Professional Documents
Culture Documents
price
sqrft bdrms
Source |
SS
df
MS
-------------+-----------------------------Model | 580009.152
2 290004.576
Residual | 337845.354
85 3974.65122
-------------+-----------------------------Total | 917854.506
87 10550.0518
Number of obs
F( 2,
85)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
88
72.96
0.0000
0.6319
0.6233
63.045
-----------------------------------------------------------------------------price |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------sqrft |
.1284362
.0138245
9.29
0.000
.1009495
.1559229
bdrms |
15.19819
9.483517
1.60
0.113
-3.657582
34.05396
_cons |
-19.315
31.04662
-0.62
0.536
-81.04399
42.414
------------------------------------------------------------------------------
i. Para representar los resultados como una ecuacin, se puede utilizar el comando display de
la forma siguiente:
. matrix b = e(b)
. display " price =
price =
ii.
. display _b[bdrms]*1
15.198191
iii.
iv.
. display e(r2)
.6319184
v.
vi.
-54.605249
i.
ii.
---------------------------------------------------Model 1
Model 2
b/se
b/se
---------------------------------------------------ln_sale
0.161***
0.162***
(0.0399)
(0.0397)
ln_mktval
0.098
0.107*
(0.0637)
(0.0501)
profits
0.000
(0.0002)
constant
4.687***
4.621***
(0.3797)
(0.2544)
---------------------------------------------------N
177.000
177.000
r2
0.299
0.299
df_r
173.000
174.000
bic
281.767
276.647
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
*Usando el R de ambos modelos se diria que no, que las utilidades de la empresa aportan
poca informacion. El R no cambia.
iii.
estimates store m4, title(Model 3)
regress ln_salary ln_sale ln_mktval profits ceoten
. estout m2 m1 m4, cells(b(star fmt(3)) se(par fmt(1))) legend label
varlabels(_cons constant) stats(N r2 df_r bic)
-------------------------------------------------------------------Model 2
Model 1
Model 3
b/se
b/se
b/se
-------------------------------------------------------------------ln_sale
0.162***
0.161***
0.162***
(0.0)
(0.0)
(0.0)
ln_mktval
0.107*
0.098
0.102
(0.1)
(0.1)
(0.1)
profits
0.000
0.000
(0.0)
(0.0)
ceoten
0.012*
(0.0)
constant
4.621***
4.687***
4.558***
(0.3)
(0.4)
(0.4)
-------------------------------------------------------------------N
177.000
177.000
177.000
r2
0.299
0.299
0.318
df_r
174.000
173.000
172.000
bic
276.647
281.767
282.087
-------------------------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
iv.
i.
. summ attend prigpa act
Variable |
Obs
Mean
Std. Dev.
Min
Max
-------------+-------------------------------------------------------attend |
680
26.14706
5.455037
2
32
prigpa |
680
2.586775
.5447141
.857
3.93
act |
680
22.51029
3.490768
13
32
ii.
Number of obs
F( 2,
677)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
680
138.65
0.0000
0.2906
0.2885
14.379
-----------------------------------------------------------------------------atndrte |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------prigpa |
17.26059
1.083103
15.94
0.000
15.13395
19.38724
act | -1.716553
.169012
-10.16
0.000
-2.048404
-1.384702
_cons |
75.7004
3.884108
19.49
0.000
68.07406
83.32675
-----------------------------------------------------------------------------*para escribir el modelo en forma de ecuacin
. display " atndrte="_b[_cons] "+"_b[prigpa] "*prigpa" "+ " _b[act] " *act +u"
atndrte=75.700405+17.260591*prigpa+ -1.7165529 *act +u
iii.
iv.
