1.已知1996—中國東北、華北、華東15個省級地區的居民家庭人均消費（，不變價格）和人均收入（，不變價格）居民，運用數據（1）建立面板數據（paneldata）工作文獻；（2）定義序列名并輸入數據；（3）估計選擇面板模型；（4）面板單位根檢查。年人均消費（consume）和人均收入（income）數據以及消費者價格指數（p）分別見表9.1，9.2和9.3。表9.11996—中國東北、華北、華東15個省級地區的居民家庭人均消費（元）數據人均消費1996199719981999CONSUMEAH3607.433693.553777.413901.814232.984517.654736.52CONSUMEBJ5729.526531.816970.837498.488493.498922.7210284.6CONSUMEFJ4248.474935.955181.455266.695638.746015.116631.68CONSUMEHB3424.354003.713834.434026.34348.474479.755069.28CONSUMEHLJ3110.923213.423303.153481.743824.444192.364462.08CONSUMEJL3037.323408.033449.743661.684020.874337.224973.88CONSUMEJS4057.54533.574889.435010.915323.185532.746042.6CONSUMEJX2942.113199.613266.813482.333623.563894.514549.32CONSUMELN3493.023719.913890.743989.934356.064654.425342.64CONSUMENMG2767.843032.33105.743468.993927.754195.624859.88CONSUMESD3770.994040.634143.964515.0550225252.415596.32CONSUMESH6763.126819.946866.418247.698868.199336.110464CONSUMESX3035.593228.713267.73492.983941.874123.014710.96CONSUMETJ4679.615204.155471.015851.536121.046987.227191.96CONSUMEZJ5764.276170.146217.936521.547020.227952.398713.08表9.21996—中國東北、華北、華東15個省級地區的居民家庭人均收入（元）數據人均收入1996199719981999INCOMEAH4512.774599.274770.475064.65293.555668.86032.4INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36INCOMEHB4442.814958.675084.645365.035661.165984.826679.68INCOMEHLJ3768.314090.724268.54595.144912.885425.876100.56INCOMEJL3805.534190.584206.644480.0148105340.466260.16INCOMEJS5185.795765.26017.856538.26800.237375.18177.64INCOMEJX3780.24071.324251.424720.585103.585506.026335.64INCOMELN4207.234518.14617.244898.615357.795797.016524.52INCOMENMG3431.813944.674353.024770.535129.055535.896051INCOMESD4890.285190.795380.085808.966489.977101.087614.36INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8INCOMESX3702.693989.924098.734342.614724.115391.056234.36INCOMETJ5967.716608.397110.547649.838140.58958.79337.56INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.6表9.31996—中國東北、華北、華東15個省級地區的消費者物價指數物價指數1996199719981999PAH109.9101.310097.8100.7100.599PBJ111.6105.3102.4100.6103.5103.198.2PFJ105.9101.799.799.1102.198.799.5PHB107.1103.598.498.199.7100.599PHLJ107.1104.4100.496.898.3100.899.3PJL107.2103.799.29898.6101.399.5PJS109.3101.799.498.7100.1100.899.2PJX108.410210198.6100.399.5100.1PLN107.9103.199.398.699.910098.9PNMG107.6104.599.399.8101.3100.6100.2PSD109.6102.899.499.3100.2101.899.3PSH109.2102.8100101.5102.5100100.5PSX107.9103.198.699.6103.999.898.4PTJ109103.199.598.999.6101.299.6PZJ107.9102.899.798.810199.899.1

（1）建立面板數據工作文獻首先建立工作文獻。打動工作文獻后，過程如下：建立面板數據庫。在窗口中輸入15個不一樣省級地區的標識。（2）定義序列名并輸入數據產生3*15個尚未輸入數據的變量名。這樣可以通過鍵盤輸入或黏貼的措施數據數據。（3）估計、選擇面板模型打開一種pool窗口，先輸入變量后綴（所要使用的變量）。點擊Estimate，打開估計窗口。A.混合模型的估計措施左邊的Common表達相似系數，即表達不一樣個體有相似的斜率。得到如下輸出成果：對應的體現式是：(2.0)(79.7)上式表達15個省級地區的城鎮人均指出平均占收入的76%。B.個體固定效應回歸模型的估計措施將截距項選擇區選Fixedeffects（固定效應）得到如下輸出成果：對應的體現式為：(6.3)(55)其中虛擬變量的定義是：15個省級地區的城鎮人均指出平均占收入70%。從上面的成果可以看出北京市居民的自發性消費明顯高于其他地區。接下來用F記錄量檢查是應當建立混合回歸模型，還是個體固定效應回歸模型。：。模型中不一樣個體的截距相似（真實模型為混合回歸模型）。：模型中不一樣個體的截距項不一樣（真實模型為個體固定效應回歸模型）。F記錄量定義為：其中表達約束模型，即混合估計模型的殘差平方和，表達非約束模型，即個體固定效應回歸模型的殘差平方和。非約束模型比約束模型多了個被估參數。因此本例中：因此推翻原假設，建立個體固定效應回歸模型更合理。C.時點固定效應回歸模型的估計措施將時間選擇為固定效應。得到如下輸出成果：對應的體現式為：(76.6)其中虛擬變量的定義是：D.個體隨機效應回歸模型估計截距項選擇Randomeffects（個體隨機效應）得到如下部分輸出成果：對應的體現式是：(68.5)其中虛擬變量的定義是：接下來運用Hausman記錄量檢查應當建立個體隨機效應回歸模型還是個體固定效應回歸模型。