Sei sulla pagina 1di 4

PRACTICA DE ECONOMETRIA

Ejercicio 201:

Y= Salario promedio de un maestro de escuela pública.

B1= Es el intercepto. Es el valor de Y cuando X es igual a 0.

B2=Es la pendiente. Es la variación en Y debido a una variación por unidad en X.

X= Gasto en educación pública por alumno.

U= Es el término de perturbación estocástica muestral.

SUELDOi = 12129.37 + 3.307585Gastoi + Ui

a) Modelo lineal

Dependent Variable: Y
Method: Least Squares
Date: 02/07/18 Time: 21:43
Sample: 1 51
Included observations: 51

Variable Coefficient Std. Error t-Statistic Prob.

C 12129.37 1197.351 10.13017 0.0000


X 3.307585 0.311704 10.61129 0.0000

R-squared 0.696781 Mean dependent var 24356.22


Adjusted R-squared 0.690593 S.D. dependent var 4179.426
S.E. of regression 2324.779 Akaike info criterion 18.37906
Sum squared resid 2.65E+08 Schwarz criterion 18.45482
Log likelihood -466.6661 Hannan-Quinn criter. 18.40801
F-statistic 112.5995 Durbin-Watson stat 1.254380
Prob(F-statistic) 0.000000
b)Modelo log lineal

Dependent Variable: LNY


Method: Least Squares
Date: 02/07/18 Time: 21:46
Sample: 1 51
Included observations: 51

Variable Coefficient Std. Error t-Statistic Prob.

C 5.960770 0.443327 13.44554 0.0000


LNX 0.504384 0.054158 9.313109 0.0000

R-squared 0.639000 Mean dependent var 10.08761


Adjusted R-squared 0.631632 S.D. dependent var 0.158786
S.E. of regression 0.096373 Akaike info criterion -1.802763
Sum squared resid 0.455097 Schwarz criterion -1.727005
Log likelihood 47.97046 Hannan-Quinn criter. -1.773814
F-statistic 86.73401 Durbin-Watson stat 1.123833
Prob(F-statistic) 0.000000

c)Modelo semilogaritmico

Dependent Variable: LNY


Method: Least Squares
Date: 02/07/18 Time: 21:48
Sample: 1 51
Included observations: 51

Variable Coefficient Std. Error t-Statistic Prob.

C 9.637830 0.048647 198.1186 0.0000


X 0.000122 1.27E-05 9.607718 0.0000

R-squared 0.653240 Mean dependent var 10.08761


Adjusted R-squared 0.646164 S.D. dependent var 0.158786
S.E. of regression 0.094453 Akaike info criterion -1.843010
Sum squared resid 0.437144 Schwarz criterion -1.767252
Log likelihood 48.99674 Hannan-Quinn criter. -1.814060
F-statistic 92.30825 Durbin-Watson stat 1.210019
Prob(F-statistic) 0.000000

d) Modelo de tendencia lineal

No se puede estimar el modelo de tendencia lineal porque los datos presentados se encuentran
en corte transversal y necesitamos que estos datos estén en serie de tiempo para poder estimar el
modelo.
e) Modelo semilogarítmico lin long

Dependent Variable: Y
Method: Least Squares
Date: 02/07/18 Time: 21:49
Sample: 1 51
Included observations: 51

Variable Coefficient Std. Error t-Statistic Prob.

C -85027.31 11522.78 -7.379063 0.0000


LNX 13368.90 1407.666 9.497209 0.0000

R-squared 0.647981 Mean dependent var 24356.22


Adjusted R-squared 0.640797 S.D. dependent var 4179.426
S.E. of regression 2504.879 Akaike info criterion 18.52829
Sum squared resid 3.07E+08 Schwarz criterion 18.60405
Log likelihood -470.4715 Hannan-Quinn criter. 18.55724
F-statistic 90.19699 Durbin-Watson stat 1.224257
Prob(F-statistic) 0.000000

f) Modelo recíproco
Dependent Variable: Y
Method: Least Squares
Date: 02/07/18 Time: 21:59
Sample: 1 51
Included observations: 51

Variable Coefficient Std. Error t-Statistic Prob.

C 37784.24 1727.171 21.87637 0.0000


UNOSOBRX -46633140 5843382. -7.980505 0.0000

R-squared 0.565173 Mean dependent var 24356.22


Adjusted R-squared 0.556299 S.D. dependent var 4179.426
S.E. of regression 2783.953 Akaike info criterion 18.73956
Sum squared resid 3.80E+08 Schwarz criterion 18.81532
Log likelihood -475.8587 Hannan-Quinn criter. 18.76851
F-statistic 63.68846 Durbin-Watson stat 1.264723
Prob(F-statistic) 0.000000

g) Modelo log hipérbola o recíproco logarítmico


Dependent Variable: LNY
Method: Least Squares
Date: 02/08/18 Time: 12:00
Sample (adjusted): 1 51
Included observations: 51 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C 10.60494 0.064401 164.6717 0.0000


UNOSOBRX -1796.611 217.8804 -8.245859 0.0000

R-squared 0.581176 Mean dependent var 10.08761


Adjusted R-squared 0.572628 S.D. dependent var 0.158786
S.E. of regression 0.103804 Akaike info criterion -1.654190
Sum squared resid 0.527993 Schwarz criterion -1.578432
Log likelihood 44.18185 Hannan-Quinn criter. -1.625241
F-statistic 67.99419 Durbin-Watson stat 1.109593
Prob(F-statistic) 0.000000

h) Modelo de regresión a través del origen

i) Modelo de regresión sobre las variables estandarizadas

Dependent Variable: Y_
Method: Least Squares
Date: 02/08/18 Time: 11:15
Sample (adjusted): 1 51
Included observations: 51 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -2.82E-16 0.077890 -3.62E-15 1.0000


X_ 0.834734 0.078665 10.61129 0.0000

R-squared 0.696781 Mean dependent var -1.49E-16


Adjusted R-squared 0.690593 S.D. dependent var 1.000000
S.E. of regression 0.556244 Akaike info criterion 1.703205
Sum squared resid 15.16094 Schwarz criterion 1.778963
Log likelihood -41.43173 Hannan-Quinn criter. 1.732154
F-statistic 112.5995 Durbin-Watson stat 1.254380
Prob(F-statistic) 0.000000