|_*----------------------------------------------------------------------*_|
|_* Stylized cross-sectional data on 80 individuals aged 20 to 50 years *_|
|_* income= annual income in thousands of dollars *_|
|_* age = age in years *_|
|_* exp = work experience in years *_|
|_* female=1 if female, 0 otherwise *_|
|_*----------------------------------------------------------------------*_|
|_sample 1 80
|_read(income.dat) income age exp female
|_stat / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
INCOME 80 24.431 8.9013 79.233 2.8128 45.441
AGE 80 36.175 8.9510 80.121 20.000 49.000
EXP 80 14.262 8.7551 76.652 0.00000 30.000
FEMALE 80 0.30000 0.46115 0.21266 0.00000 1.0000
CORRELATION MATRIX OF VARIABLES - 80 OBSERVATIONS
INCOME 1.0000
AGE 0.40990 1.0000
EXP 0.56410 0.95224 1.0000
FEMALE -0.57040 0.63786E-01 -0.16084 1.0000
INCOME AGE EXP FEMALE
|_ols income age / noanova
REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.1680 R-SQUARE ADJUSTED = 0.1574
VARIANCE OF THE ESTIMATE-SIGMA**2 = 66.766
STANDARD ERROR OF THE ESTIMATE-SIGMA = 8.1710
SUM OF SQUARED ERRORS-SSE= 5207.7
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -280.550
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE 0.40762 0.1027 3.969 1.000 0.410 0.4099 0.6036
CONSTANT 9.6849 3.826 2.531 0.993 0.276 0.0000 0.3964
|_ols income exp / noanova
REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.3182 R-SQUARE ADJUSTED = 0.3095
VARIANCE OF THE ESTIMATE-SIGMA**2 = 54.713
STANDARD ERROR OF THE ESTIMATE-SIGMA = 7.3968
SUM OF SQUARED ERRORS-SSE= 4267.6
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -272.587
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
EXP 0.57352 0.9505E-01 6.034 1.000 0.564 0.5641 0.3348
CONSTANT 16.251 1.588 10.23 1.000 0.757 0.0000 0.6652
|_ols income age exp / noanova
REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.4919 R-SQUARE ADJUSTED = 0.4787
VARIANCE OF THE ESTIMATE-SIGMA**2 = 41.305
STANDARD ERROR OF THE ESTIMATE-SIGMA = 6.4269
SUM OF SQUARED ERRORS-SSE= 3180.5
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -260.825
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 77 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE -1.3573 0.2646 -5.130 0.000-0.505 -1.3649 -2.0097
EXP 1.8949 0.2705 7.006 1.000 0.624 1.8638 1.1062
CONSTANT 46.504 6.056 7.679 1.000 0.659 0.0000 1.9035
|_ols income female / noanova
REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.3254 R-SQUARE ADJUSTED = 0.3167
VARIANCE OF THE ESTIMATE-SIGMA**2 = 54.140
STANDARD ERROR OF THE ESTIMATE-SIGMA = 7.3580
SUM OF SQUARED ERRORS-SSE= 4222.9
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -272.165
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
FEMALE -11.010 1.795 -6.133 0.000-0.570 -0.5704 -0.1352
CONSTANT 27.734 0.9833 28.21 1.000 0.954 0.0000 1.1352
|_ols income age exp female / noanova
