UNIVERSIDAD NACIONAL PEDRO RUIZ GALLOFACULTAD DE CIENCIAS
ECONOMICAS ADMINISTRATIVAS Y CONTABLESEconometra: Prueba de
hiptesis con restricciones
Dependent Variable: LOG(Q)
Method: LeastSquares
Date: 06/03/15 Time: 13:08
Sample: 1 814
Includedobservations: 814
VariableCoefficientStd. Errort-StatisticProb.
C1.0679930.04602423.205260.0000
LOG(K)0.2965390.01884215.737870.0000
LOG(L)0.7300060.02693827.099750.0000
R-squared0.927564Mean dependentvar5.235342
Adjusted R-squared0.927385S.D. dependentvar1.574828
S.E. of regression0.424371Akaikeinfocriterion1.127259
Sum squaredresid146.0533Schwarzcriterion1.144588
Log likelihood-455.7946Hannan-Quinncriter.1.133911
F-statistic5192.545Durbin-Watson stat1.156966
Prob(F-statistic)0.000000
Ho : B2 + B3 =1Ha : No Hoa) Mtodo de la prueba t y FLa matriz de
varianza covarianza es:
CLOG(K)LOG(L)
0.0021180.000160-0.000682
0.0001600.000355-0.000463
-0.000682-0.0004630.000726
Wald Test:
Equation: Untitled
Test StatisticValueDfProbability
t-statistic2.1286478110.0336
F-statistic4.531137(1, 811)0.0336
Chi-square4.53113710.0333
NullHypothesis: C(2)+C(3)=1
NullHypothesisSummary:
NormalizedRestriction (= 0)ValueStd. Err.
-1 + C(2) + C(3)0.0265450.012471
Restrictions are linear in coefficients.
b) Mtodo de la suma residual de cuadrados:
Dependent Variable: LOG(Q/K)
Method: LeastSquares
Date: 06/03/15 Time: 13:22
Sample: 1 814
Includedobservations: 814
VariableCoefficientStd. Errort-StatisticProb.
C1.1571160.01915260.416130.0000
LOG(L/K)0.6851030.01678940.805590.0000
R-squared0.672197Mean dependentvar0.666409
Adjusted R-squared0.671793S.D. dependentvar0.742358
S.E. of regression0.425292Akaikeinfocriterion1.130374
Sum squaredresid146.8693Schwarzcriterion1.141927
Log likelihood-458.0622Hannan-Quinncriter.1.134808
F-statistic1665.096Durbin-Watson stat1.151410
Prob(F-statistic)0.000000
c) Mtodo de la sobre parametrizacin:
Dependent Variable: LOG(Q/K)
Method: LeastSquares
Date: 06/03/15 Time: 13:26
Sample: 1 814
Includedobservations: 814
VariableCoefficientStd. Errort-StatisticProb.
C1.0679930.04602423.205260.0000
LOG(K)0.0265450.0124712.1286470.0336
LOG(L/K)0.7300060.02693827.099750.0000
R-squared0.674018Mean dependentvar0.666409
Adjusted R-squared0.673214S.D. dependentvar0.742358
S.E. of regression0.424371Akaikeinfocriterion1.127259
Sum squaredresid146.0533Schwarzcriterion1.144588
Log likelihood-455.7946Hannan-Quinncriter.1.133911
F-statistic838.4340Durbin-Watson stat1.156966
Prob(F-statistic)0.000000
Presentar las conclusiones respecto a las diferentes pruebas que
puede aplicar dada la informacin presentada. Para el da lunes
