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EJEMPLO PREPARADO PARA REPASAR CAPÍTULO 7 – WOOLDRIDGE Se tiene información de un curso y se quiere ver que ayuda a explicar el rendimiento general de los alumnos. Los datos que se poseen son: GPA – promedio general de notas, Evali_ini – evaluación académica general al principio de año, sexo – si es hombre (1) o mujer (0) y si pertenece a una minoría étnica (1 – 0) Se corre regresión con todas las variables disponibles: . predict yhat, xb . predict residual, r twoway (scatter residual obs) . ovtest powers of fitted values collinear with explanatory variables (typically because all explanatory variables are indicator variables) test not possible predict lev, h . twoway (scatter gpa obs, sort) ( lfit gpa obs, yaxis(2)), ytitle(GPA) xtitle(obs) CÓMO SABER CUAL PODRÍA SER UN MEJOR MODELO?? . findit rsquare . gen eval2=evali_ini^2 . rsquare gpa evali_ini sexo minoría eval2 REGRESIÓN CON VARIABLES DUMMIES Y CATEGÓRICAS. OTRA FORMA DE HACERLO EN STATA: CREANDO LAS DUMMIES PARA CADA VARIABLE CÓMO CREAR TODAS LAS VARIABLES DUMMIES?? Xi, noomit i.school Nota: si ya había creado alguna de las variables, borrarlas (drop) y aplicar el comando anterior para que se generen todas. INCORPORANDO FUNCIONES CUADRÁTICAS DE LAS VARIABLES. AVPLOTS CON TODAS LAS VARIABLES QUÉ DICE C-MALLOWS??? 8 N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 - 1 5 . 6 8 7 9 7 3 3 7 . 3 7 5 9 5 4 1 . 7 7 3 1 6 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 2 . 3 4 1 3 8 1 . 4 3 2 4 9 1 7 5 . 4 1 0 . 0 0 0 1 . 4 5 6 8 3 6 3 . 2 2 5 9 2 6 m i n o r í a . 4 6 3 0 6 0 1 . 1 6 2 0 8 3 9 2 . 8 6 0 . 0 0 8 . 1 3 1 5 6 1 4 . 7 9 4 5 5 8 8 e v a l i _ i n i . 0 2 6 6 8 4 . 0 2 0 0 4 7 4 1 . 3 3 0 . 1 9 4 - . 0 1 4 3 1 7 5 . 0 6 7 6 8 5 4 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 4 1 5 A d j R - s q u a r e d = 0 . 2 7 0 2 R e s i d u a l 4 . 9 9 4 5 9 9 3 5 2 9 . 1 7 2 2 2 7 5 6 4 R - s q u a r e d = 0 . 3 1 7 3 M o d e l 2 . 3 2 0 9 7 2 4 5 2 1 . 1 6 0 4 8 6 2 3 P r o b > F = 0 . 0 0 4 0 F ( 2 , 2 9 ) = 6 . 7 4 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a e v a l i _ i n i m i n o r í a Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 -15.68797 3 37.37595 41.77316 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 2.341381 .4324917 5.41 0.000 1.456836 3.225926 minoría .4630601 .1620839 2.86 0.008 .1315614 .7945588 evali_ini .026684 .0200474 1.33 0.194 -.0143175 .0676854 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .415 Adj R-squared = 0.2702 Residual 4.99459935 29 .172227564 R-squared = 0.3173 Model 2.32097245 2 1.16048623 Prob > F = 0.0040 F( 2, 29) = 6.74 Source SS df MS Number of obs = 32 . reg gpa evali_ini minoría N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 - 1 6 . 6 3 6 7 6 23 7 . 2 7 3 5 2 4 0 . 2 0 4 9 9 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 2 . 9 0 4 2 8 6 . 0 9 1 7 1 8 4 3 1 . 6 7 0 . 0 0 0 2 . 7 1 6 9 7 2 3 . 0 9 1 6 m i n o r í a . 5 2 8 4 4 1 6 . 1 5 6 4 3 5 5 3 . 