微观数据和宏观汇总数据在统计分析上的差异——以C-D生产函数为例

基于2008年经济普查的数据,从描述统计分析和回归分析两方面分别对微观数据和宏观汇总数据在统计分析上的差异进行了实证分析.在描述统计分析中发现,宏观汇总数据比微观数据更接近正态分布,但对数化处理后的数据并非如此;在回归分析中发现,基于微观数据和宏观汇总数据估计的生产函数,在消除异方差和多重共线性之前,无论是在生产函数的规模效应、生产要素的贡献率以及生产要素对产出的解释力度上均存在着差异,但是在消除异方差和多重共线性之后,在要素对产出的解释力度上仍存在很大差异.

The Differences of Micro Data and Macro Data Used in Statistical Analysis:Based on the 2008 Economic Census Data

Based on the 2008 Economic Census data,we analyzed the difference of micro data and macro data in descriptive statistical analysis and regression analysis.In descriptive analysis,we found macro data is much closer to normal distribution than micro data,but the logarithm of data is not the case;In regression analysis,the estimations of production function based on micro and macro data are different in the scale effect of production function,the contribution of factors of production as well as the interpretation of each factor on production before elimination of heteroscedasticity and multicollinearity,but after elimination of heteroscedasticity and multicollinearity,the difference of interpretation of each factor on production is the biggest.