REQUIRED MEMORY IS PAR= 7 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.5637 R-SQUARE ADJUSTED = 0.5465
VARIANCE OF THE ESTIMATE-SIGMA**2 = 35.935
STANDARD ERROR OF THE ESTIMATE-SIGMA = 5.9946
SUM OF SQUARED ERRORS-SSE= 2731.1
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -254.732
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 76 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE -0.45230 0.3555 -1.272 0.104-0.144 -0.4548 -0.6697
EXP 0.94990 0.3675 2.585 0.994 0.284 0.9343 0.5545
FEMALE -7.5495 2.135 -3.536 0.000-0.376 -0.3911 -0.0927
CONSTANT 29.509 7.416 3.979 1.000 0.415 0.0000 1.2079
|_genr age2=age*age
|_genr femage=female*age
|_genr femexp=female*exp
|_genr femage2=female*age2
|_ols income age age2 exp female femage femage2 femexp / &
| noanova exactdw auxrsqr resid=e
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
DURBIN-WATSON STATISTIC = 2.46147
DURBIN-WATSON PROBABILITY = 0.980069
R-SQUARE OF AGE ON OTHER INDEPENDENT VARIABLES = 0.9936
R-SQUARE OF AGE2 ON OTHER INDEPENDENT VARIABLES = 0.9922
R-SQUARE OF EXP ON OTHER INDEPENDENT VARIABLES = 0.9717
R-SQUARE OF FEMALE ON OTHER INDEPENDENT VARIABLES = 0.9977
R-SQUARE OF FEMAGE ON OTHER INDEPENDENT VARIABLES = 0.9995
R-SQUARE OF FEMAGE2 ON OTHER INDEPENDENT VARIABLES = 0.9984
R-SQUARE OF FEMEXP ON OTHER INDEPENDENT VARIABLES = 0.9859
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.5926 R-SQUARE ADJUSTED = 0.5530
VARIANCE OF THE ESTIMATE-SIGMA**2 = 35.415
STANDARD ERROR OF THE ESTIMATE-SIGMA = 5.9511
SUM OF SQUARED ERRORS-SSE= 2549.9
MEAN OF DEPENDENT VARIABLE = 24.431
LOG OF THE LIKELIHOOD FUNCTION = -251.986
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 72 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE -1.4581 0.9380 -1.555 0.062-0.180 -1.4662 -2.1590
AGE2 0.11784E-01 0.1209E-01 0.9750 0.834 0.114 0.8315 0.6694
EXP 1.1994 0.4544 2.640 0.995 0.297 1.1797 0.7002
FEMALE -57.737 30.09 -1.919 0.029-0.221 -2.9912 -0.7090
FEMAGE 2.9376 1.679 1.749 0.958 0.202 5.8465 1.3362
FEMAGE2 -0.31735E-01 0.2221E-01 -1.429 0.079-0.166 -2.6661 -0.5630
FEMEXP -0.96734 0.8030 -1.205 0.116-0.141 -0.7620 -0.1440
CONSTANT 45.667 16.22 2.816 0.997 0.315 0.0000 1.8692
|_* Hypothesis A1
|_test
|_test age=0
|_test age2=0
|_end
F STATISTIC = 1.5357564 WITH 2 AND 72 D.F. P-VALUE= 0.22226
WALD CHI-SQUARE STATISTIC = 3.0715129 WITH 2 D.F. P-VALUE= 0.21529
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.65114
|_* Hypothesis A2
|_test
|_test exp=0
|_test femexp=0
|_end
F STATISTIC = 3.5455374 WITH 2 AND 72 D.F. P-VALUE= 0.03399
WALD CHI-SQUARE STATISTIC = 7.0910749 WITH 2 D.F. P-VALUE= 0.02885
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.28204
|_* Hypothesis A3
|_test
|_test age=0
|_test age2=0
|_test femage=0
|_test femage2=0
|_end
F STATISTIC = 1.0662848 WITH 4 AND 72 D.F. P-VALUE= 0.37955
WALD CHI-SQUARE STATISTIC = 4.2651391 WITH 4 D.F. P-VALUE= 0.37131
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.93784
