|_* movies=number of movies seen per year
|_* faminc=family income
|_* price=typical price paid for movie admission
|_* popcorn=typical price paid for small popcorn
|_sample 1 30
|_read(mov1.dat) movies faminc price popcorn
|_stat / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
MOVIES 30 4.2224 4.2631 18.174 0.00000 16.178
FAMINC 30 4.7333 2.3183 5.3747 1.0000 8.0000
PRICE 30 6.8167 0.44978 0.20230 6.0000 7.7500
POPCORN 30 2.2150 0.30742 0.94509E-01 1.7500 2.7500
CORRELATION MATRIX OF VARIABLES - 30 OBSERVATIONS
MOVIES 1.0000
FAMINC 0.54199 1.0000
PRICE 0.32067 0.19125 1.0000
POPCORN -0.45858 -0.64349E-01 -0.85227 1.0000
MOVIES FAMINC PRICE POPCORN
|_ols movies price
REQUIRED MEMORY IS PAR= 3 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = MOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
R-SQUARE = 0.1028 R-SQUARE ADJUSTED = 0.0708
VARIANCE OF THE ESTIMATE-SIGMA**2 = 16.887
STANDARD ERROR OF THE ESTIMATE-SIGMA = 4.1094
SUM OF SQUARED ERRORS-SSE= 472.84
MEAN OF DEPENDENT VARIABLE = 4.2224
LOG OF THE LIKELIHOOD FUNCTION = -83.9317
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 54.197 1. 54.197 3.209
ERROR 472.84 28. 16.887
TOTAL 527.04 29. 18.174
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 589.06 2. 294.53 17.441
ERROR 472.84 28. 16.887
TOTAL 1061.9 30. 35.397
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 28 DF P-VALUE CORR. COEFFICIENT AT MEANS
PRICE 3.0394 1.697 1.791 0.958 0.321 0.3207 4.9068
CONSTANT -16.496 11.59 -1.423 0.083-0.260 0.0000 -3.9068
|_ols movies faminc price popcorn / auxrsqr resid=e
REQUIRED MEMORY IS PAR= 3 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = MOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
R-SQUARE OF FAMINC ON OTHER INDEPENDENT VARIABLES = 0.0721
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.7451
R-SQUARE OF POPCORN ON OTHER INDEPENDENT VARIABLES = 0.7365
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.5513 R-SQUARE ADJUSTED = 0.4995
VARIANCE OF THE ESTIMATE-SIGMA**2 = 9.0955
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.0159
SUM OF SQUARED ERRORS-SSE= 236.48
MEAN OF DEPENDENT VARIABLE = 4.2224
LOG OF THE LIKELIHOOD FUNCTION = -73.5384
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 290.56 3. 96.852 10.648
ERROR 236.48 26. 9.0955
TOTAL 527.04 29. 18.174
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 825.42 4. 206.36 22.688
ERROR 236.48 26. 9.0955
TOTAL 1061.9 30. 35.397
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
FAMINC 1.0850 0.2508 4.326 1.000 0.647 0.5900 1.2162
PRICE -5.2181 2.466 -2.116 0.022-0.383 -0.5505 -8.4241
POPCORN -12.339 3.549 -3.477 0.001-0.563 -0.8898 -6.4729
CONSTANT 61.988 23.64 2.623 0.993 0.457 0.0000 14.6808
|_genr e2=e*e
|_ols e2 faminc price popcorn / auxrsqr
REQUIRED MEMORY IS PAR= 4 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = E2
...NOTE..SAMPLE RANGE SET TO: 1, 30
R-SQUARE OF FAMINC ON OTHER INDEPENDENT VARIABLES = 0.0721
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.7451
