Y X1 X2 Xk

1.81733121 3.39444482 6874595 1726462 . reg y x1 x2 xk

1.75208003 3.35933009 6742201 1725951 Source SS df
1.88077486 3.43502692 7008805 1725555
Model 2.77649646 3 .9254
1.94584765 3.47899735 7142280 1724650 Residual .002741838 21 .0001
1.68211534 3.33123208 6613026 1723190
Total 2.7792383 24 .1158
1.63733931 3.30279817 6480521 1720615
1.58780042 3.2792866 6350486 1716097
y Coef. Std. Err.
1.53266963 3.25962516 6222545 1710037
1.47193364 3.24187566 6095370 1703357 x1 -.2926433 .0941021 -3.
x2 5.26e-07 1.43e-08 36.
1.40481087 3.22518616 5968195 1696626 xk -8.09e-07 1.22e-07 -6.
1.36852727 3.20897946 5842682 1688166 _cons .5954462 .1140179 5.
1.32555035 3.192782 5718343 1678983
1.27472571 3.17633393 5595861 1668687
1.21675887 3.15938082 5476373 1656579
1.15246583 3.14207144 5360658 1642182 n1
1.11833464 3.1150674 5243819 1628003
1.08355641 3.08440817 5128880 1612463
1.0472776 3.0498593 5016122 1595602
1.00779417 3.01116271 4906189 1577320
0.96286558 2.9687698 4799731 1557492
0.95559881 2.9270895 4690530 1538795
0.94342272 2.88055124 4585346 1518309
0.92441077 2.8338386 4483960 1496328
0.89695196 2.79547699 4385534 1473486
0.85989278 2.77218889 4289717 1450112
0.85972392 2.7597491 4188345 1429147
0.84800343 2.76403431 4089020 1408292
0.82436675 2.78281034 3992803 1387070
0.79007935 2.81088625 3901736 1364417 se elimina el 15% de los datos
0.74726022 2.84515555 3817320 1339555
0.73765114 2.87042835 3728565 1318105 . reg y x1 x2 xk
0.72210249 2.89980404 3643972 1295638
Source SS df MS
0.69984181 2.92936148 3563371 1272524
0.66946441 2.95201742 3486248 1249437 Model .017713546 3 .005904
Residual .011522936 21 .000548
0.63000109 2.96306526 3412509 1226677
0.61958715 2.94980243 3338194 1206436 Total .029236482 24 .001218
0.60315773 2.91720692 3266753 1186560
0.5816344 2.87195351 3198291 1166500 y Coef. Std. Err. t
0.5551069 2.82662894 3133304 1145318
x1 .2270509 .0968446 2.34
0.52360872 2.79099968 3072284 1122293 x2 -5.34e-07 7.14e-07 -0.75
0.53879109 2.76505841 3001259 1102416 xk 1.81e-06 2.13e-06 0.85
_cons -.4766557 .4562485 -1.04
0.54492779 2.74838848 2933290 1081293
0.54118859 2.74303533 2868658 1059112
0.52710849 2.75094769 2807929 1036027
0.50279602 2.77431307 2751751 1012059 n2
0.52951095 2.79991732 2687741 992244
0.54152679 2.84422591 2627008 972160
0.53864725 2.90093623 2569608 951849
0.52194321 2.9578814 2515711 931266
0.49356893 3.00627944 2465734 910218
0.52336031 3.02412188 2408056 893165
0.53653444 3.02666036 2353095 876278
0.53344557 3.01888577 2301204 859316
0.51498737 3.01117792 2253088 841807
0.48434278 3.01158829 2209456 823327
0.52214327 2.99314954 2157410 808775
0.54351665 2.97818255 2108486 793907
0.54808546 2.96800043 2062887 778640
0.53678653 2.96317651 2021025 762829
. reg y x1 x2 xk

