8
5 !!!
= {1, 2}
= {, }
()
= {, }
:
(dummy)
MALE = {1, 0} 1 = , 0
RESULT = 1, 0 = F(X , MALE)
,
: = 1
( ) (reference)
, ,
.
,
, ,
.
: crow
6, 29 -30 27-28
X ()
Y ( )
, X
Y -
Y=(1)+(2)*X
: C(2) X ()
(1) Y X=0
( , )
(1) ( )
D
D=0 , D=1
Y=(1)+(2)*X+C(3)*D
C(3)
Y ,
, X
Y=(1)+(2)*X+C(3)*D
D=0
( )
Y=(1)+(2)*X ,
C(2) ()
X
C(1)
X=0
Y=(1)+(2)*X+C(3)*D
D=1.
Y=((1) +C(3))+(2)*X
(1) +C(3) -
( )
D
( t-, F-)
|
|
,
( ) ,
X
(
)
D1=D*X
Y=(1) +(2)*X+C(3)*D+C(4)*D1
Y=(1)+(2)*X+C(3)*D+C(4)*D*X
(D=0)
Y=(1)+(2)*X
C(1) C(2)
(1)
(2)
Y=(1)+(2)*X+C(3)*D+C(4)*D*X
D=1
Y=(1)+(2)*X+C(3)+C(4)*X
Y=(1)+C(3)+(C(2)+C(4))*X
(1)+C(3)
C(2) +C(4)
!!!
1.
( )
EXPEND.WF1.
( FOOD)
(PRELFOOD, 100% for 1972),
(PFOOD)
(PTPE)
.
1, 2
LS FOOD C PRELFOOD
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -125.9042 | 42.08473 | -2.991683 | 0.0065 |
PRELFOOD | 2.461662 | 0.407230 | 6.044892 | 0.0000 |
R-squared | 0.613710 | Mean dependent var | 128.0840 |
-, ,
DATA PRELFOOD FOOD
SCATTER
, ,
obs | PRELFOOD | FOOD |
97.73371 | 99.70000 | |
97.07928 | 100.9000 | |
97.24518 | 102.5000 | |
96.87924 | 103.5000 | |
96.79144 | 104.6000 | |
97.10145 | 108.8000 | |
97.79793 | 113.7000 | |
100.0000 | 116.6000 | |
98.28010 | 118.6000 | |
98.22695 | 123.4000 | |
98.98190 | 125.9000 | |
100.0000 | 129.4000 | |
98.34197 | 130.0000 | |
100.0000 | 132.4000 | |
108.1362 | 129.4000 | |
112.4678 | 128.1000 | |
111.9010 | 132.3000 | |
108.8838 | 139.7000 | |
107.3941 | 145.2000 | |
110.5969 | 146.1000 | |
112.2462 | 149.3000 | |
109.8324 | 153.2000 | |
109.6658 | 153.0000 | |
107.8155 | 154.6000 | |
106.0393 | 161.2000 |
, 73 ()
,
,
,
|
|
!
?
CRISIS = 0 1959-1972 , 1 1973-1983
1) :
DATA CRISIS
2)
GENR CRISIS=0
SMPL 1973 1983
GENR CRISIS=1
SMPL 1959 1983
LS FOOD C CRISIS PRELFOOD
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 65.30997 | 145.1591 | 0.449920 | 0.6572 |
CRISIS | 23.98269 | 17.45406 | 1.374046 | 0.1833 |
PRELFOOD | 0.506134 | 1.478222 | 0.342394 | 0.7353 |
R-squared | 0.644240 | Mean dependent var | 128.0840 |
CRISIS !!!
