Here is a LIMDEP program to compute descriptive statistics and run a simple regression using the same data set that is employed by SHAZAM in a previous handout.
read; nvar=2
; nobs=14
; names=income,expend
; file=mpc.dat $
dstats; rhs=* $
? LIMDEP does not provide an automatic constant term so we have to create one
create; one=1 $
regress; lhs=expend; rhs=one,income $
Here is what these LIMDEP commands produce for you:
1
+============================================================================+
: LIMDEP Estimation Results Run log line 2 Page 1 :
: Current sample contains 14 observations. :
+============================================================================+
Descriptive Statistics
Variable Mean Std. Dev. Skew. Kurt. Minimum Maximum Cases
----------------------------------------------------------------------------
INCOME 155.0000 41.2777 0.2 1.8 100.0000 220.0000 14
EXPEND 125.5714 35.2239 0.2 1.6 80.0000 180.0000 14
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+============================================================================+
: LIMDEP Estimation Results Run log line 5 Page 2 :
: Current sample contains 14 observations. :
+============================================================================+
+-----------------------------------------------------------------------+
| Ordinary least squares regression Weighting variable = ONE |
| Dependent variable is EXPEND Mean = 125.57143, S.D. = 35.2239 |
| Model size: Observations = 14, Parameters = 2, Deg.Fr.= 12 |
| Residuals: Sum of squares = 4643.9884, Std.Dev. = 19.67229 |
| Fit: R-squared = 0.71208, Adjusted R-squared = 0.68809 |
| Model test: F[ 1, 12] = 29.68, Prob value = 0.00015 |
| Diagnostic: Log-L = -60.4950, Restricted(b=0) Log-L = -69.2105 |
| Amemiya Pr. Crt.= 442.285, Akaike Info. Crt.= 8.928 |
| Autocorrel: Durbin-Watson Statistic = 1.88173, Rho = 0.05913 |
+-----------------------------------------------------------------------+
Variable Coefficient Standard Error t-ratio P[|T|>t] Mean of X
---------------------------------------------------------------------
Constant 13.957 21.152 0.660 0.52180
INCOME 0.72009 0.13218 5.448 0.00015 155.0
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