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Dependent Variable: ACTU
Method: Least Squares
Date: 12/12/09 Time: 00:51
Sample: 1 57
Included observations: 57
Variable Coefficient Std. Error t-Statistic Prob.
C 14895.15 4856.495 3.067057 0.0034
EXPE 0.909212 0.148855 6.108026 0.0000
D1*EXPE 0.443202 0.213540 2.075495 0.0427
R-squared 0.646817 Mean dependent var 32646.88
Adjusted R-squared 0.633736 S.D. dependent var 56341.82
S.E. of regression 34097.94 Akaike info criterion 23.76306
Sum squared resid 6.28E+10 Schwarz criterion 23.87059
Log likelihood -674.2471 Hannan-Quinn criter. 23.80485
F-statistic 49.44753 Durbin-Watson stat 1.992998
Prob(F-statistic) 0.000000
问:虚拟变量的设定中有基础类型(1)和比较类型(0),我对于上述模型中回归的结果可以解释:
1、对于基础类型,得ACTU=14895+1.3924EXPE
2、对于比较类型,得ACTU=14895+0.9092EXPE
这样可以么?还有我想说对于基础类型,ACTU 与EXPE具有更明显的线性相关关系,行么?