312 Q10-2【テキスト P191】
1. 記述統計量（変数：YY95）
※ 表示変数として「平均、中央値、最大値、最小値、標準偏差、観測値」を選択
A．都道府県別
Descriptive Statistics for YY95 Categorized by values of PREFNUM Date: 05/11/06 Time: 14:36 Sample: 1990 2002
Included observations: 611
PREFNUM Mean Median Max Min. Std. Dev. Obs.
1 19998.23 20228.40 20675.10 18613.10 621.5943 13 2 4391.092 4475.100 4656.500 4041.700 208.2045 13 3 4635.015 4801.200 5156.400 4072.900 343.1432 13 4 8402.508 8583.100 8857.900 7638.400 399.9275 13 5 3798.277 3920.800 4005.600 3511.500 192.7465 13 20 8279.377 8612.100 9241.100 7418.300 636.0440 13 21 7243.377 7342.900 7483.000 6809.400 224.7977 13 22 15550.05 15715.80 16600.60 14635.20 620.3207 13 23 33400.08 33997.20 36519.00 30612.40 1897.328 13 24 6966.538 7133.800 7490.900 6270.800 384.1199 13 25 5617.154 5592.300 5957.100 5093.100 260.5582 13 26 9676.492 9658.600 10066.00 9224.000 202.2770 13 27 40285.10 40468.20 41615.00 39208.10 677.1486 13 28 19997.86 19882.30 21228.70 19212.90 558.1170 13 29 3704.569 3808.900 4018.500 3354.100 256.6822 13 30 3350.700 3373.500 3459.300 3210.800 71.75466 13 31 2071.346 2077.400 2163.400 1951.400 63.32828 13 32 2412.269 2426.900 2579.700 2200.500 129.2642 13 33 7277.646 7242.600 7502.900 6849.100 176.6619 13 34 11216.53 11210.00 11549.70 10988.90 155.2923 13 35 5633.015 5678.600 5898.000 5172.300 185.2473 13 36 2529.038 2589.700 2639.600 2337.600 109.3407 13 37 3712.731 3772.100 3862.900 3385.200 144.9472 13 38 4806.646 4888.500 5146.300 4402.600 224.2134 13 39 2431.615 2490.000 2583.500 2141.600 133.3821 13 40 17374.35 17757.90 18200.10 15889.90 805.3513 13 41 2821.146 2902.300 3011.000 2480.200 174.1299 13 42 4359.131 4445.600 4577.200 3993.100 177.3037 13 43 5776.046 5764.900 6079.100 5488.200 197.8587 13 44 4399.854 4417.200 4861.200 3962.700 276.7450 13 45 3456.215 3547.000 3731.600 3159.200 174.1643 13 46 5048.131 5048.600 5426.100 4591.600 281.1809 13 47 3351.338 3372.500 3589.200 3066.400 178.6209 13 All 10649.91 5685.400 86269.20 1951.400 13624.11 611 （中略）
B．年度別
Descriptive Statistics for YY95
Categorized by values of YEAR Date: 05/11/06 Time: 14:42 Sample: 1990 2002
Included observations: 611
YEAR Mean Median Max Min. Std. Dev. Obs.
