

    -151.01

    13

    187

    672.99

    224.18

    473.08

    -248.9

    368.92

    -144.74

    14

    122

    901.76

    538.94

    432.04

    106.9

    343.73

    195.21

    15

    74

    3546.18

    2442.79

    1459.54

    983.25

    1484.64

    958.15

    _1031995501.unknown

    _1257582779.unknown