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    Ejercicio Hetero

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    Brenda Ivet Cruz Osorio
    1. The document appears to contain data and analysis from a simple linear regression model predicting a variable Y from a variable X. It includes the regression output, observed and predicted values, and residuals. 2. There is concern that the data exhibits heteroscedasticity since it comes from a cross-sectional data cut, which would violate an assumption of the linear regression model. 3. An analysis of the residuals squared against the predicted values is inconclusive on whether a relationship exists that would indicate heteroscedasticity.

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    © All Rights Reserved
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    Ejercicio Hetero

    Uploaded by

    Brenda Ivet Cruz Osorio
    21 views6 pages
    1. The document appears to contain data and analysis from a simple linear regression model predicting a variable Y from a variable X. It includes the regression output, observed and predicted values, and residuals. 2. There is concern that the data exhibits heteroscedasticity since it comes from a cross-sectional data cut, which would violate an assumption of the linear regression model. 3. An analysis of the residuals squared against the predicted values is inconclusive on whether a relationship exists that would indicate heteroscedasticity.

    Original Title

    EJERCICIO HETERO

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    © © All Rights Reserved

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    1. The document appears to contain data and analysis from a simple linear regression model predicting a variable Y from a variable X. It includes the regression output, observed and predicted values, and residuals. 2. There is concern that the data exhibits heteroscedasticity since it comes from a cross-sectional data cut, which would violate an assumption of the linear regression model. 3. An analysis of the residuals squared against the predicted values is inconclusive on whether a relationship exists that would indicate heteroscedasticity.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    21 views6 pages

    Ejercicio Hetero

    Uploaded by

    Brenda Ivet Cruz Osorio
    1. The document appears to contain data and analysis from a simple linear regression model predicting a variable Y from a variable X. It includes the regression output, observed and predicted values, and residuals. 2. There is concern that the data exhibits heteroscedasticity since it comes from a cross-sectional data cut, which would violate an assumption of the linear regression model. 3. An analysis of the residuals squared against the predicted values is inconclusive on whether a relationship exists that would indicate heteroscedasticity.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 6

    GC Y

    1 55 80
    2 65 100
    3 70 85
    4 80 110
    5 79 120
    6 84 115
    7 98 130
    8 95 140
    9 90 125
    10 75 90
    11 74 105
    12 110 160
    13 113 150
    14 125 165
    15 108 145
    16 115 180
    17 140 225
    18 120 200
    19 145 240
    20 130 185
    21 152 220
    22 144 210
    23 175 245
    24 180 260
    25 135 190
    26 140 205
    27 178 265
    28 191 270
    29 137 230
    30 189 250
    1. MODELO SIMPLE

    Variable Coefficient Std. Error t-Statistic Prob.

    C 9.290307 5.231386 1.775879 0.0866


    YD 0.637785 0.028617 22.28718 0

    R-squared 0.946638 Mean dependent var 119.7333


    Adjusted R-s 0.944732 S.D. dependent var 39.06134
    S.E. of regres 9.182968 Akaike info criterion 7.336918
    Sum squared 2361.153 Schwarz criterion 7.430332
    Log likelihoo -108.0538 Hannan-Quinn criter. 7.366802
    F-statistic 496.7183 Durbin-Watson stat 1.702261
    Prob(F-statist 0

    OBSERVADOSPREDICHOS RESIDUOS
    obs Actual Fitted Residual
    1 55 60.31307205 -5.31307205 28.2287346
    2 65 73.0687632 -8.0687632 65.1049396
    3 70 63.50199484 6.498005163 42.2240711
    4 80 79.44660878 0.553391223 0.306241845
    5 79 85.82445435 -6.82445435 46.57317722
    6 84 82.63553157 1.364468435 1.861774109
    7 98 92.20229993 5.79770007 33.61332611
    8 95 98.58014551 -3.58014551 12.81744184
    9 90 89.01337714 0.986622858 0.973424665
    10 75 66.69091762 8.309082375 69.04084992
    11 74 76.25768599 -2.25768599 5.097146026
    12 110 111.3358367 -1.33583666 1.784459577
    13 113 104.9579911 8.042008918 64.67390744
    14 125 114.5247594 10.47524055 109.7306647
    15 108 101.7690683 6.230931706 38.82450993
    16 115 124.0915278 -9.09152781 82.65587793
    17 140 152.7918329 -12.7918329 163.630989
    18 120 136.847219 -16.847219 283.8287868
    19 145 162.3586013 -17.3586013 301.321038
    20 130 127.2804506 2.719549402 7.395948947
    21 152 149.6029101 2.397089885 5.746039917
    22 144 143.2250645 0.774935461 0.600524969
    23 175 165.5475241 9.452475945 89.34930148
    24 180 175.1142924 4.88570758 23.87013856
    25 135 130.4693734 4.530626613 20.52657751
    26 140 140.0361418 -0.03614175 0.001306226
    27 178 178.3032152 -0.30321521 0.091939462
    28 191 181.492138 9.507862004 90.39943989
    29 137 155.9807557 -18.9807557 360.2690866
    30 189 168.7364468 20.26355316 410.6115865
    SI LOS DATOS PROVIENEN DE CORTE TRANSVERSAL DEBEMOS ASUMIR QUE EXISTE HETEROCEDASTICIDAD EN LO

    RESIDUOS^2 PREDICHOS
    28.2287346 60.31307205
    65.1049396 73.0687632 Chart Title
    42.2240711 63.50199484 200
    0.306241845 79.44660878
    180
    46.57317722 85.82445435
    1.861774109 82.63553157 160

    33.61332611 92.20229993 140


    12.81744184 98.58014551 120
    0.973424665 89.01337714
    100
    69.04084992 66.69091762
    5.097146026 76.25768599 80
    1.784459577 111.3358367 60
    64.67390744 104.9579911
    40
    109.7306647 114.5247594
    38.82450993 101.7690683 20
    82.65587793 124.0915278 0
    0 50 100 150 200 250
    163.630989 152.7918329
    283.8287868 136.847219
    301.321038 162.3586013
    7.395948947 127.2804506 *NO EXISTE RELACIÓN
    5.746039917 149.6029101
    0.600524969 143.2250645
    89.34930148 165.5475241
    23.87013856 175.1142924
    20.52657751 130.4693734
    0.001306226 140.0361418
    0.091939462 178.3032152
    90.39943989 181.492138
    360.2690866 155.9807557
    410.6115865 168.7364468
    E HETEROCEDASTICIDAD EN LOS DATOS

    Chart Title

    150 200 250 300 350 400 450

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