ИАС Эконометрика (Дворникова, Басина)
.docxEstimation Command:
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LS LOG(BR) C EDUCATION UNEMPLOYMENT_FEM CONTRACEPT_USE
Estimation Equation:
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LOG(BR) = C(1) + C(2)*EDUCATION + C(3)*UNEMPLOYMENT_FEM + C(4)*CONTRACEPT_USE
Substituted Coefficients:
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LOG(BR) = 11.44887111 - 0.05810094961*EDUCATION + 0.1460407471*UNEMPLOYMENT_FEM + 0.0114710161*CONTRACEPT_USE
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Test Equation: |
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Dependent Variable: RESID^2 |
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Method: Least Squares |
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Date: 12/09/11 Time: 11:43 |
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Sample: 1 22 |
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Included observations: 21 |
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Excluded observations: 1 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
|
C |
-16.48345 |
33.88200 |
-0.486496 |
0.6362 |
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EDUCATION |
3.004633 |
4.171222 |
0.720325 |
0.4864 |
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EDUCATION^2 |
-0.080376 |
0.118356 |
-0.679107 |
0.5111 |
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EDUCATION*UNEMPLOYMENT_FEM |
-0.034407 |
0.103512 |
-0.332391 |
0.7458 |
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EDUCATION*CONTRACEPT_USE |
0.001390 |
0.026910 |
0.051642 |
0.9597 |
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UNEMPLOYMENT_FEM |
-0.122796 |
2.133357 |
-0.057560 |
0.9551 |
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UNEMPLOYMENT_FEM^2 |
-0.006905 |
0.027416 |
-0.251867 |
0.8058 |
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UNEMPLOYMENT_FEM*CONTRACEPT_USE |
0.011942 |
0.016245 |
0.735160 |
0.4776 |
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CONTRACEPT_USE |
-0.322192 |
0.577569 |
-0.557843 |
0.5881 |
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CONTRACEPT_USE^2 |
0.001980 |
0.003146 |
0.629448 |
0.5419 |
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R-squared |
0.279159 |
Mean dependent var |
0.739045 |
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Adjusted R-squared |
-0.310619 |
S.D. dependent var |
0.648940 |
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S.E. of regression |
0.742921 |
Akaike info criterion |
2.549300 |
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Sum squared resid |
6.071248 |
Schwarz criterion |
3.046691 |
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Log likelihood |
-16.76765 |
F-statistic |
0.473329 |
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Durbin-Watson stat |
1.864077 |
Prob(F-statistic) |
0.864382 |
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Dependent Variable: LOG(BR) |
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Method: Least Squares |
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Date: 12/09/11 Time: 11:44 |
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Sample: 1 22 |
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Included observations: 21 |
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Excluded observations: 1 |
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White Heteroskedasticity-Consistent Standard Errors & Covariance |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
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C |
8.520438 |
2.401177 |
3.548442 |
0.0025 |
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EDUCATION |
0.061146 |
0.139784 |
0.437429 |
0.6673 |
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UNEMPLOYMENT_FEM |
0.194766 |
0.067640 |
2.879464 |
0.0104 |
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CONTRACEPT_USE |
0.018802 |
0.021922 |
0.857667 |
0.4030 |
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R-squared |
0.226443 |
Mean dependent var |
12.04258 |
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Adjusted R-squared |
0.089933 |
S.D. dependent var |
1.001576 |
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S.E. of regression |
0.955478 |
Akaike info criterion |
2.916432 |
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Sum squared resid |
15.51994 |
Schwarz criterion |
3.115389 |
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Log likelihood |
-26.62254 |
F-statistic |
1.658804 |
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Durbin-Watson stat |
2.416663 |
Prob(F-statistic) |
0.213413 |
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obs |
Actual |
Fitted |
Residual |
Residual Plot |
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1 |
12.8154685836 |
12.0614179709 |
0.754050612686 |
| . | * . | |
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3 |
12.6045131387 |
11.9742077121 |
0.630305426562 |
| . | * . | |
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4 |
11.2430047221 |
11.1950587453 |
0.0479459768049 |
| . * . | |
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5 |
11.7007568149 |
12.3891286418 |
-0.688371826832 |
| . * | . | |
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6 |
13.5853209917 |
12.0714313257 |
1.51388966598 |
| . | . *| |
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7 |
11.4766970704 |
12.4441674745 |
-0.967470404157 |
| * | . | |
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8 |
13.4077317754 |
12.4590802748 |
0.948651500559 |
| . | * | |
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9 |
11.0479969356 |
11.7276176274 |
-0.679620691792 |
| . * | . | |
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10 |
11.9894204795 |
12.2158637224 |
-0.226443242916 |
| . * | . | |
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11 |
11.21557009 |
11.7391049519 |
-0.523534861948 |
| . * | . | |
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12 |
13.1597554966 |
13.3327920138 |
-0.173036517179 |
| . *| . | |
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13 |
13.2513843634 |
12.3387954399 |
0.912588923555 |
| . | *. | |
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14 |
12.127651539 |
11.4415415877 |
0.68610995131 |
| . | * . | |
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15 |
11.071983427 |
11.9715088862 |
-0.899525459247 |
| .* | . | |
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16 |
11.0317719056 |
11.6819174429 |
-0.650145537281 |
| . * | . | |
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17 |
10.5922752443 |
11.4684572332 |
-0.87618198893 |
| .* | . | |
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18 |
11.0048128244 |
12.3125891297 |
-1.30777630533 |
| * . | . | |
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19 |
13.6238220681 |
12.4851620281 |
1.13866003997 |
| . | .* | |
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20 |
11.2681240665 |
11.8195854604 |
-0.551461393935 |
| . * | . | |
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21 |
11.6244757842 |
12.1943630431 |
-0.569887258936 |
| . * | . | |
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22 |
13.0517091266 |
11.5704557355 |
1.48125339106 |
| . | . *| |
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C |
EDUCATION |
UNEMPLOYMENT_FEM |
CONTRACEPT_USE |
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C |
12.7243320657 |
-0.457987714816 |
-0.134034645035 |
-0.056947739612 |
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EDUCATION |
-0.457987714816 |
0.0247746106323 |
0.0032119417596 |
0.000269009171484 |
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UNEMPLOYMENT_FEM |
-0.134034645035 |
0.0032119417596 |
0.00775696736266 |
0.0004824268664 |
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CONTRACEPT_USE |
-0.056947739612 |
0.000269009171484 |
0.0004824268664 |
0.000681110663252 |