3 8 0 . 0 0 2 . 2 0 8 9 5 7 7 . 8 4 7 9 2 5 5 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 4 2 0 3 1 A d j R - s q u a r e d = 0 . 2 5 1 4 R e s i d u a l 5 . 2 9 9 7 3 2 1 6 3 0 . 1 7 6 6 5 7 7 3 9 R - s q u a r e d = 0 . 2 7 5 6 M o d e l 2 . 0 1 5 8 3 9 6 5 1 2 . 0 1 5 8 3 9 6 5 P r o b > F = 0 . 0 0 2 0 F ( 1 , 3 0 ) = 1 1 . 4 1 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a m i n o r í a Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 -16.63676 2 37.27352 40.20499 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 2.904286 .0917184 31.67 0.000 2.716972 3.0916 minoría .5284416 .1564355 3.38 0.002 .2089577 .8479255 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .42031 Adj R-squared = 0.2514 Residual 5.29973216 30 .176657739 R-squared = 0.2756 Model 2.01583965 1 2.01583965 Prob > F = 0.0020 F( 1, 30) = 11.41 Source SS df MS Number of obs = 32 . reg gpa minoría -1 -.5 0 .5 1 Residuals 0102030 Obs T o t a l 4 . 9 4 3 0 . 1 7 5 9 K u r t o s i s 0 . 0 4 1 0 . 8 4 9 6 S k e w n e s s 3 . 7 1 1 0 . 0 5 4 2 H e t e r o s k e d a s t i c i t y 1 . 2 0 1 0 . 2 7 2 9 S o u r c e c h i 2 d f p C a m e r o n & T r i v e d i ' s d e c o m p o s i t i o n o f I M - t e s t P r o b > c h i 2 = 0 . 2 7 2 9 c h i 2 ( 1 ) = 1 . 2 0 a g a i n s t H a : u n r e s t r i c t e d h e t e r o s k e d a s t i c i t y W h i t e ' s t e s t f o r H o : h o m o s k e d a s t i c i t y . i m t e s t , w h i t e P r o b > c h i 2 = 0 . 2 5 9 5 c h i 2 ( 1 ) = 1 . 2 7 V a r i a b l e s : f i t t e d v a l u e s o f g p a H o : C o n s t a n t v a r i a n c e B r e u s c h - P a g a n / C o o k - W e i s b e r g t e s t f o r h e t e r o s k e d a s t i c i t y . h e t t e s t M e a n V I F 1 . 0 0 m i n o r í a 1 . 0 0 1 . 0 0 0 0 0 0V a r i a b l e V I F 1 / V I F . v i f r e s i d u a l 3 2 0 . 9 5 5 5 1 1 . 4 8 4 0 . 8 2 0 0 . 2 0 6 1 9 V a r i a b l e O b s W V z P r o b > z S h a p i r o - W i l k W t e s t f o r n o r m a l d a t a . s w i l k r e s i d u a l Total 4.94 3 0.1759 Kurtosis 0.04 1 0.8496 Skewness 3.71 1 0.0542 Heteroskedasticity 1.20 1 0.2729 Source chi2 df p Cameron & Trivedi's decomposition of IM-test Prob > chi2 = 0.2729 chi2(1) = 1.20 against Ha: unrestricted heteroskedasticity White's test for Ho: homoskedasticity . imtest, white Prob > chi2 = 0.2595 chi2(1) = 1.27 Variables: fitted values of gpa Ho: Constant variance Breusch-Pagan / Cook-Weisberg test for heteroskedasticity . hettest Mean VIF 1.00 minoría 1.00 1.000000 Variable VIF 1/VIF . vif residual 32 0.95551 1.484 0.820 0.20619 Variable Obs W V z Prob>z Shapiro-Wilk W test for normal data . swilk residual l e v 3 2 . 0 6 2 5 . 0 2 0 8 9 . 0 4 7 6 1 9 . 0 9 0 9 0 9 1 V a r i a b l e O b s M e a n S t d . D e v . M i n M a x . s u m m l e v lev 32 .0625 .02089 .047619 .0909091 Variable Obs Mean Std. Dev. Min Max . summ lev .05 .06 .07 .08 .09 Leverage 0.05.1.15.2 Normalized residual squared -1 -.5 0 .5 1 Residuals 2.933.13.23.33.4 Fitted values 3 3.05 3.1 3.15 Fitted values 2 2.5 3 3.5 4 GPA 0102030 obs gpaFitted values 0 . 