Source SS df MS Number of obs = 25

F(3, 21) = 7088.48
Model 2.77649646 3 .925498821 Prob > F = 0.0000
Residual .002741838 21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
Total 2.7792383 24 .115801596 Root MSE = .01143

y Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1 -.2926433 .0941021 -3.11 0.005 -.4883394 -.0969472

x2 5.26e-07 1.43e-08 36.76 0.000 4.96e-07 5.55e-07
xk -8.09e-07 1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
_cons .5954462 .1140179 5.22 0.000 .358333 .8325594

reg y x1 x2 xk

Source SS df MS Number of obs = 25

F(3, 21) = 10.76
Model .017713546 3 .005904515 Prob > F = 0.0002
Residual .011522936 21 .000548711 R-squared = 0.6059
Adj R-squared = 0.5496
Total .029236482 24 .001218187 Root MSE = .02342

y Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1 .2270509 .0968446 2.34 0.029 .0256514 .4284503

x2 -5.34e-07 7.14e-07 -0.75 0.463 -2.02e-06 9.50e-07
xk 1.81e-06 2.13e-06 0.85 0.403 -2.61e-06 6.23e-06
_cons -.4766557 .4562485 -1.04 0.308 -1.425476 .472165
 Y X1 X2 X3 y estimado e
1.81733121 1 3.39444482 6874595 1726462 1.81807048 -0.000739269063436
1.75208003 1 3.35933009 6742201 1725951 1.75917182 -0.007091795564843
1.88077486 1 3.43502692 7008805 1725555 1.87747141 0.00330345193193
1.94584765 1 3.47899735 7142280 1724650 1.93549281 0.010354841394962
1.68211534 1 3.33123208 6613026 1723190 1.70173289 -0.019617550068194
1.63733931 1 3.30279817 6480521 1720615 1.64249141 -0.005152103582565
1.58780042 1 3.2792866 6350486 1716097 1.58468039 0.003120031949653
1.53266963 1 3.25962516 6222545 1710037 1.52809139 0.004578244551029
1.47193364 1 3.24187566 6095370 1703357 1.47184733 8.63039655607523E-05
1.40481087 1 3.22518616 5968195 1696626 1.41533435 -0.010523479193071
1.36852727 1 3.20897946 5842682 1688166 1.36095311 0.007574159029856
1.32555035 1 3.192782 5718343 1678983 1.30777145 0.017778902214815
1.27472571 1 3.17633393 5595861 1668687 1.25654006 0.018185646528545
1.21675887 1 3.15938082 5476373 1656579 1.20849681 0.0082620602068
1.15246583 1 3.14207144 5360658 1642182 1.16439369 -0.011927859138087
1.11833464 1 3.1150674 5243819 1628003 1.12236041 -0.004025767916275
1.08355641 1 3.08440817 5128880 1612463 1.08349706 5.93470031136078E-05
1.0472776 1 3.0498593 5016122 1595602 1.04798759 -0.00070998907309
1.00779417 1 3.01116271 4906189 1577320 1.01632694 -0.008532764820795
0.96286558 1 2.9687698 4799731 1557492 0.98882585 -0.025960277458855
0.95559881 1 2.9270895 4690530 1538795 0.95875902 -0.003160214054918
0.94342272 1 2.88055124 4585346 1518309 0.93367327 0.009749453703128
0.92441077 1 2.8338386 4483960 1496328 0.9118449 0.012565872157679
0.89695196 1 2.79547699 4385534 1473486 0.88982537 0.007126593224436
0.85989278 1 2.77218889 4289717 1450112 0.86519662 -0.005303837990824

0.0000000000
 Homocedasticidad

Heterocedasticidad

El modelo es homocedastico, no tiene problemas de heterocedasticidad.