|_* Hypothesis A4
|_test
|_test female=0
|_test femage=0
|_test femage2=0
|_test femexp=0
|_end
F STATISTIC = 4.4512711 WITH 4 AND 72 D.F. P-VALUE= 0.00286
WALD CHI-SQUARE STATISTIC = 17.805084 WITH 4 D.F. P-VALUE= 0.00135
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.22465
|_* Error analysis
|_genr e2=e*e
|_ols e2 age age2 exp female femage femage2 femexp / auxrsqr noanova
REQUIRED MEMORY IS PAR= 14 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE OF AGE ON OTHER INDEPENDENT VARIABLES = 0.9936
R-SQUARE OF AGE2 ON OTHER INDEPENDENT VARIABLES = 0.9922
R-SQUARE OF EXP ON OTHER INDEPENDENT VARIABLES = 0.9717
R-SQUARE OF FEMALE ON OTHER INDEPENDENT VARIABLES = 0.9977
R-SQUARE OF FEMAGE ON OTHER INDEPENDENT VARIABLES = 0.9995
R-SQUARE OF FEMAGE2 ON OTHER INDEPENDENT VARIABLES = 0.9984
R-SQUARE OF FEMEXP ON OTHER INDEPENDENT VARIABLES = 0.9859
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.1514 R-SQUARE ADJUSTED = 0.0689
VARIANCE OF THE ESTIMATE-SIGMA**2 = 2783.6
STANDARD ERROR OF THE ESTIMATE-SIGMA = 52.759
SUM OF SQUARED ERRORS-SSE= 0.20042E+06
MEAN OF DEPENDENT VARIABLE = 31.874
LOG OF THE LIKELIHOOD FUNCTION = -426.560
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 72 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE 10.705 8.316 1.287 0.899 0.150 1.7525 12.1497
AGE2 -0.81095E-01 0.1072 -0.7568 0.226-0.089 -0.9316 -3.5308
EXP -3.9320 4.028 -0.9761 0.166-0.114 -0.6296 -1.7594
FEMALE 166.54 266.8 0.6243 0.733 0.073 1.4046 1.5675
FEMAGE -13.301 14.89 -0.8933 0.187-0.105 -4.3096 -4.6373
FEMAGE2 0.24281 0.1969 1.233 0.889 0.144 3.3208 3.3016
FEMEXP -2.8356 7.119 -0.3983 0.346-0.047 -0.3637 -0.3236
CONSTANT -183.84 143.8 -1.278 0.103-0.149 0.0000 -5.7677
|_ols e2 age / noanova
REQUIRED MEMORY IS PAR= 10 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.0882 R-SQUARE ADJUSTED = 0.0765
VARIANCE OF THE ESTIMATE-SIGMA**2 = 2760.7
STANDARD ERROR OF THE ESTIMATE-SIGMA = 52.543
SUM OF SQUARED ERRORS-SSE= 0.21534E+06
MEAN OF DEPENDENT VARIABLE = 31.874
LOG OF THE LIKELIHOOD FUNCTION = -429.432
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE 1.8143 0.6604 2.747 0.996 0.297 0.2970 2.0591
CONSTANT -33.759 24.60 -1.372 0.087-0.154 0.0000 -1.0591
|_ols e2 exp / noanova
REQUIRED MEMORY IS PAR= 10 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.0543 R-SQUARE ADJUSTED = 0.0422
VARIANCE OF THE ESTIMATE-SIGMA**2 = 2863.3
STANDARD ERROR OF THE ESTIMATE-SIGMA = 53.510
SUM OF SQUARED ERRORS-SSE= 0.22334E+06
MEAN OF DEPENDENT VARIABLE = 31.874
LOG OF THE LIKELIHOOD FUNCTION = -430.891
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
EXP 1.4559 0.6876 2.117 0.981 0.233 0.2331 0.6515
CONSTANT 11.109 11.49 0.9670 0.832 0.109 0.0000 0.3485
|_ols e2 female / noanova
REQUIRED MEMORY IS PAR= 10 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 80
R-SQUARE = 0.0057 R-SQUARE ADJUSTED = -0.0071
VARIANCE OF THE ESTIMATE-SIGMA**2 = 3010.7