R-SQUARE OF POPCORN ON OTHER INDEPENDENT VARIABLES = 0.7365
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.1617 R-SQUARE ADJUSTED = 0.0649
VARIANCE OF THE ESTIMATE-SIGMA**2 = 152.15
STANDARD ERROR OF THE ESTIMATE-SIGMA = 12.335
SUM OF SQUARED ERRORS-SSE= 3956.0
MEAN OF DEPENDENT VARIABLE = 7.8828
LOG OF THE LIKELIHOOD FUNCTION = -115.795
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 762.94 3. 254.31 1.671
ERROR 3956.0 26. 152.15
TOTAL 4718.9 29. 162.72
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 2627.1 4. 656.77 4.317
ERROR 3956.0 26. 152.15
TOTAL 6583.1 30. 219.44
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
FAMINC 2.1577 1.026 2.104 0.977 0.381 0.3921 1.2956
PRICE -12.026 10.09 -1.192 0.122-0.228 -0.4240 -10.3997
POPCORN -16.793 14.51 -1.157 0.129-0.221 -0.4047 -4.7187
CONSTANT 116.84 96.67 1.209 0.881 0.231 0.0000 14.8228
|_genr wta=1/faminc
|_ols movies faminc price popcorn / weight=wta
REQUIRED MEMORY IS PAR= 4 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = MOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
SUM OF LOG(SQRT(ABS(WEIGHT))) = -3.4541
R-SQUARE = 0.4948 R-SQUARE ADJUSTED = 0.4365
VARIANCE OF THE ESTIMATE-SIGMA**2 = 5.7994
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.4082
SUM OF SQUARED ERRORS-SSE= 150.78
MEAN OF DEPENDENT VARIABLE = 2.9921
LOG OF THE LIKELIHOOD FUNCTION = -70.2420
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 147.68 3. 49.227 8.488
ERROR 150.78 26. 5.7994
TOTAL 298.47 29. 10.292
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 416.25 4. 104.06 17.944
ERROR 150.78 26. 5.7994
TOTAL 567.04 30. 18.901
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
FAMINC 0.89483 0.2129 4.204 1.000 0.636 0.6282 0.9575
PRICE -3.5922 2.081 -1.726 0.048-0.321 -0.5107 -8.0930
POPCORN -8.4195 3.106 -2.710 0.006-0.469 -0.7799 -6.2770
CONSTANT 43.123 20.15 2.140 0.979 0.387 0.0000 14.4125
|_genr wtb=1/popcorn
|_ols movies faminc price popcorn / weight=wtb
REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = MOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
SUM OF LOG(SQRT(ABS(WEIGHT))) = -0.13968
R-SQUARE = 0.5647 R-SQUARE ADJUSTED = 0.5145
VARIANCE OF THE ESTIMATE-SIGMA**2 = 9.1909
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.0317
SUM OF SQUARED ERRORS-SSE= 238.96
MEAN OF DEPENDENT VARIABLE = 4.4895
LOG OF THE LIKELIHOOD FUNCTION = -73.8346
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 310.00 3. 103.33 11.243
ERROR 238.96 26. 9.1909
TOTAL 548.97 29. 18.930
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 914.66 4. 228.66 24.879
ERROR 238.96 26. 9.1909
TOTAL 1153.6 30. 38.454
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
FAMINC 1.1333 0.2498 4.537 1.000 0.665 0.6084 1.2000
PRICE -5.1078 2.542 -2.009 0.027-0.367 -0.5178 -7.8133
POPCORN -12.311 3.639 -3.383 0.001-0.553 -0.8582 -5.9620
CONSTANT 60.946 24.34 2.504 0.991 0.441 0.0000 13.5753
|_genr lmovies=log(movies)
...WARNING...ILLEGAL LOG IN OBS. 6, VALUE REPLACED BY ZERO 0.00000
...WARNING...ILLEGAL LOG IN OBS. 10, VALUE REPLACED BY ZERO 0.00000