 e^2 g
5.46518748153572E-07 0.0041858334157907 1 1
5.02935643335247E-05 0.3852026721823060 X1 3.3944448175 3.359330091
1.09127946665746E-05 0.0835820193348131 X2 6874595 6742201
0.000107222740315 0.8212280564184140 Xk 1726462 1725951
0.000384848270678 2.9475855253934300
2.65441713254793E-05 0.2033040581023970
9.7345993668551E-06 0.0745581216688041 x'x 25 78.62576326
2.09603231690304E-05 0.1605368917774880 78.625763259 248.2363813
7.44837447151151E-09 0.0000570477314118 141021769 447656820.8
0.000110743614327 0.8481947289118580 40955047 129218277.7
5.7367885009548E-05 0.4393854938691400
0.000316089363964 2.4209552307702200 x'x-1 99.568891948 -53.43756635
0.000330717739661 2.5329952010770100 -53.43756635 67.82299879
6.82616388607951E-05 0.5228216779854340 1.128465E-05 -8.65113E-06
0.000142273823618 1.0896872744160800 2.978027E-06 -6.77987E-05
1.62068073157088E-05 0.1241293109423420
3.52206677856658E-09 0.0000269758079923 x'y 32.850836446
5.0408448390775E-07 0.0038608257891452 104.8780678
7.28080754870026E-05 0.5576432214677930 192464221.54
0.000673936005741 5.1617329917132000 54469140.23
9.98695287290238E-06 0.0764909185614513
9.50518475094312E-05 0.7280101568003530 beta 0.5954459391 constante
0.000157901143083 1.2093782387922600 -0.292643153 b1
5.07883309865753E-05 0.3889921319151240 5.256156E-07 b2
2.81306974329128E-05 0.2154553960353700 -8.09406E-07 bk

0.0027418420
SCR

0.00013056390302
Sigma^2

. reg g x1 x2 xk
0.924312803
SC modelo Source SS df MS Number of obs = 25
F(3, 21) = 0.19
Model .924312803 3 .308104268 Prob > F = 0.9049
Residual 34.8428142 21 1.65918163 R-squared = 0.0258
9.49 Adj R-squared = -0.1133
Total 35.767127 24 1.49029696 Root MSE = 1.2881
CHI CUADRADO
g Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1 1.346796 10.60804 0.13 0.900 -20.71383 23.40742

x2 -7.62e-07 1.61e-06 -0.47 0.641 -4.11e-06 2.59e-06
xk 3.30e-06 .0000137 0.24 0.812 -.0000252 .0000318
_cons -4.498982 12.85312 -0.35 0.730 -31.22852 22.23055
 g Coef. Std. Err. t P>|t| [95% Conf. Interval]

x1 1.346796 10.60804 0.13 0.900 -20.71383 23.40742

x2 -7.62e-07 1.61e-06 -0.47 0.641 -4.11e-06 2.59e-06
xk 3.30e-06 .0000137 0.24 0.812 -.0000252 .0000318
_cons -4.498982 12.85312 -0.35 0.730 -31.22852 22.23055
 1 1 1 1 1 1 1
3.4350269171 3.4789973508287 3.331232076 3.30279817 3.2792866 3.25962516 3.24187566
7008805 7142280 6613026 6480521 6350486 6222545 6095370
1725555 1724650 1723190 1720615 1716097 1710037 1703357

141021769 40955047
447656820.79 129218277.70089
8.141207E+14 232784819635694
2.327848E+14 67281267710053

1.128465E-05 2.978026814E-06
-8.651132E-06 -6.779867732E-05
1.565708E-12 4.328807965E-12
4.328808E-12 1.134369575E-10
 1 1 1 1 1 1 1 1
3.22518616 3.20897946 3.192782 3.17633393 3.15938082 3.14207144 3.1150674 3.08440817
5968195 5842682 5718343 5595861 5476373 5360658 5243819 5128880
1696626 1688166 1678983 1668687 1656579 1642182 1628003 1612463
 1 1 1 1 1 1 1 1
3.0498593 3.01116271 2.9687698 2.9270895 2.88055124 2.8338386 2.79547699 2.77218889
5016122 4906189 4799731 4690530 4585346 4483960 4385534 4289717
1595602 1577320 1557492 1538795 1518309 1496328 1473486 1450112
 ___ ____ ____ ____ ____ (R)
/__ / ____/ / ____/
___/ / /___/ / /___/ 14.0 Copyright 1985
Statistics/Data Analysis StataCorp
4905 Lakeway D
MP - Parallel Edition College Statio
800-STATA-PC
979-696-4600
979-696-4601 (

