推 Xrrr:謝謝你的解答 05/21 23:19
※ 引述《Xrrr (rrrr)》之銘言：
: Suppose you are assigned a task to study the Spontaneous Consumption
: (SC) and Marginal Propensity to Consume (MPC) based on aggregate
: annual consumption and disposable income data of a country from 1980
: to 2006. Describe the procedures to test whether the SC and MPC
: before 1996 are different those after 1996:
: (a) Describe the regression model you will use and define all variables
: including dummy variables if any.
: (b) Describe the condition for statistics under which the Spontaneous
: Consumptions (SC) before 1996 is larger than that after 1996.
: (c) Describe the condition for statistics under which the Marginal
: Propensity to Consume (MPC) before 1996 is larger than that after 1996.
: 謝謝你
(a)
自變數
let D= 1 ,before 1996
0 ,after 1996
I為所得
應變數
為消費支出
model C=Bo+B1*I+B2*D+B3*I*D+u
(b)
1996年以前平均消費:E(C|D=1)=(Bo+B2)+(B1+B3)*I
1996年以後平均消費:E(C|D=0)=B0+B1*I
Ho:B2<0 (SC before 1996 is smaller than that after 1996)
Ha:B2>0 (SC before 1996 is larger than that after 1996)
(c)
Ho:B3<0 (MPC before 1996 is smaller than that after 1996)
Ha:B3>0 (MPC before 1996 is larger than that after 1996)
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