Macroeconomia

Estimar por MCO

Dependent Variable: CIGS | | |
Method: Least Squares | | |
Date: 11/18/12 Time: 17:33 | | |
Sample: 1 807 | | | |
Included observations: 807 | | |
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Variable | Coefficient | Std. Error | t-Statistic | Prob.   |
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C | -3.639823 | 24.07866 | -0.151164 | 0.8799 |
LOG(INCOME) | 0.880268 |0.727783 | 1.209519 | 0.2268 |
LOG(CIGPRIC) | -0.750862 | 5.773342 | -0.130057 | 0.8966 |
EDUC | -0.501498 | 0.167077 | -3.001596 | 0.0028 |
AGE | 0.770694 | 0.160122 | 4.813155 | 0.0000 |
AGE^2 | -0.009023 | 0.001743 | -5.176494 | 0.0000 |
RESTAURN | -2.825085 | 1.111794 | -2.541016 | 0.0112 |
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R-squared | 0.052737 |     Mean dependent var | 8.686493 |Adjusted R-squared | 0.045632 |     S.D. dependent var | 13.72152 |
S.E. of regression | 13.40479 |     Akaike info criterion | 8.037737 |
Sum squared resid | 143750.7 |     Schwarz criterion | 8.078448 |
Log likelihood | -3236.227 |     Hannan-Quinn criter. | 8.053370 |
F-statistic | 7.423062 |     Durbin-Watson stat | 2.012825 |
Prob(F-statistic) | 0.000000 | | | |
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Contraste de White:
H0: ơi2=ơ2
H1: ơi2≠ơ2

Heteroskedasticity Test: White | |
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F-statistic | 2.159258 |     Prob. F(25,781) | 0.0009 |
Obs*R-squared | 52.17245 |     Prob. Chi-Square(25) | 0.0011 |
Scaled explained SS | 110.0813 |     Prob. Chi-Square(25) | 0.0000 |
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TestEquation: | | | |
Dependent Variable: RESID^2 | | |
Method: Least Squares | | |
Date: 11/18/12 Time: 17:40 | | |
Sample: 1 807 | | | |
Included observations: 807 | | |
Collinear test regressors dropped from specification |
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Variable | Coefficient | Std. Error | t-Statistic | Prob.   |
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C | 29374.77 |20559.14 | 1.428794 | 0.1535 |
LOG(INCOME) | -1049.630 | 963.4359 | -1.089466 | 0.2763 |
(LOG(INCOME))^2 | -3.941183 | 17.07122 | -0.230867 | 0.8175 |
(LOG(INCOME))*(LOG(CIGPRIC)) | 329.8896 | 239.2417 | 1.378897 | 0.1683 |
(LOG(INCOME))*EDUC | -9.591849 | 8.047066 | -1.191969 | 0.2336 |
(LOG(INCOME))*AGE | -3.354565 | 6.682194 | -0.502015 | 0.6158 |
(LOG(INCOME))*(AGE^2) | 0.026704 |0.073025 | 0.365689 | 0.7147 |
(LOG(INCOME))*RESTAURN | -59.88700 | 49.69039 | -1.205203 | 0.2285 |
LOG(CIGPRIC) | -10340.68 | 9754.559 | -1.060087 | 0.2894 |
(LOG(CIGPRIC))^2 | 668.5294 | 1204.316 | 0.555111 | 0.5790 |
(LOG(CIGPRIC))*EDUC | 32.91371 | 59.06252 | 0.557269 | 0.5775 |
(LOG(CIGPRIC))*AGE | 62.88164 | 55.29011 | 1.137304 | 0.2558 |
(LOG(CIGPRIC))*(AGE^2) | -0.622371 | 0.594730 |-1.046477 | 0.2957 |
(LOG(CIGPRIC))*RESTAURN | 862.1577 | 720.6219 | 1.196408 | 0.2319 |
EDUC | -117.4705 | 251.2852 | -0.467479 | 0.6403 |
EDUC^2 | -0.290343 | 1.287605 | -0.225491 | 0.8217 |
EDUC*AGE | 3.617048 | 1.724659 | 2.097254 | 0.0363 |
EDUC*(AGE^2) | -0.035558 | 0.017664 | -2.012988 | 0.0445 |
EDUC*RESTAURN | -2.896490 | 10.65709 | -0.271790 | 0.7859 |
AGE | -264.1461 |235.7624 | -1.120391 | 0.2629 |
AGE^2 | 3.468601 | 3.194651 | 1.085753 | 0.2779 |
AGE*(AGE^2) | -0.019111 | 0.028655 | -0.666935 | 0.5050 |
AGE*RESTAURN | -4.933199 | 10.84029 | -0.455080 | 0.6492 |
(AGE^2)^2 | 0.000118 | 0.000146 | 0.807552 | 0.4196 |
(AGE^2)*RESTAURN | 0.038446 | 0.120459 | 0.319160 | 0.7497 |
RESTAURN | -2868.196 | 2986.776 | -0.960299 | 0.3372 |
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R-squared | 0.064650 |     Mean dependent var | 178.1297 |
Adjusted R-squared | 0.034709 |     S.D. dependent var | 369.3519 |
S.E. of regression | 362.8853 |     Akaike info criterion | 14.65774 |
Sum squared resid | 1.03E+08 |     Schwarz criterion | 14.80895 |
Log likelihood | -5888.398 |     Hannan-Quinn criter. | 14.71580 |
F-statistic | 2.159258 |     Durbin-Watson...