. display _b[_cons]+_b[prigpa]*3.65+_b[act]*20
104.3705
*revisar si hay algunos resultados en la muestra
list prigpa act if prigpa==3.65 | act==20
*no hay prigpa==3.65 pero si hay observaciones con act==20
. display (_b[_cons]+_b[prigpa]*3.1+_b[act]*21)
93.160625
. display (_b[_cons]+_b[prigpa]*2.1+_b[act]*26)
67.31727
. display (_b[_cons]+_b[prigpa]*3.1+_b[act]*21)- (_b[_cons]+_b[prigpa]*2.1+_b[act]*26)
25.843356
---------------------------------------------------Model 2
Model 1
b/se
b/se
---------------------------------------------------Residuals
0.074864***
(0.00664)
educ
0.074864***
(0.00651)
exper
0.015328***
(0.00337)
tenure
0.013375***
(0.00259)
constant
6.779004***
5.496696***
(0.01293)
(0.11053)
---------------------------------------------------N
935.000000
935.000000
r2
0.119923
0.155112
df_r
933.000000
931.000000
bic
929.512962
905.041179
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
ii.
. regress lwage educ
. local beta1=_b[educ]
. display `beta1'
.05983921
iii.
. regress lwage educ iq
. display _b[educ] " y " _b[iq]
.0391199 y .00586313
iv.
. display `beta1' " = " _b[educ]+(`sigma1'*_b[iq])
.05983921 = .05983921
Number of obs
F( 2,
405)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
408
44.43
0.0000
0.1799
0.1759
9.5262
-----------------------------------------------------------------------------math10 |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------lexpend |
6.229683
2.972634
2.10
0.037
.3859641
12.0734
lnchprg | -.3045853
.0353574
-8.61
0.000
-.3740923
-.2350784
_cons | -20.36069
25.07287
-0.81
0.417
-69.64992
28.92853
-----------------------------------------------------------------------------ii.
. display _b[_cons]
25.388662
*No tendria sentido hacer ambas variables cero. Lnchprg si porque habran escuela donde
no exista el programa, pero en el caso de expend no tiene lgica considerar que exista
alguna escuela donde no se gaste nada.
iii.
*Modelo de actual
estimates store m3, title(Model 2)
regress math10 lexpend
*modelo del inciso 1
estimates store m4, title(Model 1)
regress math10 lexpend lnchprg
.estout m4 m3, cells(b(star fmt(1)) se(par fmt(2))) legend label varlabels(_cons
constant) stats(N r2 df_r)
---------------------------------------------------Model 1
Model 2
b/se
b/se
---------------------------------------------------lexpend
11.2***
6.2*
(3.17)
(2.97)
lnchprg
-0.3***
(0.04)
constant
-69.3**
-20.4
(26.53)
(25.07)
---------------------------------------------------N
408.0
408.0
r2
0.0
0.2
df_r
406.0
405.0
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
iv.
. correlate lexpend lnchprg
(obs=408)
| lexpend lnchprg
-------------+-----------------lexpend |
1.0000
lnchprg | -0.1927
1.0000
v.
*la correlacion entre las variables dependietes (-0.1927) y su efecto parcial de la
variable omitida (lnchprg) sobre la independiente math10, determinan la relacin del
sesgo, aunque no la magnitud, se puede saber que al ser ambos negativo el primer
coeficiente tenia un sesgo positivo.
SS
df
MS
Number of obs =
401
-------------+-----------------------------Model | .202552138
2 .101276069
Residual | 2.95146501
398 .007415741
-------------+-----------------------------Total | 3.15401715
400 .007885043
F( 2,
398)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
13.66
0.0000
0.0642
0.0595
.08611
-----------------------------------------------------------------------------psoda |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------prpblck |
.1149881
.0260006
4.42
0.000
.0638724
.1661039
income |
1.60e-06
3.62e-07
4.43
0.000
8.91e-07
2.31e-06
_cons |
.9563196
.018992
50.35
0.000
.9189824
.9936568
-----------------------------------------------------------------------------* prpblck= .1149881, indica un aumento del 11.5% en el precio de la bebida
iii.
estimates store m10, title(Model 1)
regress psoda prpblck income
estimates store m9, title(Model 2)
regress psoda prpblck
estout m9 m10, cells(b(star) se(par)) legend label varlabels(_cons constant) stats(N r2
df_r)
---------------------------------------------------Model 2
Model 1
b/se
b/se
---------------------------------------------------prpblck
.1149881***
.064926**
(0.03)
(0.02)
income
1.60e-06***
(0.00)
constant
.9563196***
1.037399***
(0.02)
(0.01)
---------------------------------------------------N
401.0
401.0
r2
0.0642
0.0181
df_r
398.0
399.0
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
iv.
