Y X2 X3

n Wage ln(wage) educ mujer

1 660 2.82 11 0
2 1280 3.11 15 1
3 710 2.85 13 0
4 1920 3.28 20 1
5 380 2.58 8 0

X1 X2 X3
1 11 0
1 15 1
X= 1 13 0
1 20 1
1 8 0

X'= 1 1 1 1
11 15 13 20
0 1 0 1

X'X= 5 67 2
67 979 35
2 35 2

14.6
X'Y= 201.0
6.4

b1 2.261256761662
b= b2 0.045837987372
b3 0.13183405851

1 0 0 0
0 1 0 0
I5= 0 0 1 0
0 0 0 1
0 0 0 0

0.3377483444 -0.0331125828 0.3642384106 0.0331125828

-0.0331125828 0.7483443709 -0.2317880795 0.2516556291
P= 0.3642384106 -0.2317880795 0.5496688742 0.2317880795
 0.0331125828 0.2516556291 0.2317880795 0.7483443709
0.2980132450 0.2649006623 0.0860927152 -0.2649006623

P*P= 0.3377483444 -0.0331125828 0.3642384106 0.0331125828

-0.0331125828 0.7483443709 -0.2317880795 0.2516556291
0.3642384106 -0.2317880795 0.5496688742 0.2317880795
0.0331125828 0.2516556291 0.2317880795 0.7483443709
0.2980132450 0.2649006623 0.0860927152 -0.2649006623

M= 0.662251656 0.033112583 -0.364238411 -0.033112583

0.033112583 0.251655629 0.231788079 -0.251655629
-0.364238411 0.231788079 0.450331126 -0.231788079
-0.033112583 -0.251655629 -0.231788079 0.251655629
-0.298013245 -0.264900662 -0.086092715 0.264900662

1
1
i= 1
1
1

i'= 1 1 1 1

i*i'= 1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1

1/n*i*i'= 0.2 0.2 0.2 0.2

0.2 0.2 0.2 0.2
0.2 0.2 0.2 0.2
0.2 0.2 0.2 0.2
0.2 0.2 0.2 0.2

M0=I-1/n*i*i'= 0.8 -0.2 -0.2 -0.2

-0.2 0.8 -0.2 -0.2
-0.2 -0.2 0.8 -0.2
-0.2 -0.2 -0.2 0.8
-0.2 -0.2 -0.2 -0.2
 Coeficientes varianza

beta1 2.261 0.016

beta2 0.046 0.000
beta3 0.132 0.009

grados libe 2.00

nivel signifi 0.05
sigma^2 0.00
sima 0.06
2.82 n 5
3.11 K 3
Y= 2.85
3.28
2.58 SCT 0.297
SCE 0.291
SCR 0.007

1 R2 0.977
8 R2 0.977
0 R2 adj 0.955

inv(X'X)= 4.8543046 -0.423841 2.5629139 det(X'X)= 150.999999999999

-0.42384106 0.0397351 -0.271523
2.562913907 -0.271523 2.6887417

0.016235157 -0.001418 0.0085716 var b1 0.01623515746441

Est. Var(b) -0.00141753 0.0001329 -0.000908 var b2 0.00013289351267
0.008571632 -0.000908 0.0089925 var b3 0.00899246102394

0
0
0
0
1

2.7654746 2.7654746
3.0806606 3.0806606
2.8571506 2.8571506
0.2980132450 Ye=X*b 3.3098506 Ye=P*Y 3.3098506
0.2649006623 2.6279607 2.6279607
0.0860927152
-0.2649006623
0.6158940397

0.2980132450
0.2649006623
0.0860927152
-0.2649006623
0.6158940397
0.054 0.054
-0.298013245 0.027 0.027
-0.264900662 e=Y-Ye -0.006 e=M*Y -0.006
-0.086092715 -0.027 -0.027
0.264900662 -0.048 -0.048
0.384105960
e'= 0.0540693 0.0265493 -0.005892248774 -0.026549

1
1
1
1
1

0.2
0.2
0.2
0.2
0.2

-0.2
-0.2
-0.2
-0.2
0.8
error esta t-calculado t-teorico p-value (prob) erro de estima I-infer

0.127 17.747 4.303 0.003 0.548 1.713

0.012 3.976 4.303 0.058 0.050 -0.004
0.095 1.390 4.303 0.299 0.408 -0.276

AIC -1.67361053083
BIC -2.45422852822
0.068

F-STAT 86.88
P-VALOR F 0.0678077 0.00

ee b1 0.1274
ee (b)= ee b2 0.0115
ee b3 0.0948
 SCR 0.007
SEC 0.291
STC 0.297

error estándar res^2=e'e/(n-k) 0.00334

-0.048177064
I-sup

2.809
0.095
0.540