STANDARD ERROR OF THE ESTIMATE-SIGMA = 54.870
SUM OF SQUARED ERRORS-SSE= 0.23484E+06
MEAN OF DEPENDENT VARIABLE = 31.874
LOG OF THE LIKELIHOOD FUNCTION = -432.900
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 78 DF P-VALUE CORR. COEFFICIENT AT MEANS
FEMALE 8.9130 13.39 0.6658 0.746 0.075 0.0752 0.0839
CONSTANT 29.200 7.332 3.982 1.000 0.411 0.0000 0.9161
|_genr wtage=1/age
|_ols income age age2 exp female femage femage2 femexp / &
| exactdw weight=wtage noanova
REQUIRED MEMORY IS PAR= 65 CURRENT PAR= 500
OLS ESTIMATION
80 OBSERVATIONS DEPENDENT VARIABLE = INCOME
...NOTE..SAMPLE RANGE SET TO: 1, 80
SUM OF LOG(SQRT(ABS(WEIGHT))) = -1.4924
DURBIN-WATSON STATISTIC = 2.48989
DURBIN-WATSON PROBABILITY = 0.985616
R-SQUARE = 0.6112 R-SQUARE ADJUSTED = 0.5734
VARIANCE OF THE ESTIMATE-SIGMA**2 = 30.356
STANDARD ERROR OF THE ESTIMATE-SIGMA = 5.5096
SUM OF SQUARED ERRORS-SSE= 2185.6
MEAN OF DEPENDENT VARIABLE = 23.438
LOG OF THE LIKELIHOOD FUNCTION = -247.313
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 72 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGE -1.2900 0.8502 -1.517 0.067-0.176 -1.4068 -1.8545
AGE2 0.91564E-02 0.1120E-01 0.8172 0.792 0.096 0.6837 0.4762
EXP 1.2129 0.4280 2.834 0.997 0.317 1.2792 0.6192
FEMALE -56.324 26.28 -2.143 0.018-0.245 -3.0494 -0.6972
FEMAGE 2.7694 1.498 1.849 0.966 0.213 5.4515 1.1944
FEMAGE2 -0.26359E-01 0.2048E-01 -1.287 0.101-0.150 -2.1177 -0.4211
FEMEXP -1.2068 0.7847 -1.538 0.064-0.178 -0.8999 -0.1527
CONSTANT 43.025 14.41 2.985 0.998 0.332 0.0000 1.8357
|_probit female income age exp
REQUIRED MEMORY IS PAR= 8 CURRENT PAR= 500
FOR MAXIMUM EFFICIENCY USE AT LEAST PAR= 11
PROBIT ANALYSIS DEPENDENT VARIABLE =FEMALE CHOICES = 2
80. TOTAL OBSERVATIONS
24. OBSERVATIONS AT ONE
56. OBSERVATIONS AT ZERO
25 MAXIMUM ITERATIONS
CONVERGENCE TOLERANCE =0.00100
LOG OF LIKELIHOOD WITH CONSTANT TERM ONLY = -48.869
BINOMIAL ESTIMATE = 0.3000
ITERATION 0 LOG OF LIKELIHOOD FUNCTION = -48.869
ITERATION 1 ESTIMATES
-0.55728E-01 0.27405 -0.26289 -5.5270
ITERATION 1 LOG OF LIKELIHOOD FUNCTION = -21.214
... output deleted
ITERATION 6 ESTIMATES
-0.15274 1.0316 -1.0293 -20.972
ITERATION 6 LOG OF LIKELIHOOD FUNCTION = -13.113
ITERATION 7 ESTIMATES
-0.15291 1.0334 -1.0311 -21.009
ASYMPTOTIC WEIGHTED
VARIABLE ESTIMATED STANDARD T-RATIO ELASTICITY AGGREGATE
NAME COEFFICIENT ERROR AT MEANS ELASTICITY
INCOME -0.15291 0.58408E-01 -2.6179 -9.0947 -0.92723
AGE 1.0334 0.36337 2.8438 91.009 11.291
EXP -1.0311 0.37866 -2.7230 -35.803 -3.7388
CONSTANT -21.009 7.9525 -2.6418 -51.149 -6.6102
LOG-LIKELIHOOD(0) = -48.869 LOG-LIKELIHOOD FUNCTION = -13.113
LIKELIHOOD RATIO TEST = 71.5130 WITH 3 D.F.
MADDALA R-SQUARE 0.5909
CRAGG-UHLER R-SQUARE 0.83789
MCFADDEN R-SQUARE 0.73168
ADJUSTED FOR DEGREES OF FREEDOM 0.72109
APPROXIMATELY F-DISTRIBUTED 3.6358 WITH 3 AND 4 D.F.
CHOW R-SQUARE 0.75692
PREDICTION SUCCESS TABLE
ACTUAL
0 1
0 54. 2.
PREDICTED 1 2. 22.