1990 10014.84 5172.300 81012.10 1951.400 13341.31 47 1991 10281.77 5431.500 81408.50 2006.100 13519.55 47 1992 10300.14 5583.900 81412.20 1999.900 13494.14 47 1993 10282.26 5498.500 79907.10 2007.100 13259.53 47 1994 10389.84 5605.000 79518.50 2076.600 13212.87 47 1995 10616.31 5685.400 80799.70 2092.400 13467.01 47 1996 10946.03 5957.100 83379.10 2123.800 13909.21 47 1997 10846.69 5856.200 84859.60 2088.800 13994.49 47 1998 10852.51 5694.600 85260.70 2077.400 14031.52 47 1999 10894.82 5706.000 85127.20 2128.700 14017.70 47 2000 11105.63 5934.500 86071.00 2163.400 14201.86 47 2001 10931.09 5755.500 86269.20 2141.500 14159.26 47 2002 10986.89 5898.000 85819.90 2070.400 14157.17 47 All 10649.91 5685.400 86269.20 1951.400 13624.11 611
314 2．都道府県別の 1 折れ線グラフ 18400 18800 19200 19600 20000 20400 20800 90 91 92 93 94 95 96 97 98 99 00 01 02 1 4000 4100 4200 4300 4400 4500 4600 4700 90 91 92 93 94 95 96 97 98 99 00 01 02 2 4000 4200 4400 4600 4800 5000 5200 90 91 92 93 94 95 96 97 98 99 00 01 02 3 7600 7800 8000 8200 8400 8600 8800 9000 90 91 92 93 94 95 96 97 98 99 00 01 02 4 3500 3600 3700 3800 3900 4000 4100 90 91 92 93 94 95 96 97 98 99 00 01 02 5 3700 3800 3900 4000 4100 4200 4300 4400 4500 90 91 92 93 94 95 96 97 98 99 00 01 02 6 6800 7200 7600 8000 8400 8800 90 91 92 93 94 95 96 97 98 99 00 01 02 7 10000 10400 10800 11200 11600 12000 90 91 92 93 94 95 96 97 98 99 00 01 02 8 7400 7600 7800 8000 8200 8400 8600 90 91 92 93 94 95 96 97 98 99 00 01 02 9 7200 7300 7400 7500 7600 7700 7800 7900 8000 90 91 92 93 94 95 96 97 98 99 00 01 02 10 18500 19000 19500 20000 20500 21000 21500 90 91 92 93 94 95 96 97 98 99 00 01 02 11 16800 17200 17600 18000 18400 18800 19200 19600 20000 90 91 92 93 94 95 96 97 98 99 00 01 02 12 79000 80000 81000 82000 83000 84000 85000 86000 87000 90 91 92 93 94 95 96 97 98 99 00 01 02 13 29600 30000 30400 30800 31200 31600 32000 32400 90 91 92 93 94 95 96 97 98 99 00 01 02 14 8200 8400 8600 8800 9000 9200 9400 9600 9800 90 91 92 93 94 95 96 97 98 99 00 01 02 15 4300 4400 4500 4600 4700 4800 4900 90 91 92 93 94 95 96 97 98 99 00 01 02 16 4200 4300 4400 4500 4600 4700 4800 4900 90 91 92 93 94 95 96 97 98 99 00 01 02 17 3000 3100 3200 3300 3400 3500 90 91 92 93 94 95 96 97 98 99 00 01 02 18 2900 3000 3100 3200 3300 3400 90 91 92 93 94 95 96 97 98 99 00 01 02 19 7200 7600 8000 8400 8800 9200 9600 90 91 92 93 94 95 96 97 98 99 00 01 02 20 6800 6900 7000 7100 7200 7300 7400 7500 90 91 92 93 94 95 96 97 98 99 00 01 02 21 14400 14800 15200 15600 16000 16400 16800 90 91 92 93 94 95 96 97 98 99 00 01 02 22 30000 31000 32000 33000 34000 35000 36000 37000 90 91 92 93 94 95 96 97 98 99 00 01 02 23 6200 6400 6600 6800 7000 7200 7400 7600 90 91 92 93 94 95 96 97 98 99 00 01 02 24 5000 5200 5400 5600 5800 6000 90 91 92 93 94 95 96 97 98 99 00 01 02 25 9200 9300 9400 9500 9600 9700 9800 9900 10000 10100 90 91 92 93 94 95 96 97 98 99 00 01 02 26 39000 39500 40000 40500 41000 41500 42000 90 91 92 93 94 95 96 97 98 99 00 01 02 27 18800 19200 19600 20000 20400 20800 21200 21600 90 91 92 93 94 95 96 97 98 99 00 01 02 28 3300 3400 3500 3600 3700 3800 3900 4000 4100 90 91 