Single-user 8-core Stata perpetual license:

Serial number: 10699393
Licensed to: Jaime Estela
Smart Solutions & General Tra

Notes:
1. Unicode is supported; see help unicode_adv
2. Maximum number of variables is set to 5000

. *(4 variables, 27 observations pasted into data ed

. reg y x1 x2 xk

Source SS df MS N
F
Model 3.16692314 3 1.05564105 P
Residual .004524986 23 .000196739 R
A
Total 3.17144813 26 .121978774 R

y Coef. Std. Err. t P>|t

x1 -.1943546 .1100817 -1.77 0.09

x2 5.23e-07 1.73e-08 30.20 0.00
xk -1.05e-06 1.26e-07 -8.33 0.00
_cons .6952643 .1327009 5.24 0.00

. clear

. *(4 variables, 25 observations pasted into data ed

. rename var1 y

. rename var2 x1

. rename var3 x2

. rename var4 xk

. reg y x1 x2 xk

Source SS df MS N
F
Model .017713546 3 .005904515 P
Residual .011522936 21 .000548711 R
A
. rename var4 xk

. reg y x1 x2 xk

Source SS df MS N
F
Model .017713546 3 .005904515 P
Residual .011522936 21 .000548711 R
A
Total .029236482 24 .001218187 R

y Coef. Std. Err. t P>|t

x1 .2270509 .0968446 2.34 0.02

x2 -5.34e-07 7.14e-07 -0.75 0.46
xk 1.81e-06 2.13e-06 0.85 0.40
_cons -.4766557 .4562485 -1.04 0.30

. clear

. *(4 variables, 25 observations pasted into data ed

. rename var1 y

. rename var2 x1

. rename var3 x2

. rename var4 xk

. reg y x1 x2 xk

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R

y Coef. Std. Err. t P>|t

x1 -.2926433 .0941021 -3.11 0.00

x2 5.26e-07 1.43e-08 36.76 0.00
xk -8.09e-07 1.22e-07 -6.65 0.00
_cons .5954462 .1140179 5.22 0.00

. *(3 variables, 25 observations pasted into data ed

. *(4 variables, 25 observations pasted into data ed

. reg y x1 x2 xk

Source SS df MS N
F
Model .017713546 3 .005904515 P
Residual .011522936 21 .000548711 R
A
Total .029236482 24 .001218187 R

y Coef. Std. Err. t P>|t

 Source SS df MS N
F
Model .017713546 3 .005904515 P
Residual .011522936 21 .000548711 R
A
Total .029236482 24 .001218187 R

y Coef. Std. Err. t P>|t

x1 .2270509 .0968446 2.34 0.02

x2 -5.34e-07 7.14e-07 -0.75 0.46
xk 1.81e-06 2.13e-06 0.85 0.40
_cons -.4766557 .4562485 -1.04 0.30

. clear

. *(1 variable, 25 observations pasted into data edi

. *(3 variables, 25 observations pasted into data ed

. reg g x1 x2 xk

Source SS df MS N
F
Model .924312803 3 .308104268 P
Residual 34.8428142 21 1.65918163 R
A
Total 35.767127 24 1.49029696 R

g Coef. Std. Err. t P>|t

x1 1.346796 10.60804 0.13 0.90

x2 -7.62e-07 1.61e-06 -0.47 0.64
xk 3.30e-06 .0000137 0.24 0.81
_cons -4.498982 12.85312 -0.35 0.73

. *(1 variable, 25 observations pasted into data edi

. reg y x1 x2 xk

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R

y Coef. Std. Err. t P>|t

x1 -.2926433 .0941021 -3.11 0.00

x2 5.26e-07 1.43e-08 36.76 0.00
xk -8.09e-07 1.22e-07 -6.65 0.00
_cons .5954462 .1140179 5.22 0.00