. gen lpsoda=ln(psoda)
. gen lincome=ln(income)
estimates store m13, title(Model 1)
regress psoda prpblck lincome
Source |
SS
df
MS
-------------+-----------------------------Model |
.20904587
2 .104522935
Residual | 2.94497128
398 .007399425
-------------+-----------------------------Total | 3.15401715
400 .007885043
Number of obs
F( 2,
398)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
401
14.13
0.0000
0.0663
0.0616
.08602
-----------------------------------------------------------------------------psoda |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------prpblck |
.1258267
.0269747
4.66
0.000
.072796
.1788575
lincome |
.0788228
.0173892
4.53
0.000
.0446367
.1130089
_cons |
.1855322
.1879993
0.99
0.324
-.1840636
.5551279
-----------------------------------------------------------------------------. display 2*_b[prpblck]
.25165341
//a corregir
v.
estimates store m12, title(Model 2)
regress psoda prpblck lincome prppov
. estout m13 m12, cells(b(star fmt(3)) se(par fmt(2))) legend label varlabels(_cons
constant) stats(N r2 df_r)
---------------------------------------------------Model 1
Model 2
b/se
b/se
---------------------------------------------------prpblck
0.075*
0.126***
(0.03)
(0.03)
lincome
0.142***
0.079***
(0.03)
(0.02)
prppov
0.396**
(0.14)
constant
-0.512
0.186
(0.31)
(0.19)
---------------------------------------------------N
401.000
401.000
r2
0.085
0.066
df_r
397.000
398.000
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
*el efecto se reduce considerablemente
vi.
. correlate
(obs=409)
lincome prppov
| lincome
prppov
-------------+-----------------lincome |
1.0000
prppov | -0.8385
1.0000
vii.
*una correlacin perfecta podra inducir multicolinialidad pero no necesariamente una
fuerte correlacin entre las variables incita a eliminar una de las dos.
iii.
*trivial
iv.
estimates store m20, title(Model compuesto2)
regress gift mailsyear giftlast propresp avggift
estout m16 m18 m20, cells(b(star fmt(4)) se(par fmt(4))) legend label varlabels(_cons
constant) stats(r2 df_r bic)
-------------------------------------------------------------------Model Simple
Model Comp~o
Model comp~2
b/se
b/se
b/se
-------------------------------------------------------------------mailsyear
2.6495***
2.1663***
1.2012***
(0.3431)
(0.3319)
(0.3124)
giftlast
0.0059***
-0.2609***
(0.0014)
(0.0108)
propresp
15.3586***
16.2046***
(0.8745)
(0.8175)
avggift
0.5269***
(0.0211)
constant
2.0141**
-4.5515***
-7.3278***
(0.7395)
(0.8030)
(0.7582)
-------------------------------------------------------------------r2
0.0138
0.0834
0.2005
df_r
4266.0000
4264.0000
4263.0000
bic
35219.9559
34924.4491
34349.0672
-------------------------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
Versin Borrador
Ejercicio c2.1 - i)
mean prate mrate
Ejercicio c2.2 - i)
mean salary comten
Ejercicio c2.2 ii)
a.
(no hay directivos que estn en su primer ao de servicio)
count if comten==0
b.
