EJC 21 Multicolinealidad Consumo

ECONOMETRÍA 1 Profesor: Ramón Rosales Complementarios: Mónica Reyes Camilo Gutiérrez John Gómez Monitores: Andrés Camacho Daniel Gamboa Silvia Flórez Santiago León EJC 21: MULTICOLINEALIDAD – CONSUMO
1. Estadísticas Descriptivas
Mean
Observations
CONS
1,0000
0,9808
0,9781
R
1740
10
I
0,9808
1,0000
0,9990
R
0,9781
0,9990
1,0000
3. Modelo de Consumo Dependent Variable: CONS
Method: Least Squares
Date: 08/10/2014 Time: 18:27
Sample: 1 10
Included observations: 10
Variable
Coefficient
C
24,774733
I
0,941537
R
-0,042435
R-squared
0,963504
Adjusted R-squared
0,953077
S.E. of regression
6,808041
Sum squared resid
324,445926
Log likelihood
-31,587054
Durbin-Watson stat
2,890614
I
170
10
2. Matriz de Correlación CONS
I
R
Cons
111
10
Std. Error t-Statistic
Prob.
6,752500
3,668972
0,007975
0,822898
1,144172
0,290165
0,080664
-0,526062
0,615095
Mean dependent var
111,000000
S.D. dependent var
31,428932
Akaike info criterion
6,917411
Schwarz criterion
7,008186
F-statistic
92,401959
Prob(F-statistic)
0,000009
2 4. Matriz de varianza y covarianza de los coeficientes
C
I
R
C
45,59625084
0,261567763
-0,049096453
I
0,261567763
0,677161551
-0,066309788
R
-0,049096453
-0,066309788
0,006506759
5. Regresiones auxiliares Dependent Variable: I
Method: Least Squares
Date: 08/10/2014 Time: 18:29
Sample: 1 10
Included observations: 10
Variable
Coefficient Std. Error t-Statistic
Prob.
C
-0,386271 2,897956
-0,133291
0,897255
R
0,097923 0,001578 62,040474
0,000000
R-squared
0,997926 Mean dependent var
170,000000
Adjusted R-squared
0,997667 S.D. dependent var
60,553007
S.E. of regression
2,925035 Akaike info criterion
5,161346
Sum squared resid
68,446618 Schwarz criterion
5,221863
Log likelihood
-23,806731 F-statistic
3849,020369
Durbin-Watson stat
2,068509 Prob(F-statistic)
0,000000
Dependent Variable: R
Method: Least Squares
Date: 08/10/2014 Time: 18:31
Sample: 1 10
Included observations: 10
Variable
Coefficient
C
7,545455
I
10,190909
R-squared
0,997926
Adjusted R-squared
0,997667
S.E. of regression
29,839723
Sum squared resid
7123,272727
Log likelihood
-47,032073
Durbin-Watson stat
2,077534
Std. Error t-Statistic
Prob.
29,475811
0,255988
0,804419
0,164262 62,040474
0,000000
Mean dependent var
1740,000000
S.D. dependent var
617,731153
Akaike info criterion
9,806415
Schwarz criterion
9,866932
F-statistic
3849,020369
Prob(F-statistic)
0,000000