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45-734 PROBABILITY AND STATISTICS II (4th Mini AY1997-98)

Note Set 10 Handouts

  1. CIGGY.WF1 Examples

    LS WEIGHT C NICO TAR 
    ============================================================
LS // Dependent Variable is WEIGHT                                    
Date: 04/15/98   Time: 11:13                                          
Sample: 1 25                                                          
Included observations: 25                                             
============================================================
      Variable      CoefficienStd. Errort-Statistic  Prob.            
============================================================
         C           0.862808   0.047389   18.20709   0.0000          
        NICO         0.111977   0.212700   0.526457   0.6038          
        TAR          0.000765   0.013292   0.057517   0.9547          
============================================================
R-squared            0.250295    Mean dependent var 0.970284          
Adjusted R-squared   0.182141    S.D. dependent var 0.087721          
S.E. of regression   0.079331    Akaike info criter-4.956075          
Sum squared resid    0.138456    Schwarz criterion -4.809810          
Log likelihood       29.47748    F-statistic        3.672448          
Durbin-Watson stat   1.833798    Prob(F-statistic)  0.042052          
============================================================
  2. DRKDR.WF1 Examples

    LS LFT18T20 C TAX DRKAGE PCINC MILES YNGDRV INSP MORMON PROT CATH SOBAB WET 
    ============================================================
LS // Dependent Variable is LFT18T20                                  
Date: 04/16/98   Time: 11:46                                          
Sample: 1 336                                                         
Included observations: 336                                            
============================================================
      Variable      CoefficienStd. Errort-Statistic  Prob.            
============================================================
         C           3.165057   0.333892   9.479299   0.0000          
        TAX         -0.278794   0.067587  -4.124978   0.0000          
       DRKAGE       -0.035408   0.009476  -3.736708   0.0002          
       PCINC        -0.195457   0.035496  -5.506434   0.0000          
       MILES         110.1364   8.931047   12.33186   0.0000          
       YNGDRV        1.524236   0.151176   10.08250   0.0000          
        INSP        -0.075403   0.026375  -2.858878   0.0045          
       MORMON       -0.814448   0.149959  -5.431139   0.0000          
        PROT        -0.712803   0.144190  -4.943507   0.0000          
        CATH        -0.504089   0.130866  -3.851938   0.0001          
       SOBAB        -0.707793   0.246291  -2.873811   0.0043          
        WET          0.424073   0.183871   2.306365   0.0217          
============================================================
R-squared            0.570763    Mean dependent var 4.025630          
Adjusted R-squared   0.556190    S.D. dependent var 0.308939          
S.E. of regression   0.205812    Akaike info criter-3.126519          
Sum squared resid    13.72424    Schwarz criterion -2.990194          
Log likelihood       60.49186    F-statistic        39.16620          
Durbin-Watson stat   1.156329    Prob(F-statistic)  0.000000          
============================================================
    HIST RESID

    The Jarque-Bera P-Value is 0.000013 so we would Reject the Null Hypothesis that the residuals are normally distributed.