ESTADISTICAS DESCRIPTIVAS

--> DSTAT;Rhs=ONE,X1,X2,X3,X4,X5,X6,X7,X8,X9,X10,X11,X12$
Descriptive Statistics
All results based on nonmissing observations.
=========================================================================
======
Variable
Mean
Std.Dev.
Minimum
Maximum
Cases
=========================================================================
======
-----------------------------------------------------------------------------All observations in current sample
-----------------------------------------------------------------------------X1
153295.986
78969.8144
49000.0000
520550.000
222
X2
10.0462306
3.51478408
3.81580000
28.9474000
222
X3
1.68918919
.684522009
1.00000000
5.00000000
222
X4
.599099099
.551918988
.000000000
2.00000000
222
X5
.198198198
.399543174
.000000000
1.00000000
222
X6
923.833333
203.961478
499.000000
1816.00000
222
X7
.828227477
6.22212902
.100000000E-01 92.7700000
222
X8
3.00000000
.000000000
3.00000000
3.00000000
222
X9
3.36036036
.746549138
2.00000000
6.00000000
222
X10
.180180180E-01 .133317026
.000000000
1.00000000
222
X11
.900900901
.299470270
.000000000
1.00000000
222
X12
4.04729730
.625091408
.500000000
5.20000000
222
A)
LINEAL (MCO)
--> REGRESS;Lhs=X1;Rhs=ONE,X2,X3,X4,X5,X6,X7,X9$
+----------------------------------------------------+
| Ordinary
least squares regression
|
| Model was estimated Jan 12, 2013 at 06:50:20AM
|
| LHS=X1
Mean
=
153296.0
|
|
Standard deviation
=
78969.81
|
| WTS=none
Number of observs.
=
222
|
| Model size
Parameters
=
8
|
|
Degrees of freedom
=
214
|
| Residuals
Sum of squares
=
.4262117E+12 |
|
Standard error of e =
44627.84
|

| Fit
R-squared
=
.6907491
|
|
Adjusted R-squared
=
.6806335
|
| Model test
F[ 7,
214] (prob) = 68.28 (.0000) |
| Diagnostic
Log likelihood
= -2687.688
|
|
Restricted(b=0)
= -2817.957
|
|
Chi-sq [ 7] (prob) = 260.54 (.0000) |
| Info criter. LogAmemiya Prd. Crt. =
21.44763
|
|
Akaike Info. Criter. =
21.44763
|
| Autocorrel
Durbin-Watson Stat. = 1.6452977
|
|
Rho = cor[e,e(-1)]
=
.1773511
|
+----------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Constant
-119025.532
17859.8172
-6.664
.0000
X2
992.105961
937.353656
1.058
.2911
10.0462306
X3
40835.9914
5709.41169
7.152
.0000
1.68918919
X4
14995.8991
6277.48318
2.389
.0178
.59909910
X5
24843.0732
7805.23005
3.183
.0017
.19819820
X6
149.663523
18.5475587
8.069
.0000
923.833333
X7
3623.40132
510.220945
7.102
.0000
.82822748
X9
11368.3774
4983.34664
2.281
.0235
3.36036036

EXPONENCIAL (MCO)
-->
-->
-->
-->

PROC = LNPREC$
ENDPROC$
CREATE;PREC=LOG(X1)$
REGRESS;Lhs=PREC;Rhs=ONE,X2,X3,X4,X5,X6,X7,X9$

+----------------------------------------------------+
| Ordinary
least squares regression
|
| Model was estimated Jan 12, 2013 at 06:57:28AM
|
| LHS=PREC
Mean
=
11.84336
|
|
Standard deviation
=
.4149591
|
| WTS=none
Number of observs.
=
222
|
| Model size
Parameters
=
8
|
|
Degrees of freedom
=
214
|
| Residuals
Sum of squares
=
13.06573
|
|
Standard error of e =
.2470927
|
| Fit
R-squared
=
.6566549
|
|
Adjusted R-squared
=
.6454240
|
| Model test
F[ 7,
214] (prob) = 58.47 (.0000) |
| Diagnostic
Log likelihood
= -.5763443
|
|
Restricted(b=0)
= -119.2375
|
|
Chi-sq [ 7] (prob) = 237.32 (.0000) |
| Info criter. LogAmemiya Prd. Crt. = -2.760582
|
|
Akaike Info. Criter. = -2.760582
|
| Autocorrel
Durbin-Watson Stat. = 1.7632556
|
|
Rho = cor[e,e(-1)]
=
.1183722
|
+----------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |t-ratio |P[|T|>t] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Constant
10.3817019
.09888516
104.987
.0000