NUMBER OF RIGHT PREDICTIONS = 76.0
PERCENTAGE OF RIGHT PREDICTIONS = 0.95000
|_*---------------------------------------------------------------------*_|
|_* Stylized data on fish as household pets (99 quarterly observations *_|
|_* 1968:1 to 1992:3 *_|
|_* petfish = number of households per thousand who keep fish as pets *_|
|_* home = percent of hhlds with at least one person at home during day *_|
|_* price = price of guppies, goldfish as a proxy for price of pet fish *_|
|_*---------------------------------------------------------------------*_|
|_sample 1 99
|_read(petfish.dat) petfish home price
|_genr year=1968+(time(0)/4)
|_stat / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
PETFISH 99 86.057 9.0935 82.692 63.565 103.57
HOME 99 54.026 1.7712 3.1371 50.031 57.623
PRICE 99 58.827 7.0859 50.210 46.939 72.000
YEAR 99 1980.5 7.1807 51.563 1968.3 1992.8
CORRELATION MATRIX OF VARIABLES - 99 OBSERVATIONS
PETFISH 1.0000
HOME 0.28811 1.0000
PRICE -0.25743 0.26103 1.0000
YEAR 0.28097 -0.18905 -0.94618 1.0000
PETFISH HOME PRICE YEAR
|_ols petfish home price / auxrsqr noanova exactdw resid=e predict=fitols
REQUIRED MEMORY IS PAR= 86 CURRENT PAR= 500
OLS ESTIMATION
99 OBSERVATIONS DEPENDENT VARIABLE = PETFISH
...NOTE..SAMPLE RANGE SET TO: 1, 99
DURBIN-WATSON STATISTIC = 0.17784
DURBIN-WATSON PROBABILITY = 0.000000
R-SQUARE OF HOME ON OTHER INDEPENDENT VARIABLES = 0.0681
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.0681
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.2017 R-SQUARE ADJUSTED = 0.1851
VARIANCE OF THE ESTIMATE-SIGMA**2 = 67.384
STANDARD ERROR OF THE ESTIMATE-SIGMA = 8.2088
SUM OF SQUARED ERRORS-SSE= 6468.9
MEAN OF DEPENDENT VARIABLE = 86.057
LOG OF THE LIKELIHOOD FUNCTION = -347.367
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 96 DF P-VALUE CORR. COEFFICIENT AT MEANS
HOME 1.9576 0.4850 4.036 1.000 0.381 0.3813 1.2290
PRICE -0.45810 0.1212 -3.779 0.000-0.360 -0.3570 -0.3131
CONSTANT 7.2439 25.31 0.2862 0.612 0.029 0.0000 0.0842
|_genr e2=e*e
|_ols e2 home price / auxrsqr noanova
REQUIRED MEMORY IS PAR= 10 CURRENT PAR= 500
OLS ESTIMATION
99 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 99
R-SQUARE OF HOME ON OTHER INDEPENDENT VARIABLES = 0.0681
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.0681
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.0252 R-SQUARE ADJUSTED = 0.0049
VARIANCE OF THE ESTIMATE-SIGMA**2 = 6367.4
STANDARD ERROR OF THE ESTIMATE-SIGMA = 79.796
SUM OF SQUARED ERRORS-SSE= 0.61128E+06
MEAN OF DEPENDENT VARIABLE = 65.342
LOG OF THE LIKELIHOOD FUNCTION = -572.520
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 96 DF P-VALUE CORR. COEFFICIENT AT MEANS
HOME -5.1860 4.714 -1.100 0.137-0.112 -0.1148 -4.2879
PRICE 1.6218 1.178 1.376 0.914 0.139 0.1437 1.4601
CONSTANT 250.12 246.0 1.017 0.844 0.103 0.0000 3.8278
|_genr e1=lag(e,1)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr e2=lag(e,2)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr e3=lag(e,3)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr e4=lag(e,4)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_sample 5 99
|_ols e e1 e2 e3 e4 / auxrsqr noanova
REQUIRED MEMORY IS PAR= 14 CURRENT PAR= 500
OLS ESTIMATION
95 OBSERVATIONS DEPENDENT VARIABLE = E
...NOTE..SAMPLE RANGE SET TO: 5, 99
R-SQUARE OF E1 ON OTHER INDEPENDENT VARIABLES = 0.8305
R-SQUARE OF E2 ON OTHER INDEPENDENT VARIABLES = 0.9116
R-SQUARE OF E3 ON OTHER INDEPENDENT VARIABLES = 0.9128
R-SQUARE OF E4 ON OTHER INDEPENDENT VARIABLES = 0.8318
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.8376 R-SQUARE ADJUSTED = 0.8304
VARIANCE OF THE ESTIMATE-SIGMA**2 = 11.162
