蓝色 发表于 2013-7-13 00:41 
不提供具体数据,难以判断错误
FGNLS regression
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Equation | Obs Parms RMSE R-sq Constant
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1 lnca | 20 . .0142847 1.0000* (none)
2 sl | 20 . .0067662 0.9995* (none)
3 se | 20 . .0090048 0.9995* (none)
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* Uncentered R-sq
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| Coef. Std. Err. z P>|z| [95% Conf. Interval]
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/z0 | -782.0965 . . . . .
/z1 | -.0088672 .0026679 -3.32 0.001 -.0140962 -.0036382
/z2 | 5.132203 1.000947 5.13 0.000 3.170383 7.094023
/z14 | .0007173 .0001176 6.10 0.000 .0004869 .0009478
/z24 | -.1857547 .049265 -3.77 0.000 -.2823122 -.0891971
/z15 | -.0002366 .0000209 -11.34 0.000 -.0002775 -.0001957
/z25 | .0545494 .0107154 5.09 0.000 .0335476 .0755512
/z11 | .0011035 .0001226 9.00 0.000 .0008631 .0013438
/z12 | -.0003213 .000093 -3.46 0.001 -.0005036 -.0001391
/z22 | .3592626 .0348429 10.31 0.000 .2909717 .4275535
/k1 | .109157 . . . . .
/k2 | 22.75873 . . . . .
/k3 | 35.67095 . . . . .
/b | 1.002294 . . . . .
/z4 | 88.15114 .1810855 486.79 0.000 87.79622 88.50606
/z5 | -13.48022 .1781426 -75.67 0.000 -13.82937 -13.13107
/z45 | .7517334 .0089341 84.14 0.000 .7342229 .769244
/z44 | -4.868163 .0189082 -257.46 0.000 -4.905223 -4.831104
/z55 | -.1081436 .003327 -32.51 0.000 -.1146643 -.1016228
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初始值给出不同结果会有差异,这个差异是否正常?为什么z0、k1、k2、k3、b后面的信息不全呢?还有30个以下的观测值不是应该用t检验吗,为什么返回的是z值?如何在function evaluator program version中把k1标准化为1?(也就是在估计前把k2、k3化为相对于k1的参数)问题挺多的,麻烦您了。