92 93 94 95 96 97 98 99 00 01 02 29 3200 3250 3300 3350 3400 3450 3500 90 91 92 93 94 95 96 97 98 99 00 01 02 30 1920 1960 2000 2040 2080 2120 2160 2200 90 91 92 93 94 95 96 97 98 99 00 01 02 31 2100 2200 2300 2400 2500 2600 90 91 92 93 94 95 96 97 98 99 00 01 02 32 6800 6900 7000 7100 7200 7300 7400 7500 7600 90 91 92 93 94 95 96 97 98 99 00 01 02 33 10900 11000 11100 11200 11300 11400 11500 11600 90 91 92 93 94 95 96 97 98 99 00 01 02 34 5100 5200 5300 5400 5500 5600 5700 5800 5900 6000 90 91 92 93 94 95 96 97 98 99 00 01 02 35 2300 2350 2400 2450 2500 2550 2600 2650 90 91 92 93 94 95 96 97 98 99 00 01 02 36 3300 3400 3500 3600 3700 3800 3900 90 91 92 93 94 95 96 97 98 99 00 01 02 37 4300 4400 4500 4600 4700 4800 4900 5000 5100 5200 90 91 92 93 94 95 96 97 98 99 00 01 02 38 2100 2200 2300 2400 2500 2600 90 91 92 93 94 95 96 97 98 99 00 01 02 39 15500 16000 16500 17000 17500 18000 18500 90 91 92 93 94 95 96 97 98 99 00 01 02 40 2400 2500 2600 2700 2800 2900 3000 3100 90 91 92 93 94 95 96 97 98 99 00 01 02 41 3900 4000 4100 4200 4300 4400 4500 4600 90 91 92 93 94 95 96 97 98 99 00 01 02 42 5400 5500 5600 5700 5800 5900 6000 6100 90 91 92 93 94 95 96 97 98 99 00 01 02 43 3800 4000 4200 4400 4600 4800 5000 90 91 92 93 94 95 96 97 98 99 00 01 02 44 3100 3200 3300 3400 3500 3600 3700 3800 90 91 92 93 94 95 96 97 98 99 00 01 02 45 4400 4600 4800 5000 5200 5400 5600 90 91 92 93 94 95 96 97 98 99 00 01 02 46 3000 3100 3200 3300 3400 3500 3600 90 91 92 93 94 95 96 97 98 99 00 01 02 47 YY95
Dependent Variable: CP95 Method: Panel Least Squares Date: 05/11/06 Time: 14:52 Sample: 1990 2002
Cross-sections included: 47
Total panel (balanced) observations: 611
Variable
Coefficien
t Std. Error t-Statistic Prob.
C 1102.012 148.7882 7.406577 0.0000
YY95 0.374952 0.013951 26.87641 0.0000
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.998891 Mean dependent var 5095.215
Adjusted R-squared 0.998798 S.D. dependent var 5656.749
S.E. of regression 196.1269 Akaike info criterion 13.47070
Sum squared resid 21656222 Schwarz criterion 13.81755
Log likelihood -4067.300 F-statistic 10784.73
Durbin-Watson stat 0.608617 Prob(F-statistic) 0.000000
固定効果の有無に関する F 検定と尤度比検定
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 688.430837 (46,563) 0.0000
316 固定効果の表示 CROSSID Effect 1 2326.237 2 -441.4676 3 -447.2808 4 -178.1938 5 -425.1672 6 -633.2300 7 -706.0463 8 -514.4523 9 -524.3203 10 -453.9330 11 3921.764 12 3468.262 13 -3089.157 14 5410.428 15 -149.7867 16 -941.3753 17 -581.1088 18 -812.1760 19 -732.0889 20 -105.8564 21 -145.7601 22 -322.8797 23 1580.036 24 -515.4975 25 -924.6586 26 -148.5921 27 3330.507 28 1622.353 29 117.2071 30 -647.0705 31 -791.2051 32 -790.4657 33 -323.1325 34 24.27526 35 -566.4520 36 -767.3639 37 -688.9685 38 -616.7341 39 -654.3965 40 312.1802 41 -723.0210 42 -501.8835 43 -121.1202 44 -662.2373 45 -488.1491 46 -238.3254 47 -739.6945
Q10-4【テキスト P199】
推計結果
Dependent Variable: CP95 Method: Panel Least Squares Date: 05/11/06 Time: 16:10 Sample: 1990 2002
Cross-sections included: 47
Total panel (balanced) observations: 611
Variable
Coefficien
t Std. Error t-Statistic Prob.
