基于计量经济模型假设检验问题的研究

The Research of Hypothesis Test Problems Based on Economics Model

近年来,对于计量经济模型假设检验问题的研究不多见,本文通过考察计量经济模型的参数假设检验及回归方程假设检验过程,分析了回归参数检验的t统计量显著性的影响因素,分析了回归方程总体显著性F检验与拟合优度R-平方的关系,说明了较低的R-平方,并非意味着方程没有用,参数的t检验和回归方程的F检验仍可能显著。

In recent years, there are few papers of economics model on hypothesis test problems. In this paper, we review the process of hypothesis test about economics parameter and regression equation, analyses the market influence of T - stat measure on parameter test. At the same time, we analyses the relation of F - stat measure and R - equare of regression equation stat measure market. At last, we show the lower R - equare do not predicate the uselessness of the equation. The T - test of parameter and regression equation are always notability.