UNIVERSIDAD NACIONAL PEDRO RUIZ GALLO

FACULTAD DE CIENCIAS ECONOMICAS ADMINISTRATIVAS Y CONTABLES

Econometra: Prueba de hiptesis con restricciones

Dependent Variable: LOG(Q)

Method: LeastSquares
Date: 06/03/15 Time: 13:08
Sample: 1 814
Includedobservations: 814
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(K)
LOG(L)

1.067993
0.296539
0.730006

0.046024
0.018842
0.026938

23.20526
15.73787
27.09975

0.0000
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squaredresid
Log likelihood
F-statistic
Prob(F-statistic)

0.927564
0.927385
0.424371
146.0533
-455.7946
5192.545
0.000000

Mean dependentvar
S.D. dependentvar
Akaikeinfocriterion
Schwarzcriterion
Hannan-Quinncriter.
Durbin-Watson stat

5.235342
1.574828
1.127259
1.144588
1.133911
1.156966

Ho : B2 + B3 =1
Ha : No Ho
a) Mtodo de la prueba t y F
La matriz de varianza covarianza es:
C
0.002118
0.000160
-0.000682

LOG(K)
0.000160
0.000355
-0.000463

LOG(L)
-0.000682
-0.000463
0.000726

Wald Test:
Equation: Untitled
Test Statistic
t-statistic
F-statistic
Chi-square

Value

Df

Probability

2.128647
4.531137
4.531137

811
(1, 811)
1

0.0336
0.0336
0.0333

Value

Std. Err.

0.026545

0.012471

NullHypothesis: C(2)+C(3)=1
NullHypothesisSummary:
NormalizedRestriction (= 0)
-1 + C(2) + C(3)
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
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(L/K)

1.157116
0.685103

0.019152
0.016789

60.41613
40.80559

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squaredresid
Log likelihood
F-statistic
Prob(F-statistic)

0.672197
0.671793
0.425292
146.8693
-458.0622
1665.096
0.000000

Mean dependentvar
S.D. dependentvar
Akaikeinfocriterion
Schwarzcriterion
Hannan-Quinncriter.
Durbin-Watson stat

0.666409
0.742358
1.130374
1.141927
1.134808
1.151410

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
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(K)
LOG(L/K)

1.067993
0.026545
0.730006

0.046024
0.012471
0.026938

23.20526
2.128647
27.09975

0.0000
0.0336
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squaredresid
Log likelihood
F-statistic
Prob(F-statistic)

0.674018
0.673214
0.424371
146.0533
-455.7946
838.4340
0.000000

Mean dependentvar
S.D. dependentvar
Akaikeinfocriterion
Schwarzcriterion
Hannan-Quinncriter.
Durbin-Watson stat

0.666409
0.742358
1.127259
1.144588
1.133911
1.156966

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