La Regressione Multipla - DSE
La Regressione Multipla - DSE
La Regressione Multipla - DSE
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Esempio test F, dati sui distretti in California:<br />
Dependent variable: testscr<br />
VARIABLE COEFFICIENT STDERROR T STAT 2Prob(t > |T|)<br />
const 649.578 15.4583 42.021 < 0.00001 ***<br />
str -0.286399 0.482073 -0.594 0.552768<br />
expn_stu 0.00386790 0.00158072 2.447 0.014821 **<br />
el_pct -0.656023 0.0317844 -20.640 < 0.00001 ***<br />
Usiamo il commando “test/linear restrictions” scrivendo<br />
per ottenere<br />
Restriction set<br />
1: b[str] = 0<br />
2: b[expn_stu] = 0<br />
Restrict<br />
b1=0<br />
b2=0<br />
end restrict<br />
Test statistic: Robust F(2, 416) = 5.43373, with p-value = 0.0046823<br />
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