EJC 6: REGRESIÓN SIMPLE – MODELOS LOG-LIN Y LIN

ECONOMETRIA 1
Profesor: Ramón Rosales
Complementarios:
Mónica Reyes
Camilo Gutiérrez
Monitoras:
Maria Adelaida Ortega
Ana Margarita Chiquiza
EJC 6: REGRESIÓN SIMPLE – MODELOS LOG-LIN Y LIN-LOG (PRODUCCIÓN)
1. MODELO LOG-LIN
Source
Model
Residual
Total
ly
x1
_cons
SS
25.7066903
2.60488876
28.311579
df
1
60
61
MS
25.7066903
0.04341481
0.464124246
Coef.
0.0070687
3.742098
Std. Err.
0.0002905
0.0567716
t
24.33
65.92
P>t
`0.000
`0.000
Number of obs
F( 1, 60)
Prob> F
R-squared
Adj R-squared
Root MSE
62
592.12
`0.0000
0.9080
0.9065
0.20836
[95% Conf.
0.006488
3.628538
Interval]
0.0076498
3.855658
2. MATRIZ DE VARIANZA-COVARIANZA DE LOS COEFICIENTES
x1
_cons
x1
0.00000034
-0.000045
_cons
0.009916
3. MODELO LIN-LOG:
Source
Model
Residual
Total
y
lx1
_cons
SS
18970.2405
64885.2651
83855.5056
df
1
60
61
MS
18970.2405
1081.42109
1374.68042
Coef.
25.8853700
-32.213060
Std. Err.
6.180393
30.96422
t
4.19
-1.04
P>t
`0.000
0.302
Number of obs
F( 1, 60)
Prob> F
R-squared
Adj R-squared
Root MSE
62
17.54
0.0001
0.2262
0.2133
32.885
[95% Conf.
13.522760
-94.150710
Interval]
38.24798
29.7246
4. MATRIZ DE VARIANZA-COVARIANZA DE LOS COEFICIENTES
lx1
_cons
lx1
38.17709797
-189.5225551
_cons
958.2798876