(el mximo es 58 aos de antigedad
La primera forma de hacerlo es solicitando una tabla con el estadstico, directamente.
tabstat comten, statistics(max )
Una forma alternativa es solicitando una serie de estadsticos, y luego solicitando los
escalares calculados para la variable y pidiendo el mximo guardado como un local
sum comten
return list
display r(max)
Ejercicio c2.2 - iii)
Stata no permite estimar la ecuacin directamente, como se hara en Eviews
gen log_salary = log( salary)
regress log_salary comten
display 2*-.1507458
-.3014916
Ejercicio c2.4 - i)
ci wage iq
Ejercicio c2.6 - i), es mas probable que el rendimiento del gasto se reduzca en la medida que
este se hace mas grande
Ejercicio c2.6 - iii),
regress math10 lexpend
Number of obs
F( 3,
169)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
173
215.15
0.0000
0.7925
0.7888
7.7135
-----------------------------------------------------------------------------votea |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------lexpenda |
6.081334
.3821187
15.91
0.000
5.326994
6.835675
lexpendb | -6.615268
.3788756
-17.46
0.000
-7.363206
-5.867329
prtystra |
.1520142
.0620267
2.45
0.015
.0295674
.2744611
_cons |
45.08597
3.92679
11.48
0.000
37.33409
52.83785
-----------------------------------------------------------------------------*3.1. Si afecta. (P>|t|=0.000, por tanto
*3.2. Si afecta. (P>|t|=0.000, por tanto
*3.3. No, no se puede usar, es necesario
estadstico t, el que el software testea
cero, en este caso sera igual a 1.
iv.
. scalar tvalue=(_b[lexpenda]-1)/_se[lexpenda]
. scalar pvalue=ttail(169, tvalue)
. display "T-value: " tvalue ", P-value: " pvalue
Number of obs
F( 5,
130)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
136
138.23
0.0000
0.8417
0.8356
.11241
-----------------------------------------------------------------------------lsalary |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------lsat |
.0046965
.0040105
1.17
0.244
-.0032378
.0126308
gpa |
.2475239
.090037
2.75
0.007
.0693964
.4256514
llibvol |
.0949932
.0332543
2.86
0.005
.0292035
.160783
lcost |
.0375538
.0321061
1.17
0.244
-.0259642
.1010718
rank | -.0033246
.0003485
-9.54
0.000
-.004014
-.0026352
_cons |
8.343226
.5325192
15.67
0.000
7.2897
9.396752
-----------------------------------------------------------------------------*siendo el t=-9.54 y como se puede usar la tabla de la normal (95% signifiancia=-1.645),
por tanto cae en la regin de rechazo y se rechaza ho (P>|t| tambin muestra evidencia
en contra de h0).
ii.
*Individualmente: gpa es significativa (t=0.007), sin embargo lsat no (t=0.244)
*de manera conjunta lo podemos testear con la prueba F, comparando el modelo anterior
con uno donde se omitan estas dos variables.
estimates store mz24, title(Model No_Rest)
regress lsalary lsat gpa llibvol lcost rank
estimates store mz26, title(Model Rest)
regress lsalary llibvol lcost rank
estout mz26 mz24, cells(b(star fmt(3)) se(par fmt(3))) legend label varlabels(_cons
constant) stats(N r2 rss)title(Models of votes)
Models of votes
---------------------------------------------------Model Rest
Model No_R~t
b/se
b/se
---------------------------------------------------LSAT
0.005
(0.004)
GPA
0.248**
(0.090)
llibvol
0.095**
0.129***
(0.033)
(0.033)
lcost
0.038
0.027
(0.032)
(0.030)
rank
-0.003***
-0.004***
(0.000)
(0.000)
constant
8.343***
9.880***
(0.533)
(0.343)
---------------------------------------------------N
136.000
141.000
r2
0.842
0.822
rss
1.643
1.909
---------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
. scalar F=((1.909-1.643)/2)/(1.643/(136-5-1))
. display F
10.523433
