EJC 12: RESTRICCIONES - MÍNIMOS CUADRADOS

ECONOMETRIA 1
Profesor: Ramón Rosales
Complementarios:
Mónica Reyes
Camilo Gutiérrez
Monitoras:
Maria Adelaida Ortega
Ana Margarita Chiquiza
EJC 12: RESTRICCIONES - MÍNIMOS CUADRADOS RESTRINGIDOS
MODELO SIN RESTRICCIÓN
Dependent Variable: Y
Method: Least Squares
Date: 08/26/14 Time: 14:41
Sample: 1 54
Included observations: 54
Variable
Coefficient
C
53.772742
X1
0.043473
X2
0.168515
X3
0.080088
R-squared
0.616941
Adjusted R-squared
0.593957
S.E. of regression
17.675508
Sum squared resid
15621.178592
Log likelihood
-229.642449
Durbin-Watson stat
1.527927
RESTRICCIÓN 1:
Ho: β3 = 0
MODELO RESTRINGIDO
Dependent Variable: Y
Method: Least Squares
Std. Error
t-Statistic
6.588596 8.161488
0.063886 0.680487
0.024912 6.764295
0.064899 1.234037
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.000000
0.499335
0.000000
0.222958
106.324074
27.738686
8.653424
8.800756
26.842682
0.000000
Date: 08/26/14 Time: 14:45
Sample: 1 54
Included observations: 54
Variable
Coefficient
C
53.454028
X1
0.115583
X2
0.175384
R-squared
0.605274
Adjusted R-squared
0.589794
S.E. of regression
17.765880
Sum squared resid
16096.951986
Log likelihood
-230.452512
Durbin-Watson stat
1.475157
Std. Error
t-Statistic
6.617192 8.078053
0.025956 4.452937
0.024407 7.185891
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.000000
0.000046
0.000000
106.324074
27.738686
8.646389
8.756888
39.101733
0.000000
RESTRICCIÓN 2:
Ho: β3 = 1
MODELO RESTRINGIDO
Dependent Variable: YMENOSX3
Method: Least Squares
Date: 08/26/14 Time: 14:50
Sample: 1 54
Included observations: 54
Variable
Coefficient
C
57.433551
X1
-0.784788
X2
0.089614
R-squared
0.786476
Adjusted R-squared
0.778102
S.E. of regression
39.205696
Sum squared resid
78391.416788
Log likelihood
-273.195794
Durbin-Watson stat
2.082643
Std. Error
t-Statistic
14.602802 3.933050
0.057281 -13.700739
0.053861 1.663814
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.000254
0.000000
0.102283
-68.694444
83.228631
10.229474
10.339973
93.924393
0.000000
RESTRICCIÓN 3:
Ho: β1 = β2
MODELO RESTRINGIDO:
Dependent Variable: Y
Method: Least Squares
Date: 08/26/14 Time: 14:53
Sample: 1 54
Included observations: 54
Variable
Coefficient
C
52.950062
X1MASX2
0.157883
X3
-0.022798
R-squared
0.588214
Adjusted R-squared
0.572066
S.E. of regression
18.145731
Sum squared resid
16792.645956
Log likelihood
-231.594912
Durbin-Watson stat
1.475370
Std. Error
t-Statistic
6.749796 7.844691
0.024946 6.328917
0.038258 -0.595908
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.000000
0.000000
0.553872
106.324074
27.738686
8.688700
8.799200
36.425380
0.000000
RESTRICCIÓN 4:
Ho: β1 = β2 + 1
MODELO RESTRINGIDO:
Dependent Variable: YMENOSX1
Method: Least Squares
Date: 08/26/14 Time: 14:57
Sample: 1 54
Included observations: 54
Variable
Coefficient
C
46.370815
X1MASX2
0.072855
X3
-0.845618
R-squared
0.714994
Adjusted R-squared
0.703817
S.E. of regression
46.537767
Sum squared resid
110453.950869
Std. Error
t-Statistic
17.310982 2.678694
0.063979 1.138731
0.098119 -8.618263
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Prob.
0.009923
0.260136
0.000000
-75.157407
85.511709
10.572358
10.682857
Log likelihood
Durbin-Watson stat
-282.453669
1.888068
F-statistic
Prob(F-statistic)
63.971756
0.000000