3 5 4 1 5 . 0 0 4 . 7 2 5 3 0 . 1 7 5 0 e v a l i _ i n i s e x o m i n o r í a e v a l 2 R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 4 p r e d i c t o r s 0 . 3 4 2 2 3 . 5 0 4 . 8 1 2 5 0 . 1 7 1 9 s e x o m i n o r í a e v a l 2 0 . 3 3 7 8 3 . 6 8 4 . 8 4 4 7 0 . 1 7 3 0 e v a l i _ i n i m i n o r í a e v a l 2 0 . 1 7 2 1 1 0 . 6 1 6 . 0 5 6 3 0 . 2 1 6 3 e v a l i _ i n i s e x o e v a l 2 0 . 3 3 5 7 3 . 7 7 4 . 8 6 0 1 0 . 1 7 3 6 e v a l i _ i n i s e x o m i n o r í a R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 3 p r e d i c t o r s 0 . 3 2 4 3 2 . 2 5 4 . 9 4 3 5 0 . 1 7 0 5 m i n o r í a e v a l 2 0 . 1 4 4 7 9 . 7 5 6 . 2 5 7 3 0 . 2 1 5 8 s e x o e v a l 2 0 . 2 9 4 9 3 . 4 7 5 . 1 5 8 0 0 . 1 7 7 9 s e x o m i n o r í a 0 . 1 6 9 3 8 . 7 2 6 . 0 7 7 2 0 . 2 0 9 6 e v a l i _ i n i e v a l 2 0 . 3 1 7 3 2 . 5 4 4 . 9 9 4 6 0 . 1 7 2 2 e v a l i _ i n i m i n o r í a 0 . 1 2 8 3 1 0 . 4 4 6 . 3 7 7 2 0 . 2 1 9 9 e v a l i _ i n i s e x o R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 2 p r e d i c t o r s 0 . 1 4 1 8 7 . 8 7 6 . 2 7 8 1 0 . 2 0 9 3 e v a l 2 0 . 2 7 5 6 2 . 2 8 5 . 2 9 9 7 0 . 1 7 6 7 m i n o r í a 0 . 0 0 9 2 1 3 . 4 2 7 . 2 4 8 5 0 . 2 4 1 6 s e x o 0 . 1 2 5 1 8 . 5 7 6 . 4 0 0 3 0 . 2 1 3 3 e v a l i _ i n i R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 1 p r e d i c t o r R e g r e s s i o n m o d e l s f o r d e p e n d e n t v a r i a b l e : g p a 0.3541 5.00 4.7253 0.1750 evali_ini sexo minoría eval2 R-squared Mallows C SEE MSE models with 4 predictors 0.3422 3.50 4.8125 0.1719 sexo minoría eval2 0.3378 3.68 4.8447 0.1730 evali_ini minoría eval2 0.1721 10.61 6.0563 0.2163 evali_ini sexo eval2 0.3357 3.77 4.8601 0.1736 evali_ini sexo minoría R-squared Mallows C SEE MSE modelswith 3 predictors 0.3243 2.25 4.9435 0.1705 minoría eval2 0.1447 9.75 6.2573 0.2158 sexo eval2 0.2949 3.47 5.1580 0.1779 sexo minoría 0.1693 8.72 6.0772 0.2096 evali_ini eval2 0.3173 2.54 4.9946 0.1722 evali_ini minoría 0.1283 10.44 6.3772 0.2199 evali_ini sexo R-squared Mallows C SEE MSE models with 2 predictors 0.1418 7.87 6.2781 0.2093 eval2 0.2756 2.28 5.2997 0.1767 minoría 0.0092 13.42 7.2485 0.2416 sexo 0.1251 8.57 6.4003 0.2133 evali_ini R-squared Mallows C SEE MSE models with 1 predictor Regression models for dependent variable : gpa 1 5 3 S e m i p r i v a t e 1 2 2 P u b l i c 5 1 P r i v a t e t a b u l a t i o n : F r e q . N u m e r i c L a b e l u n i q u e v a l u e s : 3 m i s s i n g . : 0 / 3 2 r a n g e : [ 1 , 3 ] u n i t s : 1 l a b e l : S c h o o l t y p e t y p e : n u m e r i c ( f l o a t ) s c h o o l ( u n l a b e l e d ) . c o d e b o o k s c h o o l 15 3 Semiprivate 12 2 Public 5 1 Private tabulation: Freq. Numeric Label unique values: 3 missing .: 0/32 range: [1,3] units: 1 label: Schooltype type: numeric (float) school (unlabeled) . codebook school _ c o n s 3 . 3 3 9 6 5 4 . 3 2 5 4 8 9 1 0 . 2 6 0 . 0 0 0 2 . 6 7 0 6 0 2 4 . 