. rename xk x3

. reg y x1 x2 x3

Source SS df MS N
F
 _cons .5954462 .1140179 5.22 0.00

. rename xk x3

. reg y x1 x2 x3

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R

y Coef. Std. Err. t P>|t

x1 -.2926433 .0941021 -3.11 0.00

x2 5.26e-07 1.43e-08 36.76 0.00
x3 -8.09e-07 1.22e-07 -6.65 0.00
_cons .5954462 .1140179 5.22 0.00

. predict r1, resids

option resids not allowed
r(198);

. predict r1, resid

. gen r2=r1*r1

. gen g=r2/(0.000130561046190476)
variable g already defined
r(110);

. drop g

. gen g=r2/(0.000130561046190476)

. reg g x1 x2 x3

Source SS df MS N
> = 25
F
> = 0.19
Model .924344316 3 .308114772 P
> = 0.9049
Residual 34.8442917 21 1.65925199 R
> = 0.0258
A
> = -0.1133
Total 35.768636 24 1.49035983 R
> = 1.2881

>
g Coef. Std. Err. t P>|t
> on
> f. Interval]

>
x1 1.34683 10.60827 0.13 0.90
> 27
> 23.40793
x2 -7.62e-07 1.61e-06 -0.47 0.64
> 06
> on
> f. Interval]

>
x1 1.34683 10.60827 0.13 0.90
> 27
> 23.40793
x2 -7.62e-07 1.61e-06 -0.47 0.64
> 06
> 2.59e-06
x3 3.30e-06 .0000137 0.24 0.81
> 52
> .0000318
_cons -4.499027 12.8534 -0.35 0.73
> 13
> 22.23108

>

. reg g x1 x2 x3

Source SS df MS N
> 25
F
> 0.19
Model .924344316 3 .308114772 P
> 0.9049
Residual 34.8442917 21 1.65925199 R
> 0.0258
A
> -0.1133
Total 35.768636 24 1.49035983 R
> 1.2881

>
g Coef. Std. Err. t P>|t
> terval]

>
x1 1.34683 10.60827 0.13 0.90
> 3.40793
x2 -7.62e-07 1.61e-06 -0.47 0.64
> .59e-06
x3 3.30e-06 .0000137 0.24 0.81
> 0000318
_cons -4.499027 12.8534 -0.35 0.73
> 2.23108

>

. reg g x1 x2 x3

Source SS df MS N
F
Model .924344316 3 .308114772 P
Residual 34.8442917 21 1.65925199 R
A
Total 35.768636 24 1.49035983 R

g Coef. Std. Err. t P>|t

x1 1.34683 10.60827 0.13 0.90

x2 -7.62e-07 1.61e-06 -0.47 0.64
x3 3.30e-06 .0000137 0.24 0.81
 A
Total 35.768636 24 1.49035983 R

g Coef. Std. Err. t P>|t

x1 1.34683 10.60827 0.13 0.90

x2 -7.62e-07 1.61e-06 -0.47 0.64
x3 3.30e-06 .0000137 0.24 0.81
_cons -4.499027 12.8534 -0.35 0.73

. *usar la regresion con y y g

. sum

Variable Obs Mean Std. Dev.

x1 25 3.145031 .1995782
x2 25 5640871 881171.1
x3 25 1638202 88654.93
y 25 1.314033 .3402963
r1 25 -6.05e-11 .0106885 -

r2 25 .0001097 .0001594
g 25 .8400172 1.220803

. *ahora probaremos el test de white

. estat imtest, white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(9) = 10.50
Prob > chi2 = 0.3115

