线性回归模型参数线性约束检验的Eviews实施

The Application of Eviews in Testing Parameter under Linear Constrain of regression Model

线性回归模型是计量经济模型的主要形式,其参数除了需要显著性检验和方程显著性检验外,有时还需要对其参数线性约束条件的检验。本文介绍运用Eviews软件对模型参数线性约束的F检验、沃尔德检验与t检验三种方法。

Linear regression model is the principal style of econometric model.Besides the significance testing of parameter and equation. Its parameters sometimes also require linear constrain testing. This paper mainly introduces three kinds of parameter testing methods by using Eviews under linear constrain, they are F testing, Wald testing and T testing.