0 0 8 7 0 7 3 . 6 1 4 5 6 2 5 . 1 5 4 6 0 5 5 3 . 9 8 0 . 0 0 0 . 2 9 6 7 6 6 3 . 9 3 2 3 5 8 6 2 - . 2 0 3 5 4 2 8 . 1 4 2 3 1 2 2 - 1 . 4 3 0 . 1 6 5 - . 4 9 6 0 6 9 7 . 0 8 8 9 8 4 2 s c h o o l m i n o r í a . 3 6 2 4 2 7 6 . 1 1 7 2 6 8 5 3 . 0 9 0 . 0 0 5 . 1 2 1 3 7 8 6 . 6 0 3 4 7 6 5 s e x o - . 1 7 8 5 1 2 3 . 1 0 5 1 9 6 9 - 1 . 7 0 0 . 1 0 2 - . 3 9 4 7 4 7 7 . 0 3 7 7 2 3 e v a l i _ i n i - . 0 2 3 3 3 6 7 . 0 1 5 0 7 4 9 - 1 . 5 5 0 . 1 3 4 - . 0 5 4 3 2 3 7 . 0 0 7 6 5 0 2 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 2 6 7 0 4 A d j R - s q u a r e d = 0 . 6 9 7 8 R e s i d u a l 1 . 8 5 4 0 5 4 6 6 2 6 . 0 7 1 3 0 9 7 9 5 R - s q u a r e d = 0 . 7 4 6 6 M o d e l 5 . 4 6 1 5 1 7 1 5 5 1 . 0 9 2 3 0 3 4 3 P r o b > F = 0 . 0 0 0 0 F ( 5 , 2 6 ) = 1 5 . 3 2 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a e v a l i _ i n i s e x o m i n o r í a i . s c h o o l _cons 3.339654 .325489 10.26 0.000 2.670602 4.008707 3 .6145625 .1546055 3.98 0.000 .2967663 .9323586 2 -.2035428 .1423122 -1.43 0.165 -.4960697 .0889842 school minoría.3624276 .1172685 3.09 0.005 .1213786 .6034765 sexo -.1785123 .1051969 -1.70 0.102 -.3947477 .037723 evali_ini -.0233367 .0150749 -1.55 0.134 -.0543237 .0076502 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .26704 Adj R-squared = 0.6978 Residual 1.85405466 26 .071309795 R-squared = 0.7466 Model 5.46151715 5 1.09230343 Prob > F = 0.0000 F( 5, 26) = 15.32 Source SS df MS Number of obs = 32 . reg gpa evali_ini sexo minoría i.school N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 . 1 6 7 7 4 2 2 6 1 1 . 6 6 4 5 2 2 0 . 4 5 8 9 3 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 .1677422 6 11.66452 20.45893 Model Obs ll(null) ll(model) df AIC BIC . estat ic N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 . 1 6 7 7 4 2 2 6 1 1 . 6 6 4 5 2 2 0 . 4 5 8 9 3 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 3 . 1 3 6 1 1 2 . 3 0 9 4 7 5 2 1 0 . 1 3 0 . 0 0 0 2 . 4 9 9 9 7 6 3 . 7 7 2 2 4 7 3 . 8 1 8 1 0 5 2 . 1 2 7 0 9 0 1 6 . 4 4 0 . 0 0 0 . 5 5 6 8 6 7 7 1 . 0 7 9 3 4 3 1 . 2 0 3 5 4 2 8 . 1 4 2 3 1 2 2 1 . 4 3 0 . 1 6 5 - . 0 8 8 9 8 4 2 . 4 9 6 0 6 9 7 s c h o o l m i n o r í a . 3 6 2 4 2 7 6 . 1 1 7 2 6 8 5 3 . 0 9 0 . 0 0 5 . 1 2 1 3 7 8 6 . 6 0 3 4 7 6 5 s e x o - . 1 7 8 5 1 2 3 . 1 0 5 1 9 6 9 - 1 . 7 0 0 . 1 0 2 - . 3 9 4 7 4 7 7 . 0 3 7 7 2 3 e v a l i _ i n i - . 0 2 3 3 3 6 7 . 0 1 5 0 7 4 9 - 1 . 5 5 0 . 1 3 4 - . 0 5 4 3 2 3 7 . 0 0 7 6 5 0 2 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 2 6 7 0 4 A d j R - s q u a r e d = 0 . 6 9 7 8 R e s i d u a l 1 . 8 5 4 0 5 4 6 6 2 6 . 0 7 1 3 0 9 7 9 5 R - s q u a r e d = 0 . 7 4 6 6 M o d e l 5 . 4 6 1 5 1 7 1 5 5 1 . 0 9 2 3 0 3 4 3 P r o b > F = 0 . 0 0 0 0 F ( 5 , 2 6 ) = 1 5 . 