EJC 15: MÁXIMA VEROSIMILITUD (LIMDEP) Modelo 1: Modelo sin

ECONOMETRIA 1
Profesor: Ramón Rosales
Complementarios:
Mónica Reyes
Camilo Gutiérrez
Monitoras:
Maria Adelaida Ortega
Ana Margarita Chiquiza
EJC 15: MÁXIMA VEROSIMILITUD (LIMDEP)
Modelo 1: Modelo sin restricción
+--------------------------------------------------------------------+
| Ordinary least squares regression
Weighting variable = none
|
| Dep. var. = LY
Mean= 4.176055962 ,S.D.= .7442601000
|
| Model size: Observations = 80, Parameters = 3, Deg.Fr.= 77
|
| Residuals: Sum of squares= 4.891275936 ,
Std.Dev.= .25204
|
| Fit:
R-squared= .888225,
Adjusted R-squared = .88532
|
| Model test: F[ 2, 77] = 305.94, Prob value = .00000
|
| Diagnostic: Log-L = -1.7321, Restricted(b=0) Log-L = -89.3828
|
| LogAmemiyaPrCrt.= -2.720,
Akaike Info. Crt.= .118
|
| Autocorrel: Durbin-Watson Statistic = 2.04744,
Rho = -.02372
|
+--------------------------------------------------------------------+
+---------+------------+---------------+--------+---------+----------+
|Variable |Coefficient |Standard Error |t-ratio |P[|T|>t] | Mean of X|
+---------+------------+---------------+--------+---------+----------+
Constant
2.156505422 .89437890E-01
24.112
.0000
LX1
.2517031940 .13068059E-01
19.261
.0000 3.8473345
LX2
.2407523667 .15877698E-01
15.163
.0000 4.3661633
Modelo 2: Modelo con restricción Ho: β1+ β2 = 1
+--------------------------------------------------------------------+
| Linearly restricted regression
|
| Ordinary least squares regression
Weighting variable = none
|
| Dep. var. = LY
Mean= 4.176055962 , S.D.= .7442601000
|
| Model size: Observations = 80, Parameters = 2, Deg.Fr.= 78
|
| Residuals: Sum of squares= 44.30083837 , Std.Dev.= .75363
|
| Fit: R-squared= -.012361,
Adjusted R-squared = -.02534
|
| (Note: Not using OLS. R-squared is not bounded in [0,1]
|
| Diagnostic: Log-L = -89.8742, Restricted(b=0) Log-L = -89.3828
|
| LogAmemiyaPrCrt.= -.541,
Akaike Info. Crt.= 2.297
|
| Note,when restrictions are imposed,R-squared can be less than zero |
| F[ 1, 77] for the restrictions = 620.3977, Prob = .0000
|
+--------------------------------------------------------------------+
+---------+------------+---------------+--------+---------+----------+
|Variable |Coefficient |Standard Error |t-ratio |P[|T|>t] | Mean of X|
+---------+------------+---------------+--------+---------+----------+
Constant
.0463593709 .85726052E-01
.541
.5902
LX1
.4557702479 .30442386E-01
14.972
.0000 3.8473345
LX2
.5442297521 .30442386E-01
17.877
.0000 4.3661633