,
,
( - , ,
)
PRELFOOD | 0.506134 |
,
,
DATA PRELFOOD FOOD
SMPL 1959 1972
SMPL 1973 1983
,
SMPL 1959 1983
GENR CRPR=CRISIS*PRELFOOD
DATA CRISIS CRPR PRELFOOD
obs | CRISIS | CRPR | PRELFOOD |
0.000000 | 0.000000 | 97.73371 | |
0.000000 | 0.000000 | 97.07928 | |
0.000000 | 0.000000 | 97.24518 | |
0.000000 | 0.000000 | 96.87924 | |
0.000000 | 0.000000 | 96.79144 | |
0.000000 | 0.000000 | 97.10145 | |
0.000000 | 0.000000 | 97.79793 | |
0.000000 | 0.000000 | 100.0000 | |
0.000000 | 0.000000 | 98.28010 | |
0.000000 | 0.000000 | 98.22695 | |
0.000000 | 0.000000 | 98.98190 | |
0.000000 | 0.000000 | 100.0000 | |
0.000000 | 0.000000 | 98.34197 | |
0.000000 | 0.000000 | 100.0000 | |
1.000000 | 108.1362 | 108.1362 | |
1.000000 | 112.4678 | 112.4678 | |
1.000000 | 111.9010 | 111.9010 | |
1.000000 | 108.8838 | 108.8838 | |
1.000000 | 107.3941 | 107.3941 | |
1.000000 | 110.5969 | 110.5969 | |
1.000000 | 112.2462 | 112.2462 | |
1.000000 | 109.8324 | 109.8324 | |
1.000000 | 109.6658 | 109.6658 | |
1.000000 | 107.8155 | 107.8155 | |
1.000000 | 106.0393 | 106.0393 |
LS FOOD C CRISIS PRELFOOD CRPR
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -674.0985 | 203.1818 | -3.317711 | 0.0033 |
CRISIS | 1090.898 | 248.3744 | 4.392151 | 0.0003 |
PRELFOOD | 8.037619 | 2.069438 | 3.883963 | 0.0009 |
CRPR | -10.52122 | 2.445936 | -4.301512 | 0.0003 |
R-squared | 0.810876 | Mean dependent var | 128.0840 |
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
FOOD = -674.1 + 1090.9*CRISIS + 8.0*PRELFOOD - 10.5*CRPR
(
)
FOOD = -674.1 + 8.0*PRELFOOD
( )
FOOD = -674.1 + 1090.9*CRISIS + 8.0*PRELFOOD - 10.5*CRPR
FOOD = -674.1 + 1090.9 + 8.0*PRELFOOD - 10.5* PRELFOOD
=-674.1 + 1090.9
=416.8
=8.0 - 10.5
-2.5
FOOD = 416.8 -2.5* PRELFOOD
|
|
(
)
SMPL 1959 1972
LS FOOD C PRELFOOD
FOOD = -674.0985057 + 8.03761905*PRELFOOD
FOOD = -674.1 + 8.0*PRELFOOD
SMPL 1973 1983
LS FOOD C PRELFOOD
FOOD = 416.7993509 - 2.483605731*PRELFOOD
FOOD = 416.8 -2.5* PRELFOOD
:
,
( )
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
,
FOOD = -674.0985057 + 1090.897857*CRISIS + 8.03761905*PRELFOOD - 10.52122478*CRPR
( ) .,
( ?)
F-
1.
RSS -
( RSS !!!!)
RSS
SMPL 1959 1983
LS FOOD C PRELFOOD
R-squared | 0.613710 |
Adjusted R-squared | 0.596915 |
S.E. of regression | 11.93403 |
Sum squared resid | 3275.685 |
LS FOOD C CRISIS PRELFOOD CRPR
R-squared | 0.810876 |
Adjusted R-squared | 0.783859 |
S.E. of regression | 8.738913 |
Sum squared resid | 1603.741 |
(RSS(short)-RSS(long)/2
F=--------------------------------------------
RSS(long)/ df(long)
F=(3275-1603)/2/1603*(25-4)
C(12)=(3275-1603)/2/1603*(25-4)
10.9519650655
f-
F(crit, 1%, df1=2, df2=25-4=21)=5.78
R2
(R2(long)-R2(short)/2
F=--------------------------------------------
(1 - R2(long))/ df(long)
( )
LS FOOD C CRISIS PRELFOOD CRPR
C(2)=0, C(4)=0
Wald Test: | ||||
Equation: Untitled | ||||
Null Hypothesis: | C(2)=0 | |||
C(4)=0 | ||||
F-statistic | 10.94654 | Probability | 0.000554 |
, F-
RSS R2
SMPL 1959 1983
LS FOOD C PRELFOOD
Sum squared resid | 3275.685 |
SMPL 1959 1972
LS FOOD C PRELFOOD
Sum squared resid | 657.6665 |
SMPL 1973 1983
|
|
LS FOOD C PRELFOOD
Sum squared resid | 946.0742 |
(RSS( )-RSS()-RSS())/2
F=-----------------------------------------------------------------------
(RSS()+RSS())/(25-2-2)
C(14)=(3275-657-946)/2/(657+946)*(25-4)
10.9519650655
,
: F-
.
,
, (, . )
SMPL 1959 1983
LS FOOD C PRELFOOD
View/Stability tests/Chow breakpoint test
Chow Breakpoint Test: 1973 | |||
F-statistic | 10.94654 | Probability | 0.000554 |
, 1975 ?
Chow Breakpoint Test: 1975 | |
F-statistic | 7.613321 |
F .
, F
2
EAEF40
LS EARN C HGC
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -9.158012 | 2.182028 | -4.197019 | 0.0000 |
HGC | 1.674807 | 0.157613 | 10.62610 | 0.0000 |
R-squared | 0.165827 | Mean dependent var | 13.68988 |
1.674807 -
1.67 .
