统计软件应用考试试题

1专业：姓名：学号：河南大学经济学院2015～2016学年第一学期考试统计学专业《统计软件应用》试卷考试方式：闭卷考试时间：120分钟卷面总分：100分题号一二三四五六七八总成绩合分人得分一、（15分）根据“婴儿死亡率.xls”中数据完成下列任务：（1）利用软件对CM婴儿死亡率序列进行统计描述，要求在答题纸上写出均值，标准差，最大值，最小值，中位数。（2）作CM与PGNP（人均GNP）、FLR（妇女文盲率）和TFP（总生育率）之间的回归，把结果复制粘贴到后面答题区域，并在答题纸上写出回归方程。（3）0.05的显著水平上分析各系数的显著性及各系数的含义（写到答题纸上）。二、（15分）根据表5-14提供的美国GNP和M2数据：（1）完成GNP对M2的线性（两变量直接回归）、双对数（因变量和自变量都取对数后回归）、对数—线性（因变量取对数自变量不取对数的回归）模型估计，在答题纸上写出各模型回归方程（要求把软件输出结果复制粘贴到后面）。（2）解释双对数模型系数的含义（写到答题纸上）。（3）货币学家认为，货币供给的变化率与GNP变化率存在一对一的关系（检验货币供给的变化率与GNP变化率之比是否为1），要求把软件输出结果复制粘贴到后面，答题纸上给出检验结果分析货币学家观点是否正确。三、（15分）利用auto.dta的数据，利用stata按如下要求绘制图形：（1）根据foreign变量分组绘制mpg与weight的散点和线性拟合复合图，并要求散点为红色。（2）绘制mpg、price与weight的散点图，要求两个y轴变量分别使用左右两个y轴。（3）绘制price与weight的散点图，拟合图和一元线性回归的95%的预测区间复合图。2四、（10分）使用数据“大学生信息表.dta”里的drink变量和employed变量，把你计算的软件运行结果复制粘贴到后面，并在答题纸上分析饮酒行为是否会因为是否就业而有所变化。五、（10分）使用职工信息表.dta,完成以下任务：（1）画出男女职工工资柱状图（2）使用t统计量检验不同性别的职工工资是否存在显著差异（结果写在答题纸上并分析原因）六、（15分）使用fringe.dta数据：（1）估计因变量为hrearn自变量为educ、exper、expersq、tenure、union、south、nrtheast、male的回归方程（回归方程写在答题纸上）（2）检验多重共线性（答题纸上写出结果并分析原因）（3）检验异方差性（答题纸上写出结果并分析原因）七、（10分）利用给出的mroz.dta数据，估计变量educ、exper、expersq、age、kidslt6kidsge6对二元变量女性劳动参与inlf的真实直接影响，根据软件结构写出回归方程并解释educ系数的含义。八、（10分）附加题利用R软件计算如下问题：已知矩阵-1-31120002,求该矩阵转置矩阵的特征值和特征向量（答题纸上写出结果）。答题区域一、（2）DependentVariable:CMMethod:LeastSquaresDate:12/21/15Time:15:06Sample:164Includedobservations:64VariableCoefficientStd.Errort-StatisticProb.C168.306732.891655.1170030.0000FLR-1.7680290.248017-7.1286630.00003PGNP-0.0055110.001878-2.9342750.0047TFR12.868644.1905333.0708830.0032R-squared0.747372Meandependentvar141.5000AdjustedR-squared0.734740S.D.dependentvar75.97807S.E.ofregression39.13127Akaikeinfocriterion10.23218Sumsquaredresid91875.38Schwarzcriterion10.36711Loglikelihood-323.4298Hannan-Quinncriter.10.28534F-statistic59.16767Durbin-Watsonstat2.170318Prob(F-statistic)0.000000二、（1）线性DependentVariable:GNPMethod:LeastSquaresDate:12/21/15Time:15:16Sample:19652006Includedobservations:42VariableCoefficientStd.Errort-StatisticProb.C703.275387.434328.0434690.0000M20.4718220.00719565.580310.0000R-squared0.990785Meandependentvar5113.645AdjustedR-squared0.990555S.D.dependentvar3725.917S.E.ofregression362.1107Akaikeinfocriterion14.66823Sumsquaredresid5244967.Schwarzcriterion14.75097Loglikelihood-306.0327Hannan-Quinncriter.14.69855F-statistic4300.777Durbin-Watsonstat0.135454Prob(F-statistic)0.000000双对数DependentVariable:LOG(GNP)Method:LeastSquaresDate:12/21/15Time:15:18Sample:19652006Includedobservations:42VariableCoefficientStd.Errort-StatisticProb.C0.7825760.06864411.400450.0000LOG(M2)0.8538880.007839108.93120.00004R-squared0.996640Meandependentvar8.207998AdjustedR-squared0.996556S.D.dependentvar0.893209S.E.ofregression0.052416Akaikeinfocriterion-3.012771Sumsquaredresid0.109896Schwarzcriterion-2.930025Loglikelihood65.26819Hannan-Quinncriter.