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  • Two-Stage Least Squares Analysis

    Hochgeladen von

    Tadija Vasiljević
    8 Ansichten4 Seiten
    This document describes using two-stage least squares analysis to estimate two equations. In the first equation, variable Y is regressed on variable G using instrumental variable G. In the second equation, variable I is regressed on variable C using instrumental variable G. The results include regression coefficients, goodness of fit statistics, and tests of significance.

    Originalbeschreibung:

    econometrics spss output ekonometrija zadaci

    Originaltitel

    2zadoutput

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    This document describes using two-stage least squares analysis to estimate two equations. In the first equation, variable Y is regressed on variable G using instrumental variable G. In the second equation, variable I is regressed on variable C using instrumental variable G. The results include regression coefficients, goodness of fit statistics, and tests of significance.

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    © All Rights Reserved
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    8 Ansichten4 Seiten

    Two-Stage Least Squares Analysis

    Hochgeladen von

    Tadija Vasiljević
    This document describes using two-stage least squares analysis to estimate two equations. In the first equation, variable Y is regressed on variable G using instrumental variable G. In the second equation, variable I is regressed on variable C using instrumental variable G. The results include regression coefficients, goodness of fit statistics, and tests of significance.

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 4

    COMPUTEG=Y-I.

    EXECUTE.
    *2-StageLeastSquares.
    TSETNEWVAR=NONE.
    2SLSCWITHY
    /INSTRUMENTSG
    /CONSTANT.
    Two-stageLeastSquaresAnalysis
    Notes
    Output Created
    Comments
    Input Active Dataset
    Filter
    Weight
    Split File
    Date
    Missing Value Handling Definition of Missing
    Cases Used
    Syntax
    Resources Processor Time
    Elapsed Time
    Amount of Output
    Saving New Variables
    Equations Include
    21-MAY-2013 18:12:30
    DataSet1
    <none>
    <none>
    <none>
    6
    <none>
    00:00:00.02
    00:00:00.02
    PRINT = DEFAULT
    NEWVAR = NONE
    MISSING = EXCLUDE
    CONSTANT
    [DataSet1]
    Model Description
    Type of Variable
    Equation 1 C
    Y
    G
    dependent
    predictor
    instrumental
    MOD_1
    Page 1
    Model Summary
    Equation 1 Multiple R
    R Square
    Adjusted R Square
    Std. Error of the Estimate
    .999
    .998
    .997
    6.048
    ANOVA
    df Mean Square F Sig.
    Equation 1 Regression
    Residual
    Total
    64073.542 1 64073.542 1751.502 .000
    146.328 4 36.582
    64219.870 5
    Coefficients
    Unstandardized Coefficients
    Beta t Sig. B Std. Error
    Equation 1 (Constant)
    Y
    -28.533 8.077 -3.532 .024
    .732 .017 1.001 41.851 .000

    *2-StageLeastSquares.
    TSETNEWVAR=NONE.
    2SLSIWITHC
    /INSTRUMENTSG
    /CONSTANT.
    Two-stageLeastSquaresAnalysis
    Page 2
    Notes
    Output Created
    Comments
    Input Active Dataset
    Filter
    Weight
    Split File
    Date
    Missing Value Handling Definition of Missing
    Cases Used
    Syntax
    Resources Processor Time
    Elapsed Time
    Amount of Output
    Saving New Variables
    Equations Include
    21-MAY-2013 18:21:04
    DataSet1
    <none>
    <none>
    <none>
    6
    <none>
    00:00:00.02
    00:00:00.02
    PRINT = DEFAULT
    NEWVAR = NONE
    MISSING = EXCLUDE
    CONSTANT
    [DataSet1]
    Model Description
    Type of Variable
    Equation 1 I
    C
    G
    dependent
    predictor
    instrumental
    MOD_2
    Model Summary
    Equation 1 Multiple R
    R Square
    Adjusted R Square
    Std. Error of the Estimate
    .947
    .897
    .872
    10.161
    Page 3
    ANOVA
    df Mean Square F Sig.
    Equation 1 Regression
    Residual
    Total
    3609.157 1 3609.157 34.958 .004
    412.967 4 103.242
    4022.124 5
    Coefficients
    Unstandardized Coefficients
    Beta t Sig. B Std. Error
    Equation 1 (Constant)
    C
    -25.452 12.484 -2.039 .111
    .237 .040 .942 5.913 .004
    Page 4

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