3 2 S o u r c e S S d f M S N u m b e ro f o b s = 3 2 . r e g g p a e v a l i _ i n i s e x o m i n o r í a i . s c h o o l i b 2 . s c h o o l Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 .1677422 6 11.66452 20.45893 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 3.136112 .3094752 10.13 0.000 2.499976 3.772247 3 .8181052 .1270901 6.44 0.000 .5568677 1.079343 1 .2035428 .1423122 1.43 0.165 -.0889842 .4960697 school minoría .3624276 .1172685 3.09 0.005 .1213786 .6034765 sexo -.1785123 .1051969 -1.70 0.102 -.3947477 .037723 evali_ini -.0233367 .0150749 -1.55 0.134 -.0543237 .0076502 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .26704 Adj R-squared = 0.6978 Residual 1.85405466 26 .071309795 R-squared = 0.7466 Model 5.46151715 5 1.09230343 Prob > F = 0.0000 F( 5, 26) = 15.32 Source SS df MS Number of obs = 32 . reg gpa evali_ini sexo minoría i.school ib2.school N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 . 1 6 7 7 4 2 2 6 1 1 . 6 6 4 5 2 2 0 . 4 5 8 9 3 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 3 . 9 5 4 2 1 7 . 3 7 2 6 2 7 8 1 0 . 6 1 0 . 0 0 0 3 . 1 8 8 2 6 9 4 . 7 2 0 1 6 4 2 - . 8 1 8 1 0 5 2 . 1 2 7 0 9 0 1 - 6 . 4 4 0 . 0 0 0 - 1 . 0 7 9 3 4 3 - . 5 5 6 8 6 7 7 1 - . 6 1 4 5 6 2 5 . 1 5 4 6 0 5 5 - 3 . 9 8 0 . 0 0 0 - . 9 3 2 3 5 8 6 - . 2 9 6 7 6 6 3 s c h o o l m i n o r í a . 3 6 2 4 2 7 6 . 1 1 7 2 6 8 5 3 . 0 9 0 . 0 0 5 . 1 2 1 3 7 8 6 . 6 0 3 4 7 6 5 s e x o - . 1 7 8 5 1 2 3 . 1 0 5 1 9 6 9 - 1 . 7 0 0 . 1 0 2 - . 3 9 4 7 4 7 7 . 0 3 7 7 2 3 e v a l i _ i n i - . 0 2 3 3 3 6 7 . 0 1 5 0 7 4 9 - 1 . 5 5 0 . 1 3 4 - . 0 5 4 3 2 3 7 . 0 0 7 6 5 0 2 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 2 6 7 0 4 A d j R - s q u a r e d = 0 . 6 9 7 8 R e s i d u a l 1 . 8 5 4 0 5 4 6 6 2 6 . 0 7 1 3 0 9 7 9 5 R - s q u a r e d = 0 . 7 4 6 6 M o d e l 5 . 4 6 1 5 1 7 1 5 5 1 . 0 9 2 3 0 3 4 3 P r o b > F = 0 . 0 0 0 0 F ( 5 , 2 6 ) = 1 5 . 3 2 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a e v a l i _ i n i s e x o m i n o r í a i . s c h o o l i b 3 . s c h o o l Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 .1677422 6 11.66452 20.45893 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 3.954217 .372627810.61 0.000 3.188269 4.720164 2 -.8181052 .1270901 -6.44 0.000 -1.079343 -.5568677 1 -.6145625 .1546055 -3.98 0.000 -.9323586 -.2967663 school minoría .3624276 .1172685 3.09 0.005 .1213786 .6034765 sexo -.1785123 .1051969 -1.70 0.102 -.3947477 .037723 evali_ini -.0233367 .0150749 -1.55 0.134 -.0543237 .0076502 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .26704 Adj R-squared = 0.6978 Residual 1.85405466 26 .071309795 R-squared = 0.7466 Model 5.46151715 5 1.09230343 Prob > F = 0.0000 F( 5, 26) = 15.32 Source SS df MS Number of obs = 32 . reg gpa evali_ini sexo minoría i.school ib3.school _ c o n s 3 . 3 3 9 6 5 4 . 3 2 5 4 8 9 1 0 . 2 6 0 . 0 0 0 2 . 6 7 0 6 0 2 4 . 0 0 8 7 0 7 _ I s c h o o l _ 3 . 6 1 4 5 6 2 5 . 1 5 4 6 0 5 5 3 . 9 8 0 . 0 0 0 . 2 9 6 7 6 6 3 . 9 3 2 3 5 8 6 _ I s c h o o l _ 2 - . 2 0 3 5 4 2 8 . 1 4 2 3 1 2 2 - 1 . 4 3 0 . 1 6 5 - . 4 9 6 0 6 9 7 . 0 8 8 9 8 4 2 m i n o r í a . 3 6 2 4 2 7 6 . 1 1 7 2 6 8 5 3 . 0 9 0 . 0 0 5 . 1 2 1 3 7 8 6 . 6 0 3 4 7 6 5 s e x o - . 1 7 8 5 1 2 3 . 