Econometria heteroestadicidas

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heteroestadicidas

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Hoja1HETEROCEDASTICIDADYX1X2AOSCONSUMO TOTALNro DE FAMILIASPRECIO DEFLACTADOVamos a suponer que la X2 es la que genera la heterocedasticidadY ESTIMADAei!ex2x2^2200216405234.06957628.1517387741.1787296-982507.118729601982507.1187296010.27833333330.0774694444200318329421.211004878.79817286581.16538631042840.04461371042840.04461370.92633333330.8580934444200422779957.081054457.92623234291.0563587-454333.97635873454333.976358730.05433333330.0029521111200528613972.981106487.35728125880.9532056488092.026794441488092.026794441-0.51466666670.2648817778200630181061.91137047.30129913755.43874267306.461259983267306.461259983-0.57066666670.3256604444200729585658.81168677.69829989519.5577337-403860.757733662403860.757733662-0.17366666670.0301601111TOTAL145895306.0364291347.23145937769.350154-42463.32015387163638940.38549011-01.5592173333PROMEDIO24315884.3383333107152.1666666677.8716666667

Y= 513,6X1-3,900797X2

Y= (X`X)^-1X`Y(MICO)MINIMOS CUADRADOS X`957621004871054451106481137041168678.158.7987.9267.3577.3017.698 (X`X)692161210475044134.4025044134.402373.338034 (X`X)^-10.0000000009-0.0000126827-0.00001268270.174032861X`Y15870272679031.815870272679031.815870272679031.815870272679031.815870272679031.815870272679031.81134134178.798821134134178.798821134134178.798821134134178.798821134134178.798821134134178.79882 (X`X)^-1(X`Y)513.5568927622513.5568927622-3900796.80809352-3900796.80809352B1 = 513,5569B2= -3900796,808XPRECIO DEFLACTADOY!e!e^EE^28.15982507.118729601747562.138725574234944.98000402755199143629.09248.7981042840.04461371075998.20193961-33158.15732591131099463397.249897.926454333.97635873634028.684775043-179694.70841631332290188232.82377.357488092.026794441345633.437909634142458.58888480720294449547.05057.301267306.461259983317250.074422001-49943.61316201792494364495.677297.698403860.757733662518467.847718254-114607.08998459213134785074.7364

BA506845.776564868-3383230.9402781Y=-3383230,94+506845,7766X2HIPOTESIS PARA CONTRASTARHo:Bo = hay homocedasticidadH1:B1= hay heterocedasticidad(E `)234944.980004027-33158.1573259113-179694.708416313142458.588884807-49943.6131620179-114607.089984592(E `E)1.2451239437663E+11Se^2=(E `E)/n-K31128098594.1576

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