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  • ECON2280 Regression Analysis Tutorial

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    林嘉明
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    1. The document contains the log of a Stata session analyzing economic data. Linear regressions are performed with variables like income, poverty rate, and soda consumption. 2. The first regression models consumption (y) as a function of variables x1 and x2, finding both are significant predictors. Subsequent regressions examine the relationships between the independent variables. 3. Additional regressions use logged and transformed variables, and introduce a new poverty variable (prppov) which is a significant predictor of logged consumption along with income and poverty rate. Correlations show income and poverty rate and income and new poverty variable are negatively correlated.

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    ECON2280 T4 Stata Output

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    1. The document contains the log of a Stata session analyzing economic data. Linear regressions are performed with variables like income, poverty rate, and soda consumption. 2. The first regression models consumption (y) as a function of variables x1 and x2, finding both are significant predictors. Subsequent regressions examine the relationships between the independent variables. 3. Additional regressions use logged and transformed variables, and introduce a new poverty variable (prppov) which is a significant predictor of logged consumption along with income and poverty rate. Correlations show income and poverty rate and income and new poverty variable are negatively correlated.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    23 views3 pages

    ECON2280 Regression Analysis Tutorial

    Uploaded by

    林嘉明
    1. The document contains the log of a Stata session analyzing economic data. Linear regressions are performed with variables like income, poverty rate, and soda consumption. 2. The first regression models consumption (y) as a function of variables x1 and x2, finding both are significant predictors. Subsequent regressions examine the relationships between the independent variables. 3. Additional regressions use logged and transformed variables, and introduce a new poverty variable (prppov) which is a significant predictor of logged consumption along with income and poverty rate. Correlations show income and poverty rate and income and new poverty variable are negatively correlated.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    ECON2280- Tutorial 4_2019 fall Saturday October 5 16:13:47 2019 Page 1

    ___ ____ ____ ____ ____(R)


    /__ / ____/ / ____/
    ___/ / /___/ / /___/
    Statistics/Data Analysis
    User: J. zhao
    Project: ECON2280- Tutorial 4_2019 fall{space -8}

    name: <unnamed>
    log: D:\1_HKU Teaching\2019-2020\Sem 1\ECON2280\Tutorial\T4\ECON2280_T4.smcl
    log type: smcl
    opened on: 5 Oct 2019, 16:12:03
    1 . insheet using "D:\1_HKU Teaching\2019-2020\Sem 1\ECON2280\Tutorial\T4\c1.csv"
    (3 vars, 8 obs)

    2 . reg y x1 x2
    Source SS df MS Number of obs = 8
    F( 2, 5) = 13.55
    Model 50.2334154 2 25.1167077 Prob > F = 0.0096
    Residual 9.26658463 5 1.85331693 R-squared = 0.8443
    Adj R-squared = 0.7820
    Total 59.5 7 8.5 Root MSE = 1.3614

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

    x1 1.793612 .4267835 4.20 0.008 .6965299 2.890694


    x2 6.412776 3.364366 1.91 0.115 -2.235602 15.06115
    _cons 5.479115 2.455794 2.23 0.076 -.8337037 11.79193

    3 . reg x1 x2

    Source SS df MS Number of obs = 8


    F( 1, 6) = 0.41
    Model .699999911 1 .699999911 Prob > F = 0.5443
    Residual 10.1750001 6 1.69583335 R-squared = 0.0644
    Adj R-squared = -0.0916
    Total 10.875 7 1.55357143 Root MSE = 1.3022

    x1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

    x2 2 3.112953 0.64 0.544 -5.617122 9.617121


    _cons 3.775 1.772949 2.13 0.077 -.5632498 8.11325

    4 . predict u_hat2, residual


    5 . reg y u_hat2

    Source SS df MS Number of obs = 8


    F( 1, 6) = 7.34
    Model 32.7334158 1 32.7334158 Prob > F = 0.0352
    Residual 26.7665842 6 4.46109737 R-squared = 0.5501
    Adj R-squared = 0.4752
    Total 59.5 7 8.5 Root MSE = 2.1121