：個體效應與回歸變量（）無關（個體隨機效應回歸模型）：個體效應與回歸變量（）有關（個體固定效應回歸模型）分析過程如下：得到如下檢查成果：由檢查輸出成果的上半部分可以看出，Hausman記錄量的值是14.79，相對應的概率是0.0001，即拒接原假設，應當建立個體固定效應模型。檢查成果的下半部分是Hausman檢查中間成果比較。個體固定效應模型對參數的估計值為0.697561，隨機效應模型對參數的估計值為0.724569。兩個參數的估計量的分布方差的差為0.000049。綜上分析，1996—中國東北、華北、華東15個省級地區的居民家庭人均消費和人金收入問題應當建立個體固定效應回歸模型。人均消費平均占人均收入的70%。隨地區不一樣，自發消費（截距項）存在明顯性差異。（4）面板單位根檢查以cp序列為例。首先在工作文獻窗口中打開cp變量的15個數據組。單位根檢查過程如下：得到如下檢查成果：從上面的檢查成果可以看出來，6種檢查措施的結論都認為15個cp序列存在單位根。選擇IPS檢查措施進行單位根檢查。檢查成果如下：從上面的成果可以看出，cp面板存在單位根，同步每個個體都存在單位根。2.搜集中國—各地區城鎮居民人均可支配收入X和消費指出Y記錄數據如表9.4。數據是6年的，每一年均有32組數據，共192組觀測值。人均可支配收入和消費支出數據（單位：元）地區可支配收入消費支出可支配收入消費支出可支配收入消費支出可支配收入消費支出可支配收入消費支出可支配收入消費支出XYXYXYXYXYXY全國6279.984998.006859.585309.017702.806029.888472.206510.949421.617182.1010493.037942.88北京10349.698493.4911577.788922.7212463.9210284.6013882.6211123.8415637.8412200.4017652.9513244.20天津8140.506121.048958.706987.229337.567191.9610312.917867.5311467.168802.4412638.559653.26河北5661.164348.475984.824479.756679.685069.287239.065439.777951.315819.189107.096699.67山西4724.113941.875391.054123.016234.364710.967005.035105.387902.865654.158913.916342.63內蒙古5129.053927.755535.894195.626051.004859.887012.905419.148122.996219.269136.796928.60遼寧5357.794356.065797.014654.426524.525342.647240.586077.928007.566543.289107.557369.27吉林4810.004020.875340.464337.226260.164973.887005.175492.107840.616068.998690.626794.71黑龍江4912.883824.445425.874192.366100.564462.086678.905015.197470.715567.538272.516178.01上海11718.018868.1912883.469336.1013249.8010464.0014867.4911040.3416682.8212631.0318645.0313773.41江蘇6800.235323.187375.105532.748177.646042.609262.466708.5810481.937332.2612318.578621.82浙江9279.167020.2210464.677952.3911715.608713.0813179.539712.8914546.3810636.1416293.7712253.74安徽5293.554232.985668.804517.656032.404736.526778.035064.347511.435711.338470.686367.67福建7432.265638.748313.086015.119189.366631.689999.547356.2611175.378161.1512321.318794.41江西5103.583623.565506.023894.516335.644549.326901.424914.557559.645337.848619.666109.39山東6489.975022.007101.085252.417614.365596.328399.916069.359437.806673.7510744.797457.31河南4766.263830.715267.424110.176245.404504.686926.124941.607704.905294.198667.976038.02湖北5524.544644.505855.984804.796788.525608.927321.985963.258022.756398.528785.946736.56湖南6218.735218.796780.565546.226958.565574.727674.206082.628617.486884.619523.977504.99廣東9761.578016.9110415.198099.6311137.208988.4812380.439636.2713627.6510694.7914769.9411809.87廣西5834.434852.316665.735224.737315.325413.447785.045763.508689.996445.739286.707032.80海南5358.324082.565838.844367.856822.725459.647259.255502.437735.785802.408123.945928.79重慶6275.985569.846721.095873.697238.046360.248093.677118.069220.967973.0510243.468623.29四川5894.274855.786360.475176.176610.805413.087041.875759.217709.876371.148385.966891.27貴州5122.214278.285451.914273.905944.084598.286569.234948.987322.055494.458151.136159.29云南6324.645185.316797.715252.607240.565827.927643.576023.568870.886837.019265.906996.90西藏7426.325554.427869.165994.398079.126952.448765.458045.349106.078338.219431.188617.11陜西5124.244276.675483.734637.746330.845378.046806.355666.547492.476233.078272.026656.46甘肅4916.254126.475382.914420.316151.445064.246657.245298.917376.745937.308086.826529.20青海5169.964185.735853.724698.596170.525042.526745.325400.247319.675758.958057.856245.26寧夏4912.404200.505544.174595.406067.445104.9