...WARNING...ILLEGAL LOG IN OBS. 11, VALUE REPLACED BY ZERO 0.00000
...WARNING...ILLEGAL LOG IN OBS. 14, VALUE REPLACED BY ZERO 0.00000
|_genr lprice=log(price)
|_genr lfaminc=log(faminc)
|_genr lpopcorn=log(popcorn)
|_ols movies lprice lfaminc lpopcorn / linlog
REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = MOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
R-SQUARE = 0.4915 R-SQUARE ADJUSTED = 0.4328
VARIANCE OF THE ESTIMATE-SIGMA**2 = 10.308
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.2106
SUM OF SQUARED ERRORS-SSE= 268.01
MEAN OF DEPENDENT VARIABLE = 4.2224
LOG OF THE LIKELIHOOD FUNCTION = -75.4154
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 259.03 3. 86.344 8.376
ERROR 268.01 26. 10.308
TOTAL 527.04 29. 18.174
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 793.90 4. 198.47 19.254
ERROR 268.01 26. 10.308
TOTAL 1061.9 30. 35.397
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
LPRICE -35.554 17.43 -2.040 0.026-0.372 -0.5589 -8.4203
LFAMINC 3.5206 0.9771 3.603 0.999 0.577 0.5268 0.8338
LPOPCORN -27.877 8.246 -3.381 0.001-0.553 -0.9090 -6.6021
CONSTANT 89.389 38.73 2.308 0.985 0.412 0.0000 21.1702
|_ols lmovies lprice lfaminc lpopcorn / loglog
REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 500
OLS ESTIMATION
30 OBSERVATIONS DEPENDENT VARIABLE = LMOVIES
...NOTE..SAMPLE RANGE SET TO: 1, 30
R-SQUARE = 0.4758 R-SQUARE ADJUSTED = 0.4153
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.66815
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.81740
SUM OF SQUARED ERRORS-SSE= 17.372
MEAN OF DEPENDENT VARIABLE = 0.99886
LOG OF THE LIKELIHOOD FUNCTION(IF DEPVAR LOG) = -64.3388
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 15.766 3. 5.2554 7.866
ERROR 17.372 26. 0.66815
TOTAL 33.138 29. 1.1427
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 45.698 4. 11.425 17.099
ERROR 17.372 26. 0.66815
TOTAL 63.070 30. 2.1023
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT MEANS
LPRICE -10.472 4.436 -2.360 0.013-0.420 -0.6565 -10.4716
LFAMINC 0.68590 0.2488 2.757 0.995 0.476 0.4093 0.6859
LPOPCORN -8.0844 2.099 -3.851 0.000-0.603 -1.0512 -8.0844
CONSTANT 26.473 9.860 2.685 0.994 0.466 0.0000 26.4730
================================================================================
|_* data for monthly total trips to a fictitious amusement park
|_* trips= thousands of visits per month
|_* price= adult full-price admission
|_* ur= unemployment rate (Mediterranean climate; little seasonal labor)
|_* inc = median family income
|_* rain = total inches of rain per month
|_sample 1 60
|_read(mickey.dat) month trips price ur inc rain
|_genr summer=0
|_if(month.eq.7) summer=1
|_if(month.eq.8) summer=1
|_stat / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
MONTH 60 6.5000 3.4812 12.119 1.0000 12.000
TRIPS 60 30.300 2.8240 7.9751 26.028 37.163
PRICE 60 21.270 4.6586 21.702 12.500 28.600
UR 60 6.7583 0.36606 0.13400 6.1000 7.7000
INC 60 29.520 1.4757 2.1776 26.900 31.600
RAIN 60 0.67000 0.80450 0.64722 0.00000 3.0000