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 10.50 9 0.3115

Skewness 3.41 3 0.3326
Kurtosis 1.49 1 0.2225

Total 15.40 13 0.2832

.
.
.
. *estat imtest,white

. *este test funciona despues de la regresion

. reg y x1 x2 x3

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R
. reg y x1 x2 x3

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R

y Coef. Std. Err. t P>|t

x1 -.2926433 .0941021 -3.11 0.00

x2 5.26e-07 1.43e-08 36.76 0.00
x3 -8.09e-07 1.22e-07 -6.65 0.00
_cons .5954462 .1140179 5.22 0.00

. estat imtest,white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(9) = 4.62
Prob > chi2 = 0.8659

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 4.62 9 0.8659

Skewness 1.97 3 0.5792
Kurtosis 0.00 1 0.9628

Total 6.59 13 0.9219

. reg y x1 x2 x3

Source SS df MS N
F
Model 2.77649646 3 .925498821 P
Residual .002741838 21 .000130564 R
A
Total 2.7792383 24 .115801596 R

y Coef. Std. Err. t P>|t

x1 -.2926433 .0941021 -3.11 0.00

x2 5.26e-07 1.43e-08 36.76 0.00
x3 -8.09e-07 1.22e-07 -6.65 0.00
_cons .5954462 .1140179 5.22 0.00

. estat hettest

Breusch-Pagan / Cook-Weisberg test for heteroskedast

Ho: Constant variance
Variables: fitted values of y

chi2(1) = 0.37
Prob > chi2 = 0.5447

. *si el valor p es mayor al 5%, se rechaza Ho y ace

Breusch-Pagan / Cook-Weisberg test for heteroskedast
Ho: Constant variance
Variables: fitted values of y

chi2(1) = 0.37
Prob > chi2 = 0.5447

. *si el valor p es mayor al 5%, se rechaza Ho y ace

. *si es que llego a tener el problema, luego de ver

> a, que hacemos?

. reg y x1 x2 x3, robust

Linear regression Numb

F(3,
Prob
R-sq
Root

Robust
y Coef. Std. Err. t P>|t

x1 -.2926433 .0768896 -3.81 0.00

x2 5.26e-07 1.25e-08 42.20 0.00
x3 -8.09e-07 1.01e-07 -8.01 0.00
_cons .5954462 .0994164 5.99 0.00

. *el error estandar es robusto, ya no se tiene hete

. estat hettest
hettest not appropriate after robust cluster()
r(498);

. estat imtest, white

White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity

chi2(9) = 4.62
Prob > chi2 = 0.8659

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 4.62 9 0.8659

Skewness 1.97 3 0.5792
Kurtosis 0.00 1 0.9628

Total 6.59 13 0.9219

.
__ (R)
_/
/ 14.0 Copyright 1985-2015 StataCorp LP
StataCorp
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rpetual license:
9393
e Estela
t Solutions & General Trading

ted; see help unicode_advice.

variables is set to 5000; see help set_maxvar.

tions pasted into data editor)

df MS Number of obs = 27
F(3, 23) = 5365.71
3 1.05564105 Prob > F = 0.0000
23 .000196739 R-squared = 0.9986
Adj R-squared = 0.9984
26 .121978774 Root MSE = .01403

Std. Err. t P>|t| [95% Conf. Interval]

.1100817 -1.77 0.091 -.4220759 .0333667

1.73e-08 30.20 0.000 4.88e-07 5.59e-07
1.26e-07 -8.33 0.000 -1.31e-06 -7.90e-07
.1327009 5.24 0.000 .4207517 .969777

tions pasted into data editor)

df MS Number of obs = 25
F(3, 21) = 10.76
3 .005904515 Prob > F = 0.0002
21 .000548711 R-squared = 0.6059
Adj R-squared = 0.5496
 df MS Number of obs = 25
F(3, 21) = 10.76
3 .005904515 Prob > F = 0.0002
21 .000548711 R-squared = 0.6059
Adj R-squared = 0.5496
24 .001218187 Root MSE = .02342

Std. Err. t P>|t| [95% Conf. Interval]

