presentación del ejercicio 17.12
TRANSCRIPT
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EJERCICIO17.12
WOOLDRIDGEPor Miguel Angel Lpez Parra
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Ue lo !a"oen
C#ARI$%.RAWpara &on"e"a
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A' A (ARIA)LE RE*PO+D E* U+A (ARIA)LE )I+AIGUAL A U+O *I U+ I+DI(IDUO RE*PO+DE CO+ DO+ACI,+ A LA *OLICI$UD M-* RECIE+$E. LA )DE DA$O* CO+*I*$E *,LO DE PER*O+A* UE #CO+$E*$ADO AL ME+O* U+A (E/ E+ EL PA*ADO
0U RACCI,+ DE PER*O+A* RE*PO+DI, M-*RECIE+$EME+$E 3RE*PLA*$41'5
1428.9998
. display .3348172 *4268
resplast 4268 .3348172 .4719818 0
Variable Obs Mean Std. Dev. Min
. s! resplast
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)' E*$IME U+ MODELO PRO)I$ PARA RE*PO+D6U$ILI/A+DO RE*PLA*$6 WEE*LA*$6 PROPRE*PMAIL*%EAR % A(GGI$ COMO LA* (ARIA)LE*E8PLICA$I(A*. 0CU-L DE LA* (ARIA)LE* E8PLIC
E* E*$AD9*$ICAME+$E *IG+IICA$I(A5
"#$ns %1.246427 .11197&3 %11.13 0.000 %1.46&89& %1.02696
av''i(t .0011992 .00111&3 1.08 0.282 %.0009867 .00338&1
!ailsyear .1369878 .031&911 4.34 0.000 .07&0704 .19890&1
pr$presp 1.938837 .1067986 18.1& 0.000 1.729&1& 2.1481&8
)eeslast %.00&1&88 .0006629 %7.78 0.000 %.0064&8 %.0038&96
resp$nd +$e(. Std. ,rr. - /- 9& +$n(. nterval
5$' lieli$$d %2378.64&1 sed$ 2 0.1719
r$b / #i2 0.0000
5 #i24: 987.38
r$bit re'ressi$n ;!ber $( $bs 4268
terati$n &< l$' lieli$$d %2378.64&1
terati$n 4< l$' lieli$$d %2378.64&1
terati$n 3< l$' lieli$$d %2378.6463
terati$n 2< l$' lieli$$d %2378.7427
terati$n 1< l$' lieli$$d %2380.6849
terati$n 0< l$' lieli$$d %2872.3327
. pr$bit resp$nd )eeslast pr$presp !ailsyear av''i(t
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C' E+CUE+$RE EL EEC$O PARCIAL PROMDE MAIL*%EAR % COMP-RELO CO+ ELCOEICIE+$E DE U+ MODELO DE
PRO)A)ILIDAD LI+EAL.
av''i(t .0004&61 .00042 1.07 0.282 %.000376 .0012
!ailsy=r .0&2097& .01202 4.34 0.000 .028&43 .07&
pr$presp .7373&43 .04091 18.02 0.000 .6&7168 .817&
)eesl=t %.0019619 .0002& %7.83 0.000 %.0024&3 %.0014
variable dy>dx Std. ,rr. - /- 9& +..
.378&4278
y rresp$nd: predi#t:
Mar'inal e((e#ts a(ter pr$bit
. !(x
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"#$ns .03&13&3 .03&2341 1.00 0.319 %.03394
av''i(t .0001866 .0000847 2.20 0.028 .00002
!ailsyear .048&662 .0101&94 4.78 0.000 .02864
pr$presp .7012491 .0340&&4 20.&9 0.000 .63448
)eeslast %.0013173 .0001974 %6.67 0.000 %.00170
resp$nd +$e(. Std. ,rr. t /t 9& +
@$tal 1024.27999 4267 .240046869 $$t MS,
AdB %sC
esidal 806.943766 4263 .189290116 %sCared M$del 217.33622& 4 &4.3340&63 r$b /
4E 4
S$r#e SS d( MS ;!ber $(
. re' resp$nd )eeslast pr$presp !ailsyear av''i(t
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D' EMPLEA+DO LA* MI*MA* (ARIA)LE* E8PLICA$I(A*6 EU+ MODELO $O)I$ PARA GI$6 LA CA+$IDAD DE LA DO+M-* RECIE+$E 3E+ LORI+E* #OLA+DE*E*'. A#ORA6 0(ARIA)LE E8PLICA$I(A E* E*$AD9*$ICAME+$E *IG+IICA
0 ri't%#ens$red $bservati$ns
1707 n#ens$red $bservati$ns
Obs. s!!ary< 2&61 le(t%#ens$red $bservati$ns at 'i(tF0
>si'!a 27.0072 .&08260& 26.01074 28.0036&
"#$ns %28.&944& 2.783932 %10.27 0.000 %34.0&241 %23.136&
av''i(t .0270&27 .00&3178 &.09 0.000 .0166269 .0374784
!ailsyear 4.0041&3 .7&40109 &.31 0.000 2.&2&899 &.482407
pr$presp 3&.14824 2.680096 13.11 0.000 29.89386 40.40263
)eeslast %.1307163 .0177&61 %7.36 0.000 %.16&&27& %.09&90&
resplast 1.68&702 1.3&8387 1.24 0.21& %.9774442 4.348849
'i(t +$e(. Std. ,rr. t /t 9& +$n(. nterval
5$' lieli$$d %9272.4117 sed$ 2 0.0412
r$b / #i2 0.0000
5 #i2&: 796.60
@$bit re'ressi$n ;!ber $( $bs 4268
. t$bit 'i(t resplast )eeslast pr$presp !ailsyear av''i(tE ll
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E' COMPARE EL EPP $O)I$ PARMAIL*%EAR CO+ EL DE LAREGRE*I,+ LI+EAL. 0*O+
*IMILARE*5
*: dy>dx is ($r dis#rete #an'e $( d!!y variable (r$! 0 t$ 1
av''i(t .0270&27 .00&32 &.09 0.000 .01663 .03747&
!ailsy=r 4.0041&3 .7&401 &.31 0.000 2.&2632 &.48199
pr$presp 3&.14824 2.6801 13.11 0.000 29.89&4 40.4011
)eesl=t %.1307163 .01776 %7.36 0.000 %.16&&18 %.09&91&
resplast* 1.68&702 1.3&839 1.24 0.21& %.976688 4.34809
variable dy>dx Std. ,rr. - /- 9& +..
%10.023986
y 5inear predi#ti$n predi#t:
Mar'inal e((e#ts a(ter t$bit
. !(x
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"#$ns %2.0&0944 1.1747&6 %1.7& 0.081 %4.3&4077
av''i(t .0198&87 .0027921 7.11 0.000 .0143846
!ailsyear 1.991881 .3364&6 &.92 0.000 1.3322&2
pr$presp 11.64446 1.22131 9.&3 0.000 9.2&00&9
)eeslast %.018&64& .0068874 %2.70 0.007 %.0320674
resplast 1.&13&&7 .62769 2.41 0.016 .2829&78
'i(t +$e(. Std. ,rr. t /t 9& +$n(.
@$tal 968099.84 4267 226.88067& $$t MS,
AdB %sCared
esidal 876741.673 4262 20&.711326 %sCared
M$del 913&8.1663 & 18271.6333 r$b / D
D &E 4262:
S$r#e SS d( MS ;!ber $( $bs
. re' 'i(t resplast )eeslast pr$presp !ailsyear av''i(t