SUMMER 60 0.16667 0.37582 0.14124 0.00000 1.0000
CORRELATION MATRIX OF VARIABLES - 60 OBSERVATIONS
MONTH 1.0000
TRIPS 0.93133E-01 1.0000
PRICE 0.20955 -0.74740 1.0000
UR 0.41432 -0.32886 0.55803 1.0000
INC 0.16233 -0.76037 0.98714 0.54126 1.0000
RAIN -0.45753 -0.35106 -0.16635 -0.20460 -0.11756
1.0000
SUMMER 0.12955 0.47916 0.35819E-01 0.75974E-01 0.36674E-01
-0.36998 1.0000
MONTH TRIPS PRICE UR INC
RAIN SUMMER
|_genr ur2=ur*ur
|_ols trips price ur inc rain summer / auxrsqr resid=e
REQUIRED MEMORY IS PAR= 9 CURRENT PAR= 500
OLS ESTIMATION
60 OBSERVATIONS DEPENDENT VARIABLE = TRIPS
...NOTE..SAMPLE RANGE SET TO: 1, 60
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.9778
R-SQUARE OF UR ON OTHER INDEPENDENT VARIABLES = 0.3254
R-SQUARE OF INC ON OTHER INDEPENDENT VARIABLES = 0.9771
R-SQUARE OF RAIN ON OTHER INDEPENDENT VARIABLES = 0.2553
R-SQUARE OF SUMMER ON OTHER INDEPENDENT VARIABLES = 0.1532
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.9189 R-SQUARE ADJUSTED = 0.9114
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.70677
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.84069
SUM OF SQUARED ERRORS-SSE= 38.165
MEAN OF DEPENDENT VARIABLE = 30.300
LOG OF THE LIKELIHOOD FUNCTION = -71.5639
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 432.37 5. 86.473 122.351
ERROR 38.165 54. 0.70677
TOTAL 470.53 59. 7.9751
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 55518. 6. 9252.9 13091.928
ERROR 38.165 54. 0.70677
TOTAL 55556. 60. 925.93
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 54 DF P-VALUE CORR. COEFFICIENT AT MEANS
PRICE -0.33195 0.1578 -2.103 0.020-0.275 -0.5476 -0.2330
UR 0.30668 0.3640 0.8425 0.798 0.114 0.0398 0.0684
INC -0.56221 0.4904 -1.146 0.128-0.154 -0.2938 -0.5477
RAIN -1.1434 0.1576 -7.253 0.000-0.702 -0.3257 -0.0253
SUMMER 2.9006 0.3165 9.166 1.000 0.780 0.3860 0.0160
CONSTANT 52.167 11.44 4.560 1.000 0.527 0.0000 1.7217
|_genr sprice=summer*price
|_genr sur=summer*ur
|_genr sinc=summer*inc
|_ols trips price sprice ur sur inc sinc rain summer
REQUIRED MEMORY IS PAR= 12 CURRENT PAR= 500
OLS ESTIMATION
60 OBSERVATIONS DEPENDENT VARIABLE = TRIPS
...NOTE..SAMPLE RANGE SET TO: 1, 60
R-SQUARE = 0.9208 R-SQUARE ADJUSTED = 0.9083
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.73107
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.85503
SUM OF SQUARED ERRORS-SSE= 37.284
MEAN OF DEPENDENT VARIABLE = 30.300
LOG OF THE LIKELIHOOD FUNCTION = -70.8633
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 433.25 8. 54.156 74.078
ERROR 37.284 51. 0.73107
TOTAL 470.53 59. 7.9751
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 55519. 9. 6168.7 8437.955
ERROR 37.284 51. 0.73107
TOTAL 55556. 60. 925.93
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 51 DF P-VALUE CORR. COEFFICIENT AT MEANS
PRICE -0.37957 0.1719 -2.208 0.016-0.295 -0.6261 -0.2664
SPRICE 0.46697E-01 0.6658 0.7013E-01 0.528 0.010 0.1378 0.0056
UR 0.45620 0.3950 1.155 0.873 0.160 0.0591 0.1018
SUR -1.3360 1.519 -0.8794 0.192-0.122 -1.2139 -0.0501