1 0 5 1 9 6 9 - 1 . 7 0 0 . 1 0 2 - . 3 9 4 7 4 7 7 . 0 3 7 7 2 3 e v a l i _ i n i - . 0 2 3 3 3 6 7 . 0 1 5 0 7 4 9 - 1 . 5 5 0 . 1 3 4 - . 0 5 4 3 2 3 7 . 0 0 7 6 5 0 2 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 2 6 7 0 4 A d j R - s q u a r e d = 0 . 6 9 7 8 R e s i d u a l 1 . 8 5 4 0 5 4 6 6 2 6 . 0 7 1 3 0 9 7 9 5 R - s q u a r e d = 0 . 7 4 6 6 M o d e l 5 . 4 6 1 5 1 7 1 5 5 1 . 0 9 2 3 0 3 4 3 P r o b > F = 0 . 0 0 0 0 F ( 5 , 2 6 ) = 1 5 . 3 2 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 i . s c h o o l _ I s c h o o l _ 1 - 3 ( n a t u r a l l y c o d e d ; _ I s c h o o l _ 1 o m i t t e d ) . x i : r e g g p a e v a l i _ i n i s e x o m i n o r í a i . s c h o o l _cons 3.339654 .325489 10.26 0.000 2.670602 4.008707 _Ischool_3 .6145625 .1546055 3.98 0.000 .2967663 .9323586 _Ischool_2 -.2035428 .1423122 -1.43 0.165 -.4960697 .0889842 minoría .3624276 .1172685 3.09 0.005 .1213786 .6034765 sexo -.1785123 .1051969 -1.70 0.102 -.3947477 .037723 evali_ini -.0233367 .0150749 -1.55 0.134 -.0543237 .0076502 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .26704 Adj R-squared = 0.6978 Residual 1.85405466 26 .071309795 R-squared = 0.7466 Model 5.46151715 5 1.09230343 Prob > F = 0.0000 F( 5, 26) = 15.32 Source SS df MS Number of obs = 32 i.school _Ischool_1-3 (naturally coded; _Ischool_1 omitted) . xi: reg gpa evali_ini sexo minoría i.school -1 -.5 0 .5 1 e( gpa | X ) -10-505 e( evali_ini | X ) coef = .02636924, se = .02012877, t = 1.31 -1 -.5 0 .5 1 e( gpa | X ) -1-.50.51 e( sexo | X ) coef = -.14423979, se = .16384835, t = -.88 -1 -.5 0 .5 1 e( gpa | X ) -1-.50.51 e( minoría | X ) coef = .52752155, se = .17843337, t = 2.96 N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 - 1 4 . 8 0 1 2 8 5 3 9 . 6 0 2 5 5 4 6 . 9 3 1 2 3 M o d e l O b s l l ( n u l l ) l l ( mo d e l ) d f A I C B I C . e s t a t i c _ c o n s 3 . 7 9 1 0 9 9 1 . 6 5 6 9 6 2 . 2 9 0 . 0 3 0 . 3 9 1 2 9 8 1 7 . 1 9 0 9 e v a l 2 . 0 0 3 3 5 2 1 . 0 0 3 8 2 0 2 0 . 8 8 0 . 3 8 8 - . 0 0 4 4 8 6 4 . 0 1 1 1 9 0 5 m i n o r í a . 5 0 1 0 6 0 2 . 1 8 1 6 9 1 1 2 . 7 6 0 . 0 1 0 . 1 2 8 2 6 0 8 . 8 7 3 8 5 9 6 s e x o - . 1 3 6 0 8 8 9 . 1 6 4 7 8 7 7 - 0 . 8 3 0 . 4 1 6 - . 4 7 4 2 0 5 3 . 2 0 2 0 2 7 6 e v a l i _ i n i - . 1 1 3 0 7 1 1 . 1 6 0 1 9 3 8 - 0 . 7 1 0 . 4 8 6 - . 4 4 1 7 6 1 7 . 2 1 5 6 1 9 6 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 4 1 8 3 4 A d j R - s q u a r e d = 0 . 2 5 8 4 R e s i d u a l 4 . 7 2 5 3 3 5 7 8 2 7 . 1 7 5 0 1 2 4 3 6 R - s q u a r e d = 0 . 3 5 4 1 M o d e l 2 . 5 9 0 2 3 6 0 3 4 . 6 4 7 5 5 9 0 0 7 P r o b > F = 0 . 0 1 5 8 F ( 4 , 2 7 ) = 3 . 