X2
X3
X4
X5
X6
X7
X9

.01147529
.20872604
.08567143
.14701050
.00085852
.01111415
.03303164

.00518988
.03161153
.03475679
.04321553
.00010269
.00282496
.02759149

2.211
6.603
2.465
3.402
8.360
3.934
1.197

.0281
.0000
.0145
.0008
.0000
.0001
.2326

10.0462306
1.68918919
.59909910
.19819820
923.833333
.82822748
3.36036036

Lineal box cox

-->
-->
-->
-->

PROC = prec$
ENDPROC$
create;prec=x1/10000$
BOXCOX;Lhs=PREC;Rhs=ONE,X2,X3,X4,X6,X7,X9,X11;Lambda=1$

+----------------------------------------------------+
| Box-Cox Nonlinear Regression Model
|
| Maximum likelihood estimator
Heteroscedasticity:W(i) = ONE
|
| Model was estimated Jan 15, 2013 at 06:52:19PM
|
| LHS=PREC
Mean
=
15.32960
|
|
Standard deviation
=
7.896981
|
| WTS=none
Number of observs.
=
222
|
| Model size
Parameters
=
8
|
|
Degrees of freedom
=
214
|
| Residuals
Sum of squares
=
4409.032
|
|
Standard error of e =
4.456513
|
| Fit
R-squared
=
.6815304
|
|
Adjusted R-squared
=
.6829649
|
| Model test
F[ 7,
214] (prob) = 65.42 (.0000) |
| Diagnostic
Log likelihood
= -646.7537
|
|
Restricted(b=0)
= -773.2619
|
|
Chi-sq [ 7] (prob) = 253.02 (.0000) |
| Info criter. LogAmemiya Prd. Crt. =
3.024135
|
|
Akaike Info. Criter. =
3.024135
|
| Not using OLS or no constant. Rsqd & F may be < 0. |
| Transformations: RHS = ONE
, LHS = Lambda
|
| Elasticities have been kept in matrix EPSILON
|
| Log-likelihood accounting for the LHS transformation
=
-646.75483 |
+----------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
X2
.08390021
.09871194
.850
.3954
10.0462306
X3
4.35395072
1.64401589
2.648
.0081
1.68918919
X4
1.71495657
.85688170
2.001
.0454
.59909910
X6
.01352250
.00496610
2.723
.0065
923.833333
X7
.34220338
.15116026
2.264
.0236
.82822748
X9
1.20132920
.70077264
1.714
.0865
3.36036036
X11
-1.87304466
1.31166442
-1.428
.1533
.90090090
Constant
-10.0207913
5.65456298
-1.772
.0764
Variance and transformation parameters
Lambda
1.00000000
.11677862
8.563
.0000
Sigma-sq
19.8605038
14.3349536
1.385
.1659
Exponencial box cox
--> BOXCOX;Lhs=PREC;Rhs=ONE,X2,X3,X4,X6,X7,X9,X11;Lambda=0$

+----------------------------------------------------+
| Box-Cox Nonlinear Regression Model
|
| Maximum likelihood estimator
Heteroscedasticity:W(i) = ONE
|
| Model was estimated Jan 15, 2013 at 06:53:37PM
|
| LHS=PREC
Mean
=
15.32960
|
|
Standard deviation
=
7.896981
|
| WTS=none
Number of observs.
=
222
|
| Model size
Parameters
=
8
|
|
Degrees of freedom
=
214
|
| Residuals
Sum of squares
=
13.64938
|
|
Standard error of e =
.2479591
|
| Fit
R-squared
=
.9990141
|
|
Adjusted R-squared
=
.9990185
|
| Model test
F[ 7,
214] (prob) =******* (.0000) |
| Diagnostic
Log likelihood
= -5.427252
|
|
Restricted(b=0)
= -773.2619
|
|
Chi-sq [ 7] (prob) =1535.67 (.0000) |
| Info criter. LogAmemiya Prd. Crt. = -2.753581
|
|
Akaike Info. Criter. = -2.753581
|
| Not using OLS or no constant. Rsqd & F may be < 0. |
| Transformations: RHS = ONE
, LHS = Lambda
|
| Elasticities have been kept in matrix EPSILON
|
| Log-likelihood accounting for the LHS transformation
=
-589.95885 |
+----------------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
X2
.01114485
.00612216
1.820
.0687
10.0462306
X3
.22546456
.08052920
2.800
.0051
1.68918919
X4
.09838305
.04668438
2.107
.0351
.59909910
X6
.00077880
.00026803
2.906
.0037
923.833333
X7
.01007434
.00493570
2.041
.0412
.82822748
X9
.03631485
.03124148
1.162
.2451
3.36036036
X11
-.08865310
.06984636
-1.269
.2043
.90090090
Constant
1.31127275
.13313169
9.849
.0000
Variance and transformation parameters
Lambda
.000000
.11397743
.000 1.0000
Sigma-sq
.06148372
.03844752
1.599
.1098