MALE
LS EARN C MALE HGC
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -11.34626 | 2.166063 | -5.238196 | 0.0000 |
MALE | 3.998431 | 0.732135 | 5.461330 | 0.0000 |
HGC | 1.668095 | 0.153764 | 10.84840 | 0.0000 |
R-squared | 0.207514 | Mean dependent var | 13.68988 |
MALE
, . , 3.998431= 4 ,
-11.34626 ( )
,
GENR MALEHGC=MALE*HGC
LS EARN C MALE HGC MALEHGC
EARN = -12.03436704 + 5.102874352*MALE + 1.718615507*HGC - 0.08100225635*MALEHGC
- 0.08100225635 - 8
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -12.03437 | 3.461386 | -3.476748 | 0.0005 |
MALE | 5.102874 | 4.392686 | 1.161675 | 0.2459 |
HGC | 1.718616 | 0.250865 | 6.850762 | 0.0000 |
MALEHGC | -0.081002 | 0.317655 | -0.255001 | 0.7988 |
R-squared | 0.207605 | Mean dependent var | 13.68988 |
, , !!!!
?
EARN = -12.03436704 + 5.102874352*MALE + 1.718615507*HGC - 0.08100225635*MALEHGC
C(2)=0, C(4)=0
Wald Test: | ||||
Equation: Untitled | ||||
Null Hypothesis: | C(2)=0 | |||
C(4)=0 | ||||
F-statistic | 14.92099 | Probability | 0.000000 |
, !!!!!
3.
,
HGC ( ASVABC)
LS HGC C ASVABC
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 6.502261 | 0.482991 | 13.46249 | 0.0000 |
ASVABC | 0.141762 | 0.009445 | 15.00960 | 0.0000 |
R-squared | 0.283993 | Mean dependent var | 13.64211 |
( 100- ) 0.14
LS HGC C ETHWHITE ETHBLACK ETHHISP ASVABC
Near singular matrix
ETHWHITE+ETHBLACK+ETHHISP=1
|
|
,
ETHWHITE
LS HGC C ETHBLACK ETHHISP ASVABC
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 5.766301 | 0.516809 | 11.15750 | 0.0000 |
ETHBLACK | 0.981012 | 0.306830 | 3.197244 | 0.0015 |
ETHHISP | 0.857593 | 0.366618 | 2.339201 | 0.0197 |
ASVABC | 0.153710 | 0.009878 | 15.56025 | 0.0000 |
R-squared | 0.301359 | Mean dependent var | 13.64211 |
5% (HISP)
HGC = 5.766301129 + 0.9810118722*ETHBLACK + 0.8575930591*ETHHISP + 0.1537102823*ASVABC
HGC = 5.766301129 + 0.9810118722*ETHBLACK + 0.8575930591*ETHHISP + 0.1537102823*ASVABC
5.766
0.9810118722 . 0.8575930591
,
LS HGC C ETHWHITE ETHHISP ASVABC
HGC = 6.747313001 - 0.9810118722*ETHWHITE - 0.1234188132*ETHHISP + 0.1537102823*ASVABC
HGC = 5.766301129 + 0.9810118722*ETHBLACK + 0.8575930591*ETHHISP + 0.1537102823*ASVABC
, - 0.9810118722
?
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 6.747313 | 0.504422 | 13.37631 | 0.0000 |
ETHWHITE | -0.981012 | 0.306830 | -3.197244 | 0.0015 |
ETHHISP | -0.123419 | 0.448246 | -0.275337 | 0.7832 |
ASVABC | 0.153710 | 0.009878 | 15.56025 | 0.0000 |
R-squared | 0.301359 | Mean dependent var | 13.64211 |
!
!!!
,
, ( )
!!!!
:
LS HGC C ETHBLACK ETHHISP MALE ASVABC
HGC = 5.728715429 + 0.9859502541*ETHBLACK + 0.8547307343*ETHHISP + 0.06154557337*MALE + 0.153754389*ASVABC
5.728715429
GENR MALEBLACK=MALE*ETHBLACK
GENR MALEHISP=MALE*ETHHISP
LS HGC C ETHBLACK ETHHISP MALE MALEBLACK MALEHISP ASVABC
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 5.733525 | 0.531322 | 10.79106 | 0.0000 |
ETHBLACK | 1.173206 | 0.429172 | 2.733647 | 0.0065 |
ETHHISP | 0.620706 | 0.594889 | 1.043397 | 0.2972 |
MALE | 0.075355 | 0.181385 | 0.415445 | 0.6780 |
MALEBLACK | -0.376935 | 0.588915 | -0.640049 | 0.5224 |
MALEHISP | 0.370703 | 0.746745 | 0.496424 | 0.6198 |
ASVABC | 0.153507 | 0.009912 | 15.48758 | 0.0000 |
HGC = 5.733525343 + 1.173205548*ETHBLACK + 0.6207058348*ETHHISP + 0.07535538246*MALE
- 0.3769345109*MALEBLACK + 0.3707025308*MALEHISP + 0.1535072629*ASVABC
0.3769345109
, ,
,
,
,
.