7 0 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a e v a l i _ i n i s e x o m i n o r í a e v a l 2 Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 -14.80128 5 39.60255 46.93123 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 3.791099 1.65696 2.29 0.030 .3912981 7.1909 eval2 .0033521 .0038202 0.88 0.388 -.0044864 .0111905 minoría .5010602 .1816911 2.76 0.010 .1282608 .8738596 sexo -.1360889 .1647877 -0.83 0.416 -.4742053 .2020276 evali_ini -.1130711 .1601938 -0.71 0.486 -.4417617 .2156196 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .41834 Adj R-squared = 0.2584 Residual 4.72533578 27 .175012436 R-squared = 0.3541 Model 2.59023603 4 .647559007 Prob > F = 0.0158 F( 4, 27) = 3.70 Source SS df MS Number of obs = 32 . reg gpa evali_ini sexo minoría eval2 P r o b > F = 0 . 3 6 8 6 F ( 3 , 2 7 ) = 1 . 0 9 ( 3 ) e v a l 2 = 0 ( 2 ) s e x o = 0 ( 1 ) e v a l i _ i n i = 0 . t e s t e v a l i _ i n i s e x o e v a l 2 Prob > F = 0.3686 F( 3, 27) = 1.09 ( 3) eval2 = 0 ( 2) sexo = 0 ( 1) evali_ini = 0 . test evali_ini sexo eval2 N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 - 1 5 . 0 9 3 8 2 4 3 8 . 1 8 7 6 4 4 4 . 0 5 0 5 8 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 2 . 6 3 4 3 8 6 . 2 4 2 5 9 1 3 1 0 . 8 6 0 . 0 00 2 . 1 3 7 4 6 3 . 1 3 1 3 1 2 e v a l 2 . 0 0 0 6 7 7 2 . 0 0 0 4 7 7 7 1 . 4 2 0 . 1 6 7 - . 0 0 0 3 0 1 3 . 0 0 1 6 5 5 6 m i n o r í a . 5 1 7 6 5 0 6 . 1 7 8 5 4 2 7 2 . 9 0 0 . 0 0 7 . 1 5 1 9 2 2 4 . 8 8 3 3 7 8 8 s e x o - . 1 4 2 3 3 2 9 . 1 6 3 0 6 9 - 0 . 8 7 0 . 3 9 0 - . 4 7 6 3 6 4 5 . 1 9 1 6 9 8 7 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ] T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 4 1 4 5 8 A d j R - s q u a r e d = 0 . 2 7 1 7 R e s i d u a l 4 . 8 1 2 5 2 8 4 8 2 8 . 1 7 1 8 7 6 0 1 7 R - s q u a r e d = 0 . 3 4 2 2 M o d e l 2 . 5 0 3 0 4 3 3 3 3 . 8 3 4 3 4 7 7 7 7 P r o b > F = 0 . 0 0 7 6 F ( 3 , 2 8 ) = 4 . 8 5 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a s e x o m i n o r í a e v a l 2 Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 -15.09382 4 38.18764 44.05058 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 2.634386 .2425913 10.86 0.000 2.13746 3.131312 eval2 .0006772 .0004777 1.42 0.167 -.0003013 .0016556 minoría .5176506 .1785427 2.90 0.007 .1519224 .8833788 sexo -.1423329 .163069 -0.87 0.390 -.4763645 .1916987 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .41458 Adj R-squared = 0.2717 Residual 4.81252848 28 .171876017 R-squared = 0.3422 Model 2.50304333 3 .834347777 Prob > F = 0.0076 F( 3, 28) = 4.85 Source SS df MS Number of obs = 32 . reg gpa sexo minoría eval2 P r o b > F = 0 . 2 5 9 2 F ( 2 , 2 8 ) = 1 . 4 2 ( 2 ) e v a l 2 = 0 ( 1 ) s e x o = 0 . t e s t s e x o e v a l 2 Prob > F = 0.2592 F( 2, 28) = 1.42 ( 2) eval2 = 0 ( 1) sexo = 0 . test sexo eval2 N o t e : N = O b s u s e d i n c a l c u l a t i n g B I C ; s e e [ R ] B I C n o t e . 3 2 - 2 1 . 7 9 4 3 4 - 1 5 . 5 2 3 3 4 3 3 7 . 0 4 6 6 9 4 1 . 4 4 3 9 M o d e l O b s l l ( n u l l ) l l ( m o d e l ) d f A I C B I C . e s t a t i c _ c o n s 2 . 5 8 8 9 8 9 . 2 3 5 9 7 5 3 1 0 . 9 7 0 . 0 0 0 2 . 1 0 6 3 6 5 3 . 0 7 1 6 1 3 e v a l 2 . 0 0 0 6 8 7 5 . 0 0 0 4 7 5 6 1 . 4 5 0 . 1 5 9 - . 0 0 0 2 8 5 1 . 0 0 1 6 6 0 1 m i n o r í a . 4 5 3 6 8 0 6 . 1 6 2 1 3 7 2 2 . 8 0 0 . 0 0 9 . 1 2 2 0 7 2 8 . 