UNIT 6 IS NOW ASSIGNED TO: h:\buec333\output4.txt |_sample 1 10 |_read (h:\buec333\ass4-dat.txt) y x1 x2 UNIT 88 IS NOW ASSIGNED TO: h:\buec333\ass4-dat.txt 3 VARIABLES AND 10 OBSERVATIONS STARTING AT OBS 1 |_plot y x1 REQUIRED MEMORY IS PAR= 1 CURRENT PAR= 390 FOR MAXIMUM EFFICIENCY USE AT LEAST PAR= 1 10 OBSERVATIONS *=Y M=MULTIPLE POINT 6.0000 | 5.9368 | 5.8737 | 5.8105 | 5.7474 | 5.6842 | * 5.6211 | 5.5579 | * 5.4947 | * * 5.4316 | 5.3684 | * * 5.3053 | 5.2421 | * 5.1789 | * * 5.1158 | 5.0526 | 4.9895 | 4.9263 | 4.8632 | * 4.8000 | ________________________________________ 625.000 750.000 875.000 1000.000 1125.000 X1 |_plot y x2 REQUIRED MEMORY IS PAR= 1 CURRENT PAR= 390 FOR MAXIMUM EFFICIENCY USE AT LEAST PAR= 1 10 OBSERVATIONS *=Y M=MULTIPLE POINT 6.0000 | 5.9368 | 5.8737 | 5.8105 | 5.7474 | 5.6842 | * 5.6211 | 5.5579 | * 5.4947 | * * 5.4316 | 5.3684 | * * 5.3053 | 5.2421 | * 5.1789 | * * 5.1158 | 5.0526 | 4.9895 | 4.9263 | 4.8632 | * 4.8000 | ________________________________________ 52.000 54.000 56.000 58.000 60.000 X2 |_ols y x1 x2 REQUIRED MEMORY IS PAR= 1 CURRENT PAR= 390 OLS ESTIMATION 10 OBSERVATIONS DEPENDENT VARIABLE = Y ...NOTE..SAMPLE RANGE SET TO: 1, 10 R-SQUARE = .5511 R-SQUARE ADJUSTED = .4228 VARIANCE OF THE ESTIMATE-SIGMA**2 = .30847E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = .17563 SUM OF SQUARED ERRORS-SSE= .21593 MEAN OF DEPENDENT VARIABLE = 5.3700 LOG OF THE LIKELIHOOD FUNCTION = 4.98756 MODEL SELECTION TESTS - SEE JUDGE ET.AL.(1985, P.242) AKAIKE (1969) FINAL PREDICTION ERROR- FPE = .40101E-01 (FPE ALSO KNOWN AS AMEMIYA PREDICTION CRITERION -PC) AKAIKE (1973) INFORMATION CRITERION- LOG AIC = -3.2354 SCHWARZ(1978) CRITERION-LOG SC = -3.1446 MODEL SELECTION TESTS - SEE RAMANATHAN(1992,P.167) CRAVEN-WAHBA(1979) GENERALIZED CROSS VALIDATION(1979) -GCV= .44067E-01 HANNAN AND QUINN(1979) CRITERION -HQ= .35616E-01 RICE (1984) CRITERION-RICE= .53982E-01 SHIBATA (1981) CRITERION-SHIBATA= .34549E-01 SCHWARTZ (1978) CRITERION-SC= .43084E-01 AKAIKE (1974)INFORMATION CRITERION-AIC= .39345E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION .26507 2. .13254 4.297 ERROR .21593 7. .30847E-01 TOTAL .48100 9. .53444E-01 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 288.63 3. 96.211 3118.982 ERROR .21593 7. .30847E-01 TOTAL 288.85 10. 28.885 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 7 DF P-VALUE CORR. COEFFICIENT AT MEANS X1 -.44698E-02 .1549E-02 -2.885 .012 -.737 -2.4964 -.7613 X2 .21879 .8391E-01 2.608 .982 .702 2.2560 2.3142 CONSTANT -2.9694 3.437 -.8640 .208 -.310 .0000 -.5530 |_test |_test x1=0 |_test x2=0 |_end F STATISTIC = 4.2965341 WITH 2 AND 7 D.F. P-VALUE= .06062 WALD CHI-SQUARE STATISTIC = 8.5930680 WITH 2 D.F. P-VALUE= .01362 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = .23275 |_* |_ols y x1 REQUIRED MEMORY IS PAR= 1 CURRENT PAR= 390 OLS ESTIMATION 10 OBSERVATIONS DEPENDENT VARIABLE = Y ...NOTE..SAMPLE RANGE SET TO: 1, 10 R-SQUARE = .1150 R-SQUARE ADJUSTED = .0044 VARIANCE OF THE ESTIMATE-SIGMA**2 = .53208E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = .23067 SUM OF SQUARED ERRORS-SSE= .42566 MEAN OF DEPENDENT VARIABLE = 5.3700 LOG OF THE LIKELIHOOD FUNCTION = 1.59409 MODEL SELECTION TESTS - SEE JUDGE ET.AL.(1985, P.242) AKAIKE (1969) FINAL PREDICTION ERROR- FPE = .63849E-01 (FPE ALSO KNOWN AS AMEMIYA PREDICTION CRITERION -PC) AKAIKE (1973) INFORMATION CRITERION- LOG AIC = -2.7567 SCHWARZ(1978) CRITERION-LOG SC = -2.6962 MODEL SELECTION TESTS - SEE RAMANATHAN(1992,P.167) CRAVEN-WAHBA(1979) GENERALIZED CROSS VALIDATION(1979) -GCV= .66510E-01 HANNAN AND QUINN(1979) CRITERION -HQ= .59423E-01 RICE (1984) CRITERION-RICE= .70944E-01 SHIBATA (1981) CRITERION-SHIBATA= .59593E-01 SCHWARTZ (1978) CRITERION-SC= .67463E-01 AKAIKE (1974)INFORMATION CRITERION-AIC= .63501E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION .55338E-01 1. .55338E-01 1.040 ERROR .42566 8. .53208E-01 TOTAL .48100 9. .53444E-01 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 288.42 2. 144.21 2710.361 ERROR .42566 8. .53208E-01 TOTAL 288.85 10. 28.885 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 8 DF P-VALUE CORR. COEFFICIENT AT MEANS X1 -.60731E-03 .5955E-03 -1.020 .169 -.339 -.3392 -.1034 CONSTANT 5.9254 .5495 10.78 1.000 .967 .0000 1.1034 |_* |_ols y x1 /noconstant REQUIRED MEMORY IS PAR= 1 CURRENT PAR= 390 OLS ESTIMATION 10 OBSERVATIONS DEPENDENT VARIABLE = Y ...NOTE..SAMPLE RANGE SET TO: 1, 10 R-SQUARE = -12.7472 R-SQUARE ADJUSTED = -12.7472 VARIANCE OF THE ESTIMATE-SIGMA**2 = .73471 STANDARD ERROR OF THE ESTIMATE-SIGMA = .85715 SUM OF SQUARED ERRORS-SSE= 6.6124 MEAN OF DEPENDENT VARIABLE = 5.3700 LOG OF THE LIKELIHOOD FUNCTION = -12.1212 RAW MOMENT R-SQUARE = .9771 MODEL SELECTION TESTS - SEE JUDGE ET.AL.(1985, P.242) AKAIKE (1969) FINAL PREDICTION ERROR- FPE = .80818 (FPE ALSO KNOWN AS AMEMIYA PREDICTION CRITERION -PC) AKAIKE (1973) INFORMATION CRITERION- LOG AIC = -.21364 SCHWARZ(1978) CRITERION-LOG SC = -.18338 MODEL SELECTION TESTS - SEE RAMANATHAN(1992,P.167) CRAVEN-WAHBA(1979) GENERALIZED CROSS VALIDATION(1979) -GCV= .81635 HANNAN AND QUINN(1979) CRITERION -HQ= .78127 RICE (1984) CRITERION-RICE= .82655 SHIBATA (1981) CRITERION-SHIBATA= .79349 SCHWARTZ (1978) CRITERION-SC= .83245 AKAIKE (1974)INFORMATION CRITERION-AIC= .80764 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 282.24 1. 282.24 384.148 ERROR 6.6124 9. .73471 TOTAL 288.85 10. 28.885 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 9 DF P-VALUE CORR. COEFFICIENT AT MEANS X1 .57573E-02 .2937E-03 19.60 1.000 .988 3.2155 .9806 |_stop