Econometrie Aplicaii

Verificarea ipotezelor modelului de regresie

1. Ipoteze asupra erorilor

n studiul legturii dintre variabila dependent, Sperana de via la natere (%), i

variabila independent, PIB-locuitor (Euro), nregistrate pentru un eantion de 32 de ri din
Europa, s-au obinut urmtoarele rezultate:
Coefficientsa

Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 76,628 ,659 116,362 ,000
PIB/locuitor ,00011 ,00002 ,698 5,336 ,000
a. Dependent Variable: Speranta de viata la nastere

1.1. Ipoteza
Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Unstandardized Residual 32 -3,74806 4,08698 ,0000000 2,09823475
Valid N (listwise) 32

One-Sample Test

Test Value = 0
95% Confidence
Interval of the
Mean Difference
t df Sig. (2-tailed) Difference Lower Upper
Unstandardized Residual ,000 31 1,000 ,00000000 -,7564943 ,7564943

1.2. Ipoteza

a. Testul
Coefficientsa

Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 1,872 ,380 4,922 ,000
PIB/locuitor -7,5E-006 ,000 -,111 -,614 ,544
a. Dependent Variable: Residuals_abs

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Econometrie Aplicaii

b. Testul

Correlations

Residuals_
abs PIB/locuitor
Spearman's rho Residuals_abs Correlation Coefficient 1,000 -,218
Sig. (2-tailed) . ,230
N 32 32
PIB/locuitor Correlation Coefficient -,218 1,000
Sig. (2-tailed) ,230 .
N 32 32

1.3. Ipoteza

a. Testul

One-Sample Kolmogorov-Smirnov Test

Unstandardiz
ed Residual
N 32
Normal Parametersa,b Mean ,0000000
Std. Deviation 2,09823475
Most Extreme Absolute ,078
Differences Positive ,078
Negative -,064
Kolmogorov-Smirnov Z ,441
Asymp. Sig. (2-tailed) ,990
a. Test distribution is Normal.
b. Calculated from data.

b. Testul

Descriptive Statisticsa

N Minimu Maximu Mean Std. Skewness Kurtosis

Statistic m
Statistic m
Statistic Statistic Deviation
Statistic Statistic Std. Error Statistic Std. Error
Unstandardized
32 -3,74806 4,08698 ,00000 2,098235 ,067 ,414 -,699 ,809
Residual
Valid N (listwise) 32
a. Footnote

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Econometrie Aplicaii

1.4. Ipoteza

a. Testul
Model Summaryb

Adjusted Std. Error of Durbin-

Model R R Square R Square the Estimate Watson
1 ,698a ,487 ,470 2,1329 1,633
a. Predictors: (Constant), PIB/locuitor
b. Dependent Variable: Speranta de viata la nastere

b. Testul
Runs Test

Unstandardiz
ed Residual
Test Valuea ,12239
Cases < Test Value 16
Cases >= Test Value 16
Total Cases 32
Number of Runs 16
Z -,180
Asymp. Sig. (2-tailed) ,857
a. Median

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2. Ipoteze cu privire la variabilele independente

2.1. Ipoteza

a. n studiul legturii dintre variabila dependent, Sperana de via la natere (%), i

variabilele independente, PIB-locuitor (Euro) i Numrul de medici specialiti, nregistrate pentru
un eantion de 32 de ri din Europa, s-au obinut urmtoarele rezultate:
Coefficientsa

Unstandardized Standardized
Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) 76,305 ,648 117,781 ,000
PIB/locuitor ,000 ,000 ,672 5,366 ,000 ,990 1,010
Medici specialisti 2,44E-005 ,000 ,252 2,008 ,054 ,990 1,010
a. Dependent Variable: Speranta de viata la nastere

b. Pentru exemplificarea ipotezei de necoliniaritate, se consider studiul legturii dintre

variabila dependent, Timpul de accelerare de la 0 la 100 km/h (secunde), i variabilele
independente, Puterea motorului (CP) i Numrul de cilindri.
Coefficientsa

Unstandardized Standardized
Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance VIF

1 (Constant) 3,056 ,021 147,099 ,000
Horsepower -,004 ,000 -,932 -14,995 ,000 ,288 3,467
Number of Cylinders ,025 ,007 ,231 3,723 ,000 ,288 3,467
a. Dependent Variable: lnTime