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.3410
SUM OF SQUARED ERRORS-SSE= 1004.6
MEAN OF DEPENDENT VARIABLE = -0.31556
LOG OF THE LIKELIHOOD FUNCTION = -246.825
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 90 DF P-VALUE CORR. COEFFICIENT AT MEANS
E1 0.94800 0.1031 9.194 1.000 0.696 0.9488 0.7881
E2 -0.19885E-01 0.1413 -0.1407 0.444-0.015 -0.0201 -0.0089
E3 -0.16693E-01 0.1410 -0.1184 0.453-0.012 -0.0170 -0.0031
E4 -0.17305E-02 0.1014 -0.1707E-01 0.493-0.002 -0.0018 -0.0001
CONSTANT -0.70688E-01 0.3432 -0.2060 0.419-0.022 0.0000 0.2240
|_sample 2 99
|_auto petfish home price / predict=fitauto noanova
REQUIRED MEMORY IS PAR= 15 CURRENT PAR= 500
DEPENDENT VARIABLE = PETFISH
..NOTE..R-SQUARE,ANOVA,RESIDUALS DONE ON ORIGINAL VARS
LEAST SQUARES ESTIMATION 98 OBSERVATIONS
BY COCHRANE-ORCUTT TYPE PROCEDURE WITH CONVERGENCE = 0.00100
ITERATION RHO LOG L.F. SSE
1 0.00000 -344.165 6443.8
2 0.90319 -248.008 889.99
3 0.94588 -247.344 873.02
4 0.94974 -247.371 872.86
LOG L.F. = -247.374 AT RHO = 0.95003
ASYMPTOTIC ASYMPTOTIC ASYMPTOTIC
ESTIMATE VARIANCE ST.ERROR T-RATIO
RHO 0.95003 0.00099 0.03153 30.12935
R-SQUARE = 0.8921 R-SQUARE ADJUSTED = 0.8899
VARIANCE OF THE ESTIMATE-SIGMA**2 = 9.1880
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.0312
SUM OF SQUARED ERRORS-SSE= 872.86
MEAN OF DEPENDENT VARIABLE = 86.093
LOG OF THE LIKELIHOOD FUNCTION = -247.374
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 95 DF P-VALUE CORR. COEFFICIENT AT MEANS
HOME 0.82179 0.3572 2.301 0.988 0.230 0.1595 0.5159
PRICE 0.26696 0.2212 1.207 0.885 0.123 0.2053 0.1821
CONSTANT 26.280 24.54 1.071 0.857 0.109 0.0000 0.3053
|_genr home1=lag(home)
|_genr price1=lag(price)
|_stat home home1 price price1 / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
HOME 98 54.042 1.7728 3.1427 50.031 57.623
HOME1 98 54.055 1.7571 3.0874 50.031 57.623
PRICE 98 58.710 7.0252 49.354 46.939 72.000
PRICE1 98 58.945 7.0249 49.349 46.939 72.000
CORRELATION MATRIX OF VARIABLES - 98 OBSERVATIONS
HOME 1.0000
HOME1 0.87540 1.0000
PRICE 0.28115 0.25601 1.0000
PRICE1 0.27664 0.24089 0.98239 1.0000
HOME HOME1 PRICE PRICE1
|_auto petfish home home1 price price1 / noanova
DEPENDENT VARIABLE = PETFISH
..NOTE..R-SQUARE,ANOVA,RESIDUALS DONE ON ORIGINAL VARS
LEAST SQUARES ESTIMATION 98 OBSERVATIONS
BY COCHRANE-ORCUTT TYPE PROCEDURE WITH CONVERGENCE = 0.00100
ITERATION RHO LOG L.F. SSE
1 0.00000 -341.192 6064.4
2 0.89840 -245.464 845.36
3 0.93639 -245.033 834.14
4 0.93774 -245.041 834.10
5 0.93778 -245.042 834.10
LOG L.F. = -245.042 AT RHO = 0.93778
ASYMPTOTIC ASYMPTOTIC ASYMPTOTIC
ESTIMATE VARIANCE ST.ERROR T-RATIO
RHO 0.93778 0.00123 0.03508 26.73638
R-SQUARE = 0.8969 R-SQUARE ADJUSTED = 0.8925
VARIANCE OF THE ESTIMATE-SIGMA**2 = 8.9688
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.9948
SUM OF SQUARED ERRORS-SSE= 834.10
MEAN OF DEPENDENT VARIABLE = 86.093
LOG OF THE LIKELIHOOD FUNCTION = -245.042
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICTY
NAME COEFFICIENT ERROR 93 DF P-VALUE CORR. COEFFICIENT AT MEANS
HOME 0.85134 0.3543 2.403 0.991 0.242 0.1652 0.5344
HOME1 -0.36913E-01 0.3599 -0.1026 0.459-0.011 -0.0071 -0.0232
PRICE 0.29479 0.2174 1.356 0.911 0.139 0.2268 0.2010
PRICE1 -0.45778 0.2171 -2.109 0.019-0.214 -0.3521 -0.3134
CONSTANT 52.014 31.79 1.636 0.947 0.167 0.0000 0.6042
|_test
|_test home1=0
|_test price1=0
|_end
F STATISTIC = 2.2316429 WITH 2 AND 93 D.F. P-VALUE= 0.11307
WALD CHI-SQUARE STATISTIC = 4.4632859 WITH 2 D.F. P-VALUE= 0.10735
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.44810
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