.0968446 2.34 0.029 .0256514 .4284503

7.14e-07 -0.75 0.463 -2.02e-06 9.50e-07
2.13e-06 0.85 0.403 -2.61e-06 6.23e-06
.4562485 -1.04 0.308 -1.425476 .472165

tions pasted into data editor)

df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143

Std. Err. t P>|t| [95% Conf. Interval]

.0941021 -3.11 0.005 -.4883394 -.0969472

1.43e-08 36.76 0.000 4.96e-07 5.55e-07
1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
.1140179 5.22 0.000 .358333 .8325594

tions pasted into data editor)

tions pasted into data editor)

df MS Number of obs = 25
F(3, 21) = 10.76
3 .005904515 Prob > F = 0.0002
21 .000548711 R-squared = 0.6059
Adj R-squared = 0.5496
24 .001218187 Root MSE = .02342

Std. Err. t P>|t| [95% Conf. Interval]

 df MS Number of obs = 25
F(3, 21) = 10.76
3 .005904515 Prob > F = 0.0002
21 .000548711 R-squared = 0.6059
Adj R-squared = 0.5496
24 .001218187 Root MSE = .02342

Std. Err. t P>|t| [95% Conf. Interval]

.0968446 2.34 0.029 .0256514 .4284503

7.14e-07 -0.75 0.463 -2.02e-06 9.50e-07
2.13e-06 0.85 0.403 -2.61e-06 6.23e-06
.4562485 -1.04 0.308 -1.425476 .472165

ions pasted into data editor)

tions pasted into data editor)

df MS Number of obs = 25
F(3, 21) = 0.19
3 .308104268 Prob > F = 0.9049
21 1.65918163 R-squared = 0.0258
Adj R-squared = -0.1133
24 1.49029696 Root MSE = 1.2881

Std. Err. t P>|t| [95% Conf. Interval]

10.60804 0.13 0.900 -20.71383 23.40742

1.61e-06 -0.47 0.641 -4.11e-06 2.59e-06
.0000137 0.24 0.812 -.0000252 .0000318
12.85312 -0.35 0.730 -31.22852 22.23055

ions pasted into data editor)

df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143

Std. Err. t P>|t| [95% Conf. Interval]

.0941021 -3.11 0.005 -.4883394 -.0969472

1.43e-08 36.76 0.000 4.96e-07 5.55e-07
1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
.1140179 5.22 0.000 .358333 .8325594

df MS Number of obs = 25
F(3, 21) = 7088.48
 .1140179 5.22 0.000 .358333 .8325594

df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143

Std. Err. t P>|t| [95% Conf. Interval]

.0941021 -3.11 0.005 -.4883394 -.0969472

1.43e-08 36.76 0.000 4.96e-07 5.55e-07
1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
.1140179 5.22 0.000 .358333 .8325594

90476)

90476)

df MS Number of obs

F(3, 21)

3 .308114772 Prob > F

21 1.65925199 R-squared

Adj R-squared

24 1.49035983 Root MSE

Std. Err. t P>|t| [95% C

10.60827 0.13 0.900 -20.714

1.61e-06 -0.47 0.641 -4.11e-

10.60827 0.13 0.900 -20.714

1.61e-06 -0.47 0.641 -4.11e-

.0000137 0.24 0.812 -.00002

12.8534 -0.35 0.730 -31.229

df MS Number of obs =

F(3, 21) =

3 .308114772 Prob > F =

21 1.65925199 R-squared =

Adj R-squared =

24 1.49035983 Root MSE =

Std. Err. t P>|t| [95% Conf. In

10.60827 0.13 0.900 -20.71427 2

1.61e-06 -0.47 0.641 -4.11e-06 2

.0000137 0.24 0.812 -.0000252 .