-2.982441F-statistic11866.00Durbin-Watsonstat0.143813Prob(F-statistic)0.000000对数—线性DependentVariable:LOG(GNP)Method:LeastSquaresDate:12/21/15Time:15:20Sample:19652006Includedobservations:42VariableCoefficientStd.Errort-StatisticProb.C7.2392150.08953880.850640.0000M20.0001047.37E-0614.066920.0000R-squared0.831847Meandependentvar8.207998AdjustedR-squared0.827643S.D.dependentvar0.893209S.E.ofregression0.370824Akaikeinfocriterion0.900268Sumsquaredresid5.500408Schwarzcriterion0.983014Loglikelihood-16.90563Hannan-Quinncriter.0.930598F-statistic197.8783Durbin-Watsonstat0.038720Prob(F-statistic)0.000000（3）WaldTest:Equation:UntitledTestStatisticValuedfProbabilityt-statistic-18.63963400.0000F-statistic347.4357(1,40)0.0000Chi-square347.435710.0000NullHypothesis:C(2)=1NullHypothesisSummary:NormalizedRestriction(=0)ValueStd.Err.5-1+C(2)-0.1461120.007839Restrictionsarelinearincoefficients.三、（1）102030402,0003,0004,0005,0002,0003,0004,0005,0002,0003,0004,0005,000DomesticForeignTotalMileage(mpg)FittedvaluesWeight(lbs.)GraphsbyCartype（2）05,00010,00015,000Price10203040Mileage(mpg)2,0003,0004,0005,000Weight(lbs.)Mileage(mpg)Price6（3）05,00010,00015,0002,0003,0004,0005,000Weight(lbs.)PriceFittedvalueslo/hi四、.0.014No2.13969ColMeanYesRowMean-(Scheffe)Comparisonof33-pointdrinkingscalebyAreyouemployed?Bartlett'stestforequalvariances:chi2(1)=0.0683Probchi2=0.794Total10848.481324045.2020055Withingroups10574.733623944.2457472Betweengroups273.747741273.747746.190.0136SourceSSdfMSFProbFAnalysisofVarianceTotal19.1369296.7232437241No20.36.7382926110Yes18.1603056.5783056131employed?MeanStd.Dev.Freq.AreyouSummaryof33-pointdrinkingscale.onewaydrinkemployed,tabulatescheffe五、7（1）02004006008001,000meanofwage男职工女职工（2）.Pr(Tt)=0.9668Pr(|T||t|)=0.0664Pr(Tt)=0.0332Ha:diff0Ha:diff!=0Ha:diff0Ho:diff=0degreesoffreedom=28diff=mean(ÄÐÖ°¹¤)-mean(Ůְ¹¤)t=1.9105diff45.4761923.80348-3.28302894.23541combined30885.833311.3956162.41633862.5267909.14Ůְ¹¤98547.89690523.69072835.7897872.2103ÄÐÖ°¹¤21899.476215.0759469.08663868.0283930.924GroupObsMeanStd.Err.Std.Dev.[95%Conf.Interval]Two-samplettestwithequalvariances.ttestwage,by(gender)00000000000008六、七、八、