INC -0.42978 0.5342 -0.8045 0.212-0.112 -0.2246 -0.4187
SINC -0.40078E-02 2.109 -0.1900E-02 0.499 0.000 -0.0158 -0.0007
RAIN -1.1480 0.1610 -7.128 0.000-0.706 -0.3270 -0.0254
SUMMER 11.108 42.68 0.2602 0.602 0.036 1.4782 0.0611
CONSTANT 48.265 12.66 3.813 1.000 0.471 0.0000 1.5929
|_test
|_test sprice=0
|_test sur=0
|_test sinc=0
|_test summer=0
|_end
F STATISTIC = 20.604718 WITH 4 AND 51 D.F. P-VALUE= 0.00000
WALD CHI-SQUARE STATISTIC = 82.418869 WITH 4 D.F. P-VALUE= 0.00000
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.04853
|_sample 2 60
|_genr elag=lag(e)
|_plot e elag
REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 500
FOR MAXIMUM EFFICIENCY USE AT LEAST PAR= 7
59 OBSERVATIONS
*=E
M=MULTIPLE POINT
2.0000 |
1.7895 | *
1.5789 | *
1.3684 | *
1.1579 | M *
0.94737 | * *
0.73684 | * *
0.52632 | * * * *
0.31579 | * * * *
0.10526 | * * ** * * *
-0.10526 | * ** *** *
-0.31579 |* * * * M *
-0.52632 | * * * * *
-0.73684 | * * * **
-0.94737 | ***
-1.1579 | ** *
-1.3684 | *
-1.5789 |
-1.7895 | * *
-2.0000 | *
________________________________________
-2.000 -1.000 0.000 1.000 2.000
ELAG
|_sample 1 60
|_ols trips price ur ur2 inc rain summer / auxrsqr exactdw resid=e
REQUIRED MEMORY IS PAR= 39 CURRENT PAR= 500
OLS ESTIMATION
60 OBSERVATIONS DEPENDENT VARIABLE = TRIPS
...NOTE..SAMPLE RANGE SET TO: 1, 60
DURBIN-WATSON STATISTIC = 1.60915
DURBIN-WATSON PROBABILITY = 0.016446
R-SQUARE OF PRICE ON OTHER INDEPENDENT VARIABLES = 0.9784
R-SQUARE OF UR ON OTHER INDEPENDENT VARIABLES = 0.9988
R-SQUARE OF UR2 ON OTHER INDEPENDENT VARIABLES = 0.9988
R-SQUARE OF INC ON OTHER INDEPENDENT VARIABLES = 0.9776
R-SQUARE OF RAIN ON OTHER INDEPENDENT VARIABLES = 0.2583
R-SQUARE OF SUMMER ON OTHER INDEPENDENT VARIABLES = 0.1717
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.9247 R-SQUARE ADJUSTED = 0.9162
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.66870
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.81774
SUM OF SQUARED ERRORS-SSE= 35.441
MEAN OF DEPENDENT VARIABLE = 30.300
LOG OF THE LIKELIHOOD FUNCTION = -69.3423
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 435.09 6. 72.515 108.441
ERROR 35.441 53. 0.66870
TOTAL 470.53 59. 7.9751
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 55520. 7. 7931.5 11860.962
ERROR 35.441 53. 0.66870
TOTAL 55556. 60. 925.93
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 53 DF P-VALUE CORR. COEFFICIENT AT MEANS
PRICE -0.28052 0.1556 -1.803 0.039-0.240 -0.4628 -0.1969
UR 17.331 8.442 2.053 0.977 0.271 2.2465 3.8656
UR2 -1.2507 0.6197 -2.018 0.024-0.267 -2.2145 -1.8908
INC -0.70769 0.4825 -1.467 0.074-0.198 -0.3698 -0.6895
RAIN -1.1632 0.1537 -7.570 0.000-0.721 -0.3314 -0.0257
SUMMER 2.8077 0.3113 9.021 1.000 0.778 0.3736 0.0154
CONSTANT -2.3682 29.22 -0.8104E-01 0.468-0.011 0.0000 -0.0782
|_auto trips price ur ur2 inc rain summer
REQUIRED MEMORY IS PAR= 12 CURRENT PAR= 500
DEPENDENT VARIABLE = TRIPS
..NOTE..R-SQUARE,ANOVA,RESIDUALS DONE ON ORIGINAL VARS
LEAST SQUARES ESTIMATION 60 OBSERVATIONS
