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Prctica 6
4 0 0 0
80 60 20 8 8 16 20
0 8 0 0
Y 'Y 60 240 180 Y ' X 0 16 48 20 X' X
20 180 280 0 8 48 40 0 0 16 0
0 0 0 20
a) Analice la identificacin de las ecuaciones y sustente si es aplicable el mtodo
de MC2E.
Y 1 t + 21 Y 2 t + 31 Y 3 t 11 X 1 t + 1 t
Y 2t + 12 Y 2 t + 22 X 2 t + 42 X 4 t + 2 t
Y 3 t + 23 Y 2 t + 33 X 3 t + 43 X 4 t + 3 t
[ ]
1 12 0
21 1 23
31 0 1
[Y 1t Y 2t Y 3 t X 1t X2t X3t ] 11 22 0 + [ 1 t 2 t 3 t ] =[ 0 0 0 ]
0 0 33
0 42 0
0 0 43
V. Exgenas V. Endgenas
Excluidas Explicativas
A
Ecuacin k k i
Ecuacin 1 3 2 Probablemente sea sobreidentificada
Ecuacin 2 2 1 Probablemente sea sobreidentificada
Ecuacin 3 2 1 Probablemente sea sobreidentificada
1
2
3
4
5
6a.1) Para la Ecuacin 1
( A 1 )=2
[ ]
0 33
A 1= 42 0 g1=3 g 11=2
0 43
Como:
( A 1 )=g 11
g2=2 g1 1=1
[ ]
31 1
A 2= 0 33 Como:
0 43 ( A 1 ) > g11
g3=2 g 11=1
[ ]
1 12
A 3= 11 22
Como:
0 42 ( A 1 ) > g11
[] [ ]
Y2 0 16 48 20
'
Z1 X = Y 3 [ X1 X2 X3 X 4 ]= 0 8 48 40
X1 4 0 0 0
[ ]
0.25 0 0 0
1 0 0.125 0 0
XX =
0 0 0.0625 0
0 0 0 0.05
[ ][ ]
X 1Y 1 8
X 2Y 1
X Y = = 8
X3 Y 1 16
X4 Y 1 20
[ ]
196 200 0
Z 1' X ( X ' X )1 X ' Z1' = 200 282 0
0 0 4
[ ]
44
' ' 1 '
Z1 X ( X X ) X ' Y 1 = 16
8
[ ]
1.2807
^
A 1 MC 2 E= 1.035
2
PARA LA ECUACIN 2:
1
A 2 MC 2 E=[ Z 2' X ( X ' X )1 X ' Z 2' ] . [ Z 2' X (X ' X )1 X ' Y 2' ]
^
[] [ ]
Y1 8 8 16 20
'
Z2 X = X2 [ X1 X2 X3 X 4]= 0 8 0 0
X4 0 0 0 20
[ ]
0.25 0 0 0
1 0 0.125 0 0
XX =
0 0 0.0625 0
0 0 0 0.05
[ ][ ]
X 1Y 2 0
X 2Y 2 16
X Y = =
X3 Y 2 48
X 4 Y 2 20
[ ]
60 8 20
' ' 1 '
Z 2 X ( X X ) X ' Z2 = 8 8 0
20 0 20
[ ]
44
' ' 1 '
Z 2 X (X X ) X ' Y 2 = 16
20
[ ]
1.5
^
A 2 MC 2 E= 0.5
2.5
PARA LA ECUACIN 3:
1
A 3 MC 2 E=[ Z 3' X (X ' X)1 X ' Z 3' ] . [ Z3' X ( X ' X )1 X ' Y 3' ]
^
[] [ ]
Y2 0 16 18 20
'
Z3 X = X3 [ X1 X2 X3 X 4]= 0 0 16 0
X4 0 0 0 20
[ ]
0.25 0 0 0
1 0 0.125 0 0
XX =
0 0 0.0625 0
0 0 0 0.05
[ ][ ]
X 1Y 3 0
X 2Y 3 8
X Y = =
X 3 Y 3 48
X 4 Y 3 40
[ ]
72.25 18 20
' ' 1 '
Z 3 X (X X ) X ' Z3 = 18 16 0
0 0 20
[ ]
110
' ' 1 '
Z 3 X (X X ) X ' Y 3 = 48
40
[ ]
0.5
^
A 3 MC 2 E= 2.4375
1.5
[]
8
80[ 1.2807 1.035 2 ] 0
^ X ' Y 0
' 1 1 1
S 11=Y 1 Y 1 =2.68286
16 26
[]
8
60[ 1.5 0.5 2.5 ] 16
^ '
X Y 8
S 12 =Y '1 Y 2 1 1 2 =0.76932
16 26
[]
8
20[ 1.5 0.5 2.5 ] 16
^ X ' Y 8
' 1 1 3
S 13 =Y 1 Y 3 =2.3076
16 26
[]
8
240 [ 1.5 0.5 2.5 ] 16
^ 2 X 2 Y 2
'
' 8
S 22 =Y 2 Y 2 =7.6923
16 26
[ ]
16
18[ 1.5 0.5 2.5 ] 40
^ X ' Y 40
S 23 =Y 2 Y 3 2 2 3
'
=6.23
16 26
[ ]
20
280[ 0.5 2.4375 1.5 ] 20
^ X ' Y 40
' 3 3 3
S 33 =Y 3 Y 3 =9.95192
16 26
[ ]
2.68286 0.76932 2.3076
0.76932 7.6923 6.23
2.3076 6.23 9.95192
^|
LR =T ( ln ^ ii ) ln |
x 23 (31) =x2(3)=7.81
( )
2