Grupo 5 (potosi) ANDRADE PEREDO ABIGAIL

TAREA 16 MULTICOLINEALIDAD

Examen de la regresion

Dependent Variable: LOG(YLAB)

Method: Least Squares
Date: 06/16/22 Time: 14:41
Sample: 1 2307
Included observations: 792

Variable Coefficient Std. Error t-Statistic Prob.

C 5.256695 0.220375 23.85338 0.0000

AESTUDIO 0.124314 0.009347 13.30060 0.0000
EXPER 0.050122 0.010433 4.804429 0.0000
EXPER_2 -0.000777 0.000134 -5.787823 0.0000

R-squared 0.342771 Mean dependent var 6.889197

Adjusted R-squared 0.340269 S.D. dependent var 1.403922
S.E. of regression 1.140319 Akaike info criterion 3.105531
Sum squared resid 1024.658 Schwarz criterion 3.129140
Log likelihood -1225.790 Hannan-Quinn criter. 3.114605
F-statistic 136.9911 Durbin-Watson stat 1.354018
Prob(F-statistic) 0.000000

vemos coeficientes estadisticamente significativos acompañados de un R2 muy bajo

un R2 bajo acompañado de estimadores significativos es un signo de existencia de multicolinealidad NO

SE DESCARTA LA EXISTENCIA DE MULTICOLINEALIDAD

método de correlacion simple

AESTUDIO EXPER EXPER_2

AESTUDIO 1 -0.1368041503985902 -0.2809434305950802
EXPER -0.1368041503985902 1 0.9532623778411729
EXPER_2 -0.2809434305950802 0.9532623778411729 1
existe alta asociasion lineal entre la variable exper_2 y exper_2 se puede deducir que existe
multicolinealidad en la variable exp_2

matrices de correlacion parcial

AESTUDIO EXPER EXPER_2

AESTUDIO 1 0.4517933926767226

EXPER 0.4517933926767226 1

EXPER_2

matriz de correlación de orden 1

regresion auxiliar

AUX 1

Dependent Variable: AESTUDIO

Method: Least Squares
Date: 06/16/22 Time: 14:57
Sample: 1 2307
Included observations: 2151

Variable Coefficient Std. Error t-Statistic Prob.

C 4.603499 0.186098 24.73690 0.0000

EXPER 0.356204 0.015176 23.47105 0.0000
EXPER_2 -0.006180 0.000229 -26.96899 0.0000

R-squared 0.266936 Mean dependent var 6.786146

Adjusted R-squared 0.266253 S.D. dependent var 5.313065
S.E. of regression 4.551120 Akaike info criterion 5.870018
Sum squared resid 44490.87 Schwarz criterion 5.877931
Log likelihood -6310.204 Hannan-Quinn criter. 5.872912
F-statistic 391.0829 Durbin-Watson stat 1.352154
Prob(F-statistic) 0.000000

AUX 2
Dependent Variable: EXPER
Method: Least Squares
Date: 06/16/22 Time: 14:58
Sample: 1 2307
Included observations: 2151

Variable Coefficient Std. Error t-Statistic Prob.

C 4.718519 0.247429 19.07022 0.0000

AESTUDIO 0.573035 0.024415 23.47105 0.0000
EXPER_2 0.014997 9.15E-05 163.8974 0.0000

R-squared 0.927343 Mean dependent var 24.41423

Adjusted R-squared 0.927276 S.D. dependent var 21.40519
S.E. of regression 5.772439 Akaike info criterion 6.345460
Sum squared resid 71573.63 Schwarz criterion 6.353373
Log likelihood -6821.543 Hannan-Quinn criter. 6.348355
F-statistic 13707.82 Durbin-Watson stat 1.683494
Prob(F-statistic) 0.000000

AUX 3

Dependent Variable: EXPER_2

Method: Least Squares
Date: 06/16/22 Time: 14:59
Sample: 1 2307
Included observations: 2151

Variable Coefficient Std. Error t-Statistic Prob.

C -175.6300 16.74418 -10.48902 0.0000

AESTUDIO -40.93157 1.517727 -26.96899 0.0000
EXPER 61.74357 0.376721 163.8974 0.0000

R-squared 0.931802 Mean dependent var 1054.024

Adjusted R-squared 0.931738 S.D. dependent var 1417.641
S.E. of regression 370.3869 Akaike info criterion 14.66837
Sum squared resid 2.95E+08 Schwarz criterion 14.67628
Log likelihood -15772.83 Hannan-Quinn criter. 14.67126
F-statistic 14674.17 Durbin-Watson stat 1.711235
Prob(F-statistic) 0.000000

regla de Klein

existe alta multicolinealidad porque mi R2 auxiliar es mas grande que mi regresión original

factor de inflación de la varianza FIV

Variance Inflation Factors

Date: 06/16/22 Time: 15:03
Sample: 1 2307
Included observations: 792

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 0.048565 29.58000 NA
AESTUDIO 8.74E-05 5.313544 1.545453
EXPER 0.000109 102.7509 18.09329
EXPER_2 1.80E-08 44.72919 18.33589

Si es más grande que 10 tenemos una fuerte multicolinealidad el fiv

Grafico de elipses

.07

.06
C(3)

.05

.04

.03

-.0006
C(4)

-.0008

-.0010

.11 .12 .13 .14 .03 .04 .05 .06 .07

C(2) C(3)
Si la relacion entre variables baja se asemejara a un circulo pero si es alta se asemejara a un elpse

Existe problemas de multicolinealidad

Grafico de dispercion

Existe alta asociasion lineal con la variable exper y exper _2 por lo tanto tengo serios problemas de
multicolinealidad

20

15
aestudio

10

100

80

60
exper

40

20

10,000

8,000

6,000
exper^2

4,000

2,000

0 5 10 15 20 0 20 40 60 80 100 0 2,000 6,000 10,000

aestudio exper exper^2

2 Mitigacion de la multicolinealidad
Se propone mejorar el modelo con el siguiente
Log ylab= b1 +b2 aestudio +b3 exper +u
 AESTUDIO EXPER
AESTUDIO 1 -0.1368041503985902
EXPER -0.1368041503985902 1

deja de existir asociación entre las variables