BY COCHRANE-ORCUTT TYPE PROCEDURE WITH CONVERGENCE = 0.00100
ITERATION RHO LOG L.F. SSE
1 0.00000 -69.3423 35.441
2 0.19054 -67.7501 33.589
3 0.27548 -67.4239 33.202
4 0.31588 -67.3566 33.113
5 0.33510 -67.3452 33.093
6 0.34421 -67.3445 33.088
7 0.34852 -67.3452 33.087
8 0.35056 -67.3458 33.087
9 0.35152 -67.3462 33.087
LOG L.F. = -67.3462 AT RHO = 0.35152
ASYMPTOTIC ASYMPTOTIC ASYMPTOTIC
ESTIMATE VARIANCE ST.ERROR T-RATIO
RHO 0.35152 0.01461 0.12086 2.90849
R-SQUARE = 0.9297 R-SQUARE ADJUSTED = 0.9217
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.62428
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.79012
SUM OF SQUARED ERRORS-SSE= 33.087
MEAN OF DEPENDENT VARIABLE = 30.300
LOG OF THE LIKELIHOOD FUNCTION = -67.3462
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS
REGRESSION 437.44 6. 72.907
ERROR 33.087 53. 0.62428
TOTAL 470.53 59. 7.9751
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS
REGRESSION 55523. 7. 7931.8
ERROR 33.087 53. 0.62428
TOTAL 55556. 60. 925.93
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 53 DF P-VALUE CORR. COEFFICIENT AT MEANS
PRICE -0.52213 0.1612 -3.240 0.001-0.407 -0.8613 -0.3665
UR 9.9848 10.68 0.9353 0.823 0.127 1.2943 2.2271
UR2 -0.72510 0.7837 -0.9252 0.180-0.126 -1.2839 -1.0962
INC 0.81693E-01 0.4934 0.1656 0.565 0.023 0.0427 0.0796
RAIN -1.2135 0.1656 -7.327 0.000-0.709 -0.3457 -0.0268
SUMMER 2.7756 0.3083 9.003 1.000 0.778 0.3694 0.0153
CONSTANT 5.0800 37.02 0.1372 0.554 0.019 0.0000 0.1677
================================================================================
|_sample 1 24
|_* dur=duration in months of most recent completed mixed-gender romantic
|_* relationship
|_* agedif=age of male-age of female in relationship
|_* hours=average daily hours of waking time spent together
|_* female=1 if respondent is female; 0 otherwise
|_ols dur agedif hours female / auxrsqr resid=e
REQUIRED MEMORY IS PAR= 3 CURRENT PAR= 500
OLS ESTIMATION
24 OBSERVATIONS DEPENDENT VARIABLE = DUR
...NOTE..SAMPLE RANGE SET TO: 1, 24
R-SQUARE OF AGEDIF ON OTHER INDEPENDENT VARIABLES = 0.5057
R-SQUARE OF HOURS ON OTHER INDEPENDENT VARIABLES = 0.5448
R-SQUARE OF FEMALE ON OTHER INDEPENDENT VARIABLES = 0.1329
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.7457 R-SQUARE ADJUSTED = 0.7075
VARIANCE OF THE ESTIMATE-SIGMA**2 = 37.821
STANDARD ERROR OF THE ESTIMATE-SIGMA = 6.1498
SUM OF SQUARED ERRORS-SSE= 756.41
MEAN OF DEPENDENT VARIABLE = 13.354
LOG OF THE LIKELIHOOD FUNCTION = -75.4609
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 2217.8 3. 739.28 19.547
ERROR 756.41 20. 37.821
TOTAL 2974.2 23. 129.31
ANALYSIS OF VARIANCE - FROM ZERO
SS DF MS F
REGRESSION 6497.8 4. 1624.5 42.952
ERROR 756.41 20. 37.821
TOTAL 7254.3 24. 302.26
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 20 DF P-VALUE CORR. COEFFICIENT AT MEANS
AGEDIF 1.2000 0.7530 1.594 0.937 0.336 0.2556 0.1535
HOURS 2.3313 0.6207 3.756 0.999 0.643 0.6277 0.7638
FEMALE 2.9104 2.706 1.076 0.853 0.234 0.1303 0.1181
CONSTANT -0.47189 2.408 -0.1960 0.423-0.044 0.0000 -0.0353