Econometric take home APPS_Part_13

# Econometric take home APPS_Part_13 - C13...

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51 C13 | -.60407878 .09122015 -6.622 .0000 .05555556 C14 | .74048679 .18008419 4.112 .0000 .05555556 C15 | .11664698 .03471246 3.360 .0009 .05555556 C16 | .22413229 .04764432 4.704 .0000 .05555556 C17 | .05959184 .03018816 1.974 .0492 .05555556 C18 | .76939510 .04457642 17.260 .0000 .05555556 Calc ; r1 = rsqrd \$ Calc ; list ; Fstat = ((r1 - r0)/17) / ((1-r1)/(n-4-17)) \$ Calc ; list ; Fc =ftb(.95,17,(n-4-17)) \$ +------------------------------------+ | Listed Calculator Results | +------------------------------------+ FSTAT = 83.960798 FC = 1.654675 Plot ; lhs = country ; rhs = e ; Bars = 0 ;Title=Plot of OLS Residuals by Country \$ Regress;lhs=y;rhs=x,cntry ; Het \$ +----------------------------------------------------+ | Ordinary least squares regression | | LHS=Y Mean = 4.296242 | | Standard deviation = .5489071 | | WTS=none Number of observs. = 342 | | Model size Parameters = 21 | | Degrees of freedom = 321 | | Residuals Sum of squares = 2.736491 | | Standard error of e = .9233035E-01 | | Fit R-squared = .9733657 | | Adjusted R-squared = .9717062 | | Model test F[ 20, 321] (prob) = 586.56 (.0000) | | White heteroscedasticity robust covariance matrix | | Br./Pagan LM Chi-sq [ 20] (prob) = 338.94 (.0000) | +----------------------------------------------------+ +--------+--------------+----------------+--------+--------+----------+ |Variable| Coefficient | Standard Error |t-ratio |P[|T|>t]| Mean of X| +--------+--------------+----------------+--------+--------+----------+ Constant| 2.28585577 .22608070 10.111 .0000 LINCOMEP| .66224966 .07277408 9.100 .0000 -6.13942544 LRPMG | -.32170246 .05381258 -5.978 .0000 -.52310321 LCARPCAP| -.64048288 .03876145 -16.524 .0000 -9.04180473 C2 | -.12030455 .03160815 -3.806 .0002 .05555556 C3 | .75598453 .03692877 20.471 .0000 .05555556 C4 | .10360026 .03642008 2.845 .0047 .05555556 C5 | -.08108439 .03252022 -2.493 .0132 .05555556 C6 | -.13598740 .03504274 -3.881 .0001 .05555556 C7 | .05125389 .05768530 .889 .3749 .05555556 C8 | .30646950 .03516370 8.716 .0000 .05555556

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52 C9 | -.05330785 .04078467 -1.307 .1921 .05555556 C10 | .09007170 .05606508 1.607 .1091 .05555556 C11 | -.05106438 .03228064 -1.582 .1147 .05555556 C12 | -.06915517 .03857838 -1.793 .0740 .05555556 C13 | -.60407878 .09798870 -6.165 .0000 .05555556 C14 | .74048679 .18836593 3.931 .0001 .05555556 C15 | .11664698 .03500336 3.332 .0010 .05555556 C16 | .22413229 .08147015 2.751 .0063 .05555556 C17 | .05959184 .03166823 1.882 .0608 .05555556 C18 | .76939510 .04121364 18.668 .0000 .05555556 Create ; e2 = e*e \$ Regress ; Lhs = e2 ; Rhs = one,cntry \$
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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_13 - C13...

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