Econometric take home APPS_Part_6

Econometric take home APPS_Part_6 - | Ordinary least...

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least squares regression | | LHS=LC Mean = 3.071619 | | Standard deviation = 1.542734 | | WTS=none Number of observs. = 158 | | Model size Parameters = 10 | | Degrees of freedom = 148 | | Residuals Sum of squares = 2.634416 | | Standard error of e = .1334170 | | Fit R-squared = .9929498 | | Adjusted R-squared = .9925211 | | Model test F[ 9, 148] (prob) =2316.03 (.0000) | +----------------------------------------------------+ +--------+--------------+----------------+--------+--------+----------+ |Variable| Coefficient | Standard Error |t-ratio |P[|T|>t]| Mean of X| +--------+--------------+----------------+--------+--------+----------+ Constant| -1.13340208 1.04296294 -1.087 .2789 LQ | .02244828 .12717485 .177 .8601 8.26548908 LPKF | -.02309567 .14153592 -.163 .8706 14.4192992 LPLF | -.01690697 .09185395 -.184 .8542 30.4387314 LPKPF2 | -.04730093 .21017152 -.225 .8222 .42211776 LPLPF2 | -.03419034 .06850142 -.499 .6184 15.6173009 LPLFPKF | -.00741233 .11649585 -.064 .9494 4.84868706 LQ2 | .05544306 .00446607 12.414 .0000 35.7912728 LQLPKF | .03562155 .02862683 1.244 .2153 7.15696461 LQLPLF | .01279036 .00375187 3.409 .0008 251.570118 Calc ; ee0 = sumsqdev $ Regress ; lhs = lcpf ; rhs = x1 $ +----------------------------------------------------+ | Ordinary least squares regression | | LHS=LCPF Mean = -.3195570 | | Standard deviation = 1.542364 | | WTS=none Number of observs. = 158 | | Model size Parameters = 15 | | Degrees of freedom = 143 | | Residuals Sum of squares = 2.464348 | | Standard error of e = .1312753 | | Fit R-squared = .9934018 | | Adjusted R-squared = .9927558 | | Model test F[ 14, 143] (prob) =1537.82 (.0000) | +----------------------------------------------------+ +--------+--------------+----------------+--------+--------+----------+ |Variable| Coefficient | Standard Error |t-ratio |P[|T|>t]| Mean of X| +--------+--------------+----------------+--------+--------+----------+ Constant| -76.2592615 38.2800363 -1.992 .0483 LQ | -1.08042535 .37554512 -2.877 .0046 8.26548908 LPK | 6.38079702 4.52920686 1.409 .1611 4.25096457 LPL | 14.7182926 7.08482345 2.077 .0395 8.97279814 LPF | -1.89473291 2.84231282 -.667 .5061 3.39117564 LPK2 | -.32741427 .44070869 -.743 .4587 9.05539681 LPL2 | -1.53852735 .69240298 -2.222 .0279 40.2700121 LPF2 | -.07350556 .18203881 -.404 .6870 5.78602018 LPKL | -.57205049 .37189026 -1.538 .1262 38.1346773 LPKF | -.02402470 .24632928 -.098 .9224 14.4192992 LPLF | .16228289 .27007181 .601 .5489 30.4387314 LQ2 | .05297849 .00471336 11.240 .0000 35.7912728 LQK | .04014440 .02979137 1.348 .1799 35.1677247 LQL | .13104059 .03828401 3.423 .0008 74.2063474 LQF | .05865220 .02554928 2.296 .0232 28.0107601 Calc ; ee1 = sumsqdev $ Calc ; list ; Fstat = ((ee0 - ee1)/5)/(ee1/(158-15))$ +------------------------------------+ FSTAT = 1.973714 --> Calc ; list ; ftb(.95,5,143)$ +------------------------------------+ Result = 2.277490 The F statistic is small; the theory is not rejected. 23
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This note was uploaded on 11/13/2011 for the course ECE 4105 taught by Professor Dr.fang during the Spring '10 term at University of Florida.

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Econometric take home APPS_Part_6 - | Ordinary least...

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