. display invF(2,130,.95)
3.0658391
*por tanto, F, rechaza que ambas en conjunto sean no significativas
iii. *Coregir el modelo 3, no considera valores perdidos
eststo clear
estimates store mz24, title(Model No_Rest)
regress lsalary lsat gpa llibvol lcost rank
estimates store mz26, title(Model Rest)
regress lsalary llibvol lcost rank
estimates store mlo27, title(Model No_Rest2)
regress lsalary lsat gpa llibvol lcost rank clsize faculty
estout mlo27 mz26 mz24, cells(b(star fmt(3)) se(par fmt(3))) legend label
varlabels(_cons constant) stats(N r2 rss) title(Models of votes3)
Models of votes3
-------------------------------------------------------------------Model No_R~2
Model Rest
Model No_R~t
b/se
b/se
b/se
-------------------------------------------------------------------llibvol
0.129***
0.095**
0.055
(0.033)
(0.033)
(0.040)
lcost
0.027
0.038
0.030
(0.030)
(0.032)
(0.035)
rank
-0.004***
-0.003***
-0.003***
(0.000)
(0.000)
(0.000)
LSAT
0.005
0.006
(0.004)
(0.004)
GPA
0.248**
0.266**
(0.090)
(0.093)
clsize
0.000
(0.000)
faculty
0.000
(0.000)
constant
9.880***
8.343***
8.416***
(0.343)
(0.533)
(0.552)
-------------------------------------------------------------------N
141.000
136.000
131.000
r2
0.822
0.842
0.844
rss
1.909
1.643
1.573
-------------------------------------------------------------------* p<0.05, ** p<0.01, *** p<0.001
Number of obs
F( 2,
85)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
88
60.73
0.0000
0.5883
0.5786
.19706
-----------------------------------------------------------------------------lprice |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------sqrft |
.0003794
.0000432
8.78
0.000
.0002935
.0004654
bdrms |
.0288844
.0296433
0.97
0.333
-.0300544
.0878231
_cons |
4.766028
.0970445
49.11
0.000
4.573077
4.958978
-----------------------------------------------------------------------------scalar theta1=(150*_b[sqrft])+_b[bdrms]
. display theta1
.08580125
ii.
* _b[bdrms]=theta1-(150*_b[sqrft]) *********
gamesyr
0.016***
0.000
(0.002)
0.001
0.184
(0.001)
0.036***
0.000
(0.007)
0.013***
0.000
(0.003)
bavg
0.001
0.376
(0.001)
hrunsyr
0.014
0.369
(0.016)
rbisyr
0.011
0.134
(0.007)
constant
11.021***
11.192***
0.000
0.000
(0.266)
(0.289)
---------------------------------------------------N
353.000
353.000
r2
0.625
0.628
rss
184.375
183.186
---------------------------------------------------*pasa a ser significativo a no. Y la magnitud del coeficiente se reduce.
iii.
iii.
para la significancia conjunta se necesita la prueba F, entre los dos ultimos modelos.
- exper + tenure = 0
F(
1,
931) =
Prob > F =
0.17
0.6805
exper - tenure = 0
F(
1,
931) =
Prob > F =
0.17
0.6805
ii.
. regress
Source |
SS
df
MS
-------------+-----------------------------Model | 358.050584
4
89.512646
Residual | 1250.24551 6758 .185002295
-------------+-----------------------------Total | 1608.29609 6762 .237843255
Number of obs
F( 4, 6758)
Prob > F
R-squared
Adj R-squared
Root MSE
=
=
=
=
=
=
6763
483.85
0.0000
0.2226
0.2222
.43012
-----------------------------------------------------------------------------lwage |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------jc | -.0093108
.0069693
-1.34
0.182
-.0229728
.0043512
totcoll |
.0754757
.0025588
29.50
0.000
.0704595
.0804918
exper |
.0049396
.0001575
31.36
0.000
.0046308
.0052483
phsrank |
.0003032
.0002389
1.27
0.204
-.0001651
.0007716
_cons |
1.458747
.0236211
61.76
0.000
1.412442
1.505052
-----------------------------------------------------------------------------. display _b[phsrank]*10
.00303232
iii.
eststo clear
estimates store mzl3, title(Model 1)
regress lwage jc totcoll exper