Capitulo 4_Ejercicio 1_Modelo Lineal General_Corte Transversal_Datos Hipotéticos

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Observación Y X2 X3 1 15 14 150 2 20 15 140 3 50 18 120 4 45 25 100 5 26 30 95 6 80 59 60 7 90 85 30 8 120 75 20 9 160 150 5

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ejercicios del modelo lineal general

Transcript of Capitulo 4_Ejercicio 1_Modelo Lineal General_Corte Transversal_Datos Hipotéticos

Hoja1ObservacinYX2X3115141502201514035018120445251005263095680596079085308120752091601505

Hoja2Y1X2X3151.0014.00150.00201.0015.00140.00501.0018.00120.00Y451.0025.00100.00X261.0030.0095.00801.0059.0060.00901.0085.0030.001201.0075.0020.001601.00150.005.00Promedio67.3333333333111111111X'14151825305985751501501401201009560302059471720X'X471411012005072020050804504.9565947505-0.0400271023-0.0343841494INV(X'X)-0.04002710230.00035093750.0002707671Resumen-0.03438414940.00027076710.000252675Estadsticas de la regresinCoeficiente de correlacin mltiple0.9637481993606Coeficiente de determinacin R^20.9288105917X'Y48685R^2 ajustado0.905080788928720Error tpico15.2192839805Observaciones9DesviacintCoeficienteFCoeficientesEstandarStudentDeterminacinSnedecorANLISIS DE VARIANZA67.464172117633.88331763311.99107339040.928810591739.1411003501Grados de libertadSuma de cuadradosPromedio de los cuadradosFValor crtico de FBETA=INV(X'X)*X'Y0.60540259520.28510782682.1234162602Regresin218132.24037071919066.120185359539.14110035010.0003607831-0.39766968250.2419220132-1.6437928788Residuos61389.7596292809231.6266048802Total819522Y'15205045268090120160CoeficientesError tpicoEstadstico tProbabilidadInferior 95%Superior 95%Y'Y6032660326Y'Y-nYP19522Intercepcin67.464172117633.88331763311.99107339040.0935767334-15.4453191952150.3736634304Variable X 10.60540259520.28510782682.12341626020.0779147937-0.09223112361.3030363141Variable X 2-0.39766968250.2419220132-1.64379287880.1513236892-0.98963152250.1942921575BETA'67.46417211760.6054025952-0.3976696825B'X'Y58936.2403707188B'X'Y-nYP18132.2403707188Dependent Variable: YMethod: Least SquaresE'E/n-3231.62660488020.0118649014Date: 08/30/12 Time: 17:23Sample: 1 91148.0792138237-9.2713418114-7.9642837866Included observations: 9VAR(B)-9.27134181140.08128647290.0627168716-7.96428378660.06271687160.0585262605VariableCoefficientStd. Errort-StatisticProb.C67.4641721233.883317631.991073390.0936X20.6054025950.2851078272.1234162600.0779X3-0.3976696830.241922013-1.6437928790.1513R-squared0.928811Mean dependent var67.333333Adjusted R-squared0.905081S.D. dependent var49.39889S.E. of regression15Akaike info criterionSum squared resid1,390Schwarz criterionLog likelihoodF-statistic39.14110Durbin-Watson stat2,345,424Prob(F-statistic)0.000361

Hoja3Y1X2X3151.0014.00150.00201.0015.00140.00501.0018.00120.00Y451.0025.00100.00X261.0030.0095.00801.0059.0060.00901.0085.0030.001201.0075.0020.001601.00150.005.00Promedio67.3333333333X'X'XINV(X'X)X'YBETA=INV(X'X)*X'YY'Y'YBETA'B'X'YE'E/n-3VAR(B)