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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 rvfplot swilk residual Shapiro-Wilk W test for normal data Variable | Obs W V z Prob>z -------------+-------------------------------------------------- res3 | 32 0.95985 1.339 0.607 0.27206 hettest Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of gpa chi2(1) = 0.61 Prob > chi2 = 0.4364 imtest, white White's test for Ho: homoskedasticity against Ha: unrestricted heteroskedasticity chi2(7) = 5.87 Prob > chi2 = 0.5555 Cameron & Trivedi's decomposition of IM-test --------------------------------------------------- Source | chi2 df p ---------------------+----------------------------- Heteroskedasticity | 5.87 7 0.5555 Skewness | 7.80 3 0.0504 Kurtosis | 0.57 1 0.4519 ---------------------+----------------------------- Total | 14.23 11 0.2207 --------------------------------------------------- ovtest Ramsey RESET test using powers of the fitted values of gpa Ho: model has no omitted variables F(3, 25) = 0.43 Prob > F = 0.7325 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. _ 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 m i n o r í a 3 2 . 3 4 3 7 5 . 4 8 2 5 5 8 7 0 1 s e x o 3 2 . 4 3 7 5 . 5 0 4 0 1 6 1 01 e v a l i _ i n i 3 2 2 1 . 9 3 7 5 3 . 9 0 1 5 0 9 1 2 2 9 g p a 3 2 3 . 0 8 5 9 3 8 . 4 8 5 7 8 4 1 2 . 0 6 4 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 g p a e v a l i _ i n i s e x o m i n o r í a minoría 32 .34375 .4825587 0 1 sexo 32 .4375 .5040161 0 1 evali_ini 32 21.9375 3.901509 12 29 gpa 32 3.085938 .4857841 2.06 4 Variable Obs Mean Std. Dev. Min Max . summ gpa evali_ini sexo minoría _ c o n s 2 . 3 8 9 2 3 2 . 4 3 7 5 6 8 7 5 . 4 6 0 . 0 0 0 1 . 4 9 2 9 1 3 3 . 2 8 5 5 5 1 m i n o r í a . 5 2 7 5 2 1 6 . 1 7 8 4 3 3 4 2 . 9 6 0 . 0 0 6 . 1 6 2 0 1 7 4 . 8 9 3 0 2 5 7 s e x o - . 1 4 4 2 3 9 8 . 1 6 3 8 4 8 4 - 0 . 8 8 0 . 3 8 6 - . 4 7 9 8 6 7 9 . 1 9 1 3 8 8 3 e v a l i _ i n i . 0 2 6 3 6 9 2 . 0 2 0 1 2 8 8 1 . 3 1 0 . 2 0 1 - . 0 1 4 8 6 2 7 . 0 6 7 6 0 1 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 = . 4 1 6 6 2 A d j R - s q u a r e d = 0 . 2 6 4 5 R e s i d u a l 4 . 8 6 0 0 8 4 0 3 2 8 . 1 7 3 5 7 4 4 2 9 R - s q u a r e d = 0 . 3 3 5 7 M o d e l 2 . 4 5 5 4 8 7 7 8 3 . 8 1 8 4 9 5 9 2 8 P r o b > F = 0 . 0 0 8 7 F ( 3 , 2 8 ) = 4 . 7 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 _cons 2.389232 .4375687 5.46 0.000 1.492913 3.285551 minoría .5275216 .1784334 2.96 0.006 .1620174 .8930257 sexo -.1442398 .1638484 -0.88 0.386 -.4798679 .1913883 evali_ini .0263692 .0201288 1.31 0.201 -.0148627 .0676012 gpa Coef. Std. Err. t P>|t| [95% Conf. Interval] Total 7.31557181 31 .235986187 Root MSE = .41662 Adj R-squared = 0.2645 Residual 4.86008403 28 .173574429 R-squared = 0.3357 Model 2.45548778 3 .818495928 Prob > F = 0.0087 F( 3, 28) = 4.72 Source SS df MS Number of obs = 32 . reg gpa evali_ini sexo 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 5 . 2 5 1 1 5 4 3 8 . 5 0 2 3 4 4 . 3 6 5 2 4 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 -15.25115 4 38.5023 44.36524 Model Obs ll(null) ll(model) df AIC BIC . estat ic -1 -.5 0 .5 Residuals 2.62.833.23.43.6 Fitted values 1 5 3 S e m i p r i v a t e1 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 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 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 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
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