C 1996.356 167.6638 11.90690 0.0000
YY95 0.290975 0.015729 18.49957 0.0000
Effects Specification Cross-section fixed (dummy variables)
Period fixed (dummy variables)
R-squared 0.999110 Mean dependent var 5095.215
Adjusted R-squared 0.999014 S.D. dependent var 5656.749
S.E. of regression 177.5833 Akaike info criterion 13.28979
Sum squared resid 17376244 Schwarz criterion 13.72336
Log likelihood -4000.032 F-statistic 10481.43
Durbin-Watson stat 0.594198 Prob(F-statistic) 0.000000
固定効果の有無に関する F 検定、尤度比検定の結果
Redundant Fixed Effects Tests Equation: EQ01
Test cross-section and period fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 840.692474 (46,551) 0.0000
318 固体別の固定効果 時点別の固定効果 C R O S SID E ffect 1 31 11 .2 78 2 -96 7.06 24 3 -95 2.39 18 4 -36 6.92 32 5 -10 00 .5 45 6 -11 83 .9 21 7 -94 4.48 28 8 -47 3.02 74 9 -74 2.53 84 10 -70 5.98 79 11 47 21 .3 31 12 41 47 .9 82 13 29 98 .4 81 14 71 11 .8 46 15 -26 9.00 53 16 -14 46 .8 29 17 -10 93 .1 27 18 -14 27 .9 74 19 -13 63 .7 65 20 -30 4.92 59 21 -43 1.82 95 22 88 .6 18 28 23 34 90 .5 20 24 -82 4.81 48 25 -13 47 .2 93 26 -23 0.33 64 27 58 19 .1 72 28 24 07 .3 63 29 -46 6.03 96 30 -12 60 .0 34 31 -15 11 .6 05 32 -14 82 .2 35 33 -60 6.32 41 34 71 .8 58 27 35 -98 7.75 42 36 -14 49 .3 28 37 -12 71 .5 30 38 -11 07 .4 32 39 -13 44 .5 42 40 87 6.87 69 41 -13 80 .4 55 42 -10 30 .1 62 43 -53 0.41 11 44 -11 87 .0 96 45 -10 92 .2 52 46 -70 8.74 42 47 -13 52 .6 04
DATEID
Effect
1/1/1990 -205.951
1/1/1991 -141.292
1/1/1992 -86.0602
1/1/1993 -28.6479
1/1/1994 25.10468
1/1/1995 7.965536
1/1/1996 13.37527
1/1/1997
-5.396
1/1/1998 13.80014
1/1/1999 66.06326
1/1/2000 55.25938
1/1/2001 123.3083
1/1/2002 162.4697
Q10-5【テキスト P201】
推計結果
Dependent Variable: CP95 Method: Panel Least Squares Date: 05/11/06 Time: 16:40 Sample (adjusted): 1991 2002 Cross-sections included: 47
Total panel (balanced) observations: 564 Convergence achieved after 9 iterations
Variable
Coefficien
t Std. Error t-Statistic Prob.
C 4305.596 195.0081 22.07906 0.0000
YY95 0.096061 0.017084 5.622910 0.0000
AR(1) 0.815834 0.020566 39.66810 0.0000
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.999650 Mean dependent var 5127.777
Adjusted R-squared 0.999618 S.D. dependent var 5682.763
S.E. of regression 111.0954 Akaike info criterion 12.34153
Sum squared resid 6356232. Schwarz criterion 12.71816
Log likelihood -3431.311 F-statistic 30679.04
Durbin-Watson stat 1.989030 Prob(F-statistic) 0.000000
320 Q10-6【テキスト P205】
変量効果モデルの推計結果
Dependent Variable: CP95
Method: Panel EGLS (Cross-section random effects) Date: 05/11/06 Time: 19:15
Sample: 1990 2002
Cross-sections included: 47
Total panel (balanced) observations: 611 Swamy and Arora estimator of component variances
Variable
Coefficien
t Std. Error t-Statistic Prob.
C 973.5932 237.6465 4.096812 0.0000 YY95 0.387010 0.010362 37.34988 0.0000 Effects Specification S.D. Rho Cross-section random 1441.896 0.9818 Idiosyncratic random 196.1269 0.0182 Weighted Statistics
R-squared 0.695878 Mean dependent var 192.0813
Adjusted R-squared 0.695379 S.D. dependent var 355.5451
S.E. of regression 196.2341 Sum squared resid 23451273
F-statistic 1393.489 Durbin-Watson stat 0.575203
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.935215 Mean dependent var 5095.215
Wu-Hausman 検定の結果
Correlated Random Effects - Hausman Test Equation: EQ01
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 82.170015 2 0.0000
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
YY95 0.249293 0.317618 0.001202 0.0488 DEPO/P95 0.068011 0.059510 0.000001 0.0000 ⇒ ｐ値（帰無仮説が正しい確率）が 0％ ⇒「帰無仮説：個別効果は変量効果である」が棄却される。 ⇒ 固定効果モデルが採択される。 固定効果モデルの推計結果 Dependent Variable: CP95 Method: Panel Least Squares Date: 05/11/06 Time: 20:53 Sample (adjusted): 1998 2002 Cross-sections included: 47
Total panel (balanced) observations: 235
Variable
Coefficien
t Std. Error t-Statistic Prob.
C 1847.108 400.6215 4.610607 0.0000
YY95 0.249293 0.037028 6.732553 0.0000