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

    u_hat2 1.793612 .6621458 2.71 0.035 .1733994 3.413824


    _cons 17.75 .7467511 23.77 0.000 15.92277 19.57723
    ECON2280- Tutorial 4_2019 fall Saturday October 5 16:13:51 2019 Page 2
    6 . clear

    7 . use "D:\1_HKU Teaching\2019-2020\Sem 1\ECON2280\Data Sets- STATA\discrim.dta", clear


    8 . sum prpblck income
    Variable Obs Mean Std. Dev. Min Max

    prpblck 409 .1134864 .1824165 0 .9816579


    income 409 47053.78 13179.29 15919 136529

    9 . reg psoda prpblck income


    Source SS df MS Number of obs = 401
    F( 2, 398) = 13.66
    Model .202552215 2 .101276107 Prob > F = 0.0000
    Residual 2.95146493 398 .007415741 R-squared = 0.0642
    Adj R-squared = 0.0595
    Total 3.15401715 400 .007885043 Root MSE = .08611

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

    prpblck .1149882 .0260006 4.42 0.000 .0638724 .1661039


    income 1.60e-06 3.62e-07 4.43 0.000 8.91e-07 2.31e-06
    _cons .9563196 .018992 50.35 0.000 .9189824 .9936568

    10 . reg psoda prpblck

    Source SS df MS Number of obs = 401


    F( 1, 399) = 7.34
    Model .057010466 1 .057010466 Prob > F = 0.0070
    Residual 3.09700668 399 .007761922 R-squared = 0.0181
    Adj R-squared = 0.0156
    Total 3.15401715 400 .007885043 Root MSE = .0881

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

    prpblck .0649269 .023957 2.71 0.007 .0178292 .1120245


    _cons 1.037399 .0051905 199.87 0.000 1.027195 1.047603

    11 . corr prpblck income


    (obs=409)
    prpblck income

    prpblck 1.0000
    income -0.4335 1.0000

    12 . reg lpsoda prpblck lincome


    Source SS df MS Number of obs = 401
    F( 2, 398) = 14.54
    Model .196020672 2 .098010336 Prob > F = 0.0000
    Residual 2.68272938 398 .006740526 R-squared = 0.0681
    Adj R-squared = 0.0634
    Total 2.87875005 400 .007196875 Root MSE = .0821
    ECON2280- Tutorial 4_2019 fall Saturday October 5 16:13:51 2019 Page 3

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


    prpblck .1215803 .0257457 4.72 0.000 .0709657 .1721948
    lincome .0765114 .0165969 4.61 0.000 .0438829 .1091399
    _cons -.793768 .1794337 -4.42 0.000 -1.146524 -.4410117

    13 . reg lpsoda prpblck lincome prppov


    Source SS df MS Number of obs = 401
    F( 3, 397) = 12.60
    Model .250340622 3 .083446874 Prob > F = 0.0000
    Residual 2.62840943 397 .006620679 R-squared = 0.0870
    Adj R-squared = 0.0801
    Total 2.87875005 400 .007196875 Root MSE = .08137

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

    prpblck .0728072 .0306756 2.37 0.018 .0125003 .1331141


    lincome .1369553 .0267554 5.12 0.000 .0843552 .1895553
    prppov .38036 .1327903 2.86 0.004 .1192999 .6414201
    _cons -1.463333 .2937111 -4.98 0.000 -2.040756 -.8859092

    14 . corr lincom prppov


    (obs=409)

    lincome prppov

    lincome 1.0000
    prppov -0.8385 1.0000

    15 . log close
    name: <unnamed>
    log: D:\1_HKU Teaching\2019-2020\Sem 1\ECON2280\Tutorial\T4\ECON2280_T4.smcl
    log type: smcl
    closed on: 5 Oct 2019, 16:12:46

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