7 8 5 2 8 8 4 g p a C o e f . S t d . E r r . t P > | t | [ 9 5 % C o n f . I n t e r v a l ]T o t a l 7 . 3 1 5 5 7 1 8 1 3 1 . 2 3 5 9 8 6 1 8 7 R o o t M S E = . 4 1 2 8 7 A d j R - s q u a r e d = 0 . 2 7 7 7 R e s i d u a l 4 . 9 4 3 4 7 1 8 4 2 9 . 1 7 0 4 6 4 5 4 6 R - s q u a r e d = 0 . 3 2 4 3 M o d e l 2 . 3 7 2 0 9 9 9 7 2 1 . 1 8 6 0 4 9 9 9 P r o b > F = 0 . 0 0 3 4 F ( 2 , 2 9 ) = 6 . 9 6 S o u r c e S S d f M S N u m b e r o f o b s = 3 2 . r e g g p a m i n o r í a e v a l 2 Note: N=Obs used in calculating BIC; see [R] BIC note . 32 -21.79434 -15.52334 3 37.04669 41.4439 Model Obs ll(null) ll(model) df AIC BIC . estat ic _cons 2.588989 .2359753 10.97 0.000 2.106365 3.071613 eval2 .0006875 .0004756 1.45 0.159 -.0002851 .0016601 minoría .4536806 .1621372 2.80 0.009 .1220728 .7852884 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .41287 Adj R-squared = 0.2777 Residual 4.94347184 29 .170464546 R-squared = 0.3243 Model 2.37209997 2 1.18604999 Prob > F = 0.0034 F( 2, 29) = 6.96 Source SS df MS Number of obs = 32 . reg gpa minoría eval2 0 . 7 7 1 0 8 . 4 1 1 . 9 0 4 1 0 . 0 7 3 2 e v a l i _ i n i s e x o m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 6 p r e d i c t o r s 0 . 7 3 9 7 8 . 4 1 1 . 9 0 4 1 0 . 0 7 3 2 s e x o m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 7 4 5 6 7 . 7 7 1 . 8 6 1 2 0 . 0 7 1 6 e v a l i _ i n i m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 6 9 5 1 1 3 . 2 8 2 . 2 3 0 5 0 . 0 8 5 8 e v a l i _ i n i s e x o _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 7 4 3 9 7 . 9 6 1 . 8 7 3 7 0 . 0 7 2 1 e v a l i _ i n i s e x o m i n o r í a _ I s c h o o l _ 3 e v a l 2 0 . 6 3 1 8 2 0 . 1 9 2 . 6 9 3 4 0 . 1 0 3 6 e v a l i _ i n i s e x o m i n o r í a _ I s c h o o l _ 2 e v a l 2 0 . 7 4 6 6 7 . 6 7 1 . 8 5 4 1 0 . 0 7 1 3 e v a l i _ i n i s e x o m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 R - s q u a r e d M a l l o w s C S E E M S E m o d e l s w i t h 5 p r e d i c t o r s 0 . 7 1 1 7 9 . 4 7 2 . 1 0 9 2 0 . 0 7 8 1 m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 6 4 7 2 1 6 . 5 1 2 . 5 8 0 9 0 . 0 9 5 6 s e x o _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 7 2 0 7 8 . 4 8 2 . 0 4 2 9 0 . 0 7 5 7 s e x o m i n o r í a _ I s c h o o l _ 3 e v a l 2 0 . 5 9 3 2 2 2 . 4 0 2 . 9 7 5 8 0 . 1 1 0 2 s e x o m i n o r í a _ I s c h o o l _ 2 e v a l 2 0 . 7 2 3 2 8 . 2 2 2 . 0 2 4 9 0 . 0 7 5 0 s e x o m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 0 . 6 9 2 0 1 1 . 6 2 2 . 2 5 3 2 0 . 0 8 3 5 e v a l i _ i n i _ I s c h o o l _ 2 _ I s c h o o l _ 3 e v a l 2 0 . 7 2 0 0 8 . 5 6 2 . 0 4 8 2 0 . 0 7 5 9 e v a l i _ i n i m i n o r í a _ I s c h o o l _ 3 e v a l 2 0 . 6 0 8 0 2 0 . 7 9 2 . 8 6 7 8 0 . 1 0 6 2 e v a l i _ i n i m i n o r í a _ I s c h o o l _ 2 e v a l 2 0 . 7 1 8 5 8 . 7 3 2 . 0 5 9 4 0 . 0 7 6 3 e v a l i _ i n i m i n o r í a _ I s c h o o l _ 2 _ I s c h o o l _ 3 0 . 6 6 4 9 1 4 . 5 8 2 . 4 5 1 2 0 . 0 9 0 8
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