12.8534 -0.35 0.730 -31.22913 2

df MS Number of obs = 25
F(3, 21) = 0.19
3 .308114772 Prob > F = 0.9049
21 1.65925199 R-squared = 0.0258
Adj R-squared = -0.1133
24 1.49035983 Root MSE = 1.2881

Std. Err. t P>|t| [95% Conf. Interval]

10.60827 0.13 0.900 -20.71427 23.40793

1.61e-06 -0.47 0.641 -4.11e-06 2.59e-06
.0000137 0.24 0.812 -.0000252 .0000318
 Adj R-squared = -0.1133
24 1.49035983 Root MSE = 1.2881

Std. Err. t P>|t| [95% Conf. Interval]

10.60827 0.13 0.900 -20.71427 23.40793

1.61e-06 -0.47 0.641 -4.11e-06 2.59e-06
.0000137 0.24 0.812 -.0000252 .0000318
12.8534 -0.35 0.730 -31.22913 22.23108

y g

Mean Std. Dev. Min Max

3.145031 .1995782 2.772189 3.478997

5640871 881171.1 4289717 7142280
1638202 88654.93 1450112 1726462
1.314033 .3402963 .8598928 1.945848
-6.05e-11 .0106885 -.0259603 .0181856

.0001097 .0001594 3.53e-09 .0006739

.8400172 1.220803 .000027 5.161842

de white

edasticity
ricted heteroskedasticity

10.50
0.3115

sition of IM-test

chi2 df p

10.50 9 0.3115
3.41 3 0.3326
1.49 1 0.2225

15.40 13 0.2832

es de la regresion

df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143
 df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143

Std. Err. t P>|t| [95% Conf. Interval]

.0941021 -3.11 0.005 -.4883394 -.0969472

1.43e-08 36.76 0.000 4.96e-07 5.55e-07
1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
.1140179 5.22 0.000 .358333 .8325594

edasticity
ricted heteroskedasticity

4.62
0.8659

sition of IM-test

chi2 df p

4.62 9 0.8659
1.97 3 0.5792
0.00 1 0.9628

6.59 13 0.9219

df MS Number of obs = 25
F(3, 21) = 7088.48
3 .925498821 Prob > F = 0.0000
21 .000130564 R-squared = 0.9990
Adj R-squared = 0.9989
24 .115801596 Root MSE = .01143

Std. Err. t P>|t| [95% Conf. Interval]

.0941021 -3.11 0.005 -.4883394 -.0969472

1.43e-08 36.76 0.000 4.96e-07 5.55e-07
1.22e-07 -6.65 0.000 -1.06e-06 -5.56e-07
.1140179 5.22 0.000 .358333 .8325594

rg test for heteroskedasticity

nce
values of y

0.37
.5447

l 5%, se rechaza Ho y aceptar H1

rg test for heteroskedasticity
nce
values of y

0.37
.5447

l 5%, se rechaza Ho y aceptar H1

el problema, luego de verificar que tenemos el problem

Number of obs = 25
F(3, 21) = 8477.44
Prob > F = 0.0000
R-squared = 0.9990
Root MSE = .01143

Robust
Std. Err. t P>|t| [95% Conf. Interval]

.0768896 -3.81 0.001 -.452544 -.1327426

1.25e-08 42.20 0.000 5.00e-07 5.52e-07
1.01e-07 -8.01 0.000 -1.02e-06 -5.99e-07
.0994164 5.99 0.000 .3886986 .8021939

usto, ya no se tiene heterocedasticidad

er robust cluster()

edasticity
ricted heteroskedasticity

4.62
0.8659

sition of IM-test

chi2 df p

4.62 9 0.8659
1.97 3 0.5792
0.00 1 0.9628

6.59 13 0.9219
r2
5.47E-07
5.03E-05
1.09E-05
0.0001072
0.0003848
2.65E-05
9.73E-06
2.1E-05
7.44E-09
0.0001107
5.74E-05
0.0003161
0.0003307
6.83E-05
0.0001423
1.62E-05
3.53E-09
5.04E-07
7.28E-05
0.0006739
9.99E-06
9.51E-05
0.0001579
5.08E-05
2.81E-05

2.74E-03 scr

0.000130561046190476 sigma^2