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Seminar 6 Econometrie

Regresie multipla liniara


I. Se consider legtura dintre Rata mortalitatii infantile (%), Nr. de cazuri de SIDA (Aids cases - numar),
Rata de alfabetizare (People who read - %), PIB/locuitor (Gross domestic product/capita - $/locuitor) i
Aportul zilnic de calorii (Daily calorie intake calorii).
Se cere:
- S se scrie ecuaia estimata a modelului de regresie i s se interpreteze parametrii de regresie
- S se estimeze prin interval de incredere parametrii modelului
- S se testeze semnificatia parametrilor de regresie
- S se testeze semnificaia modelului
- S se estimeze si sa se testeze raportul de corelatie si raportul de determinatie
- S se estimeze i s se testeze coeficienii de corelaie parial
- S se estimeze i s se testeze coeficientii de corelaie simpl
Model Summary
Model
1

R
.944a

R Square
.890

Adjusted
R Square
.884

Std. Error of
the Estimate
13.2005

a. Predictors: (Constant), Aids cases, People who read


(%), Gross domestic product / capita, Daily calorie
intake
ANOVAb
Model
1

Regression
Residual
Total

Sum of
Squares
97543.842
12023.408
109567.2

df

Mean Square
24385.960
174.252

4
69
73

F
139.946

Sig.
.000a

a. Predictors: (Constant), Aids cases, People who read (%), Gross domestic product /
capita, Daily calorie intake
b. Dependent Variable: Infant mortality (deaths per 1000 live births)
Coefficientsa

Model
1

(Constant)
Gross domestic
product / capita
Daily calorie intake
People who read (%)
Aids cases

Unstandardized
Coefficients
B
Std. Error
184.407
10.454

Standardized
Coefficients
Beta

t
17.639

Sig.
.000

95% Confidence Interval for B


Lower Bound Upper Bound
163.551
205.263

Zero-order

Correlations
Partial

Part

.000

.000

-.081

-1.236

.220

-.001

.000

-.692

-.147

-.049

-.016
-1.195
4.47E-005

.005
.094
.000

-.236
-.713
.056

-3.522
-12.689
1.335

.001
.000
.186

-.026
-1.383
.000

-.007
-1.007
.000

-.774
-.920
-.079

-.390
-.837
.159

-.140
-.506
.053

a. Dependent Variable: Infant mortality (deaths per 1000 live births)

Correlations

Control Variables
Gross domestic product
/ capita & Daily calorie
intake & Aids cases

Infant mortality (deaths


per 1000 live births)
People who read (%)

Correlation
Significance (2-tailed)
df
Correlation
Significance (2-tailed)
df

Infant
mortality
(deaths
per 1000
live births)
1.000
.
0
-.837
.000
69

People who
read (%)
-.837
.000
69
1.000
.
0

Correlations

Control Variables
Daily calorie intake &
Aids cases & People
who read (%)

Infant mortality (deaths


per 1000 live births)
Gross domestic
product / capita

Correlation
Significance (2-tailed)
df
Correlation
Significance (2-tailed)
df

Infant
mortality
(deaths
per 1000
live births)
1.000
.
0
-.147
.220
69

Gross
domestic
product /
capita
-.147
.220
69
1.000
.
0

Correlations

Infant mortality (deaths


per 1000 live births)
People who read (%)

Gross domestic
product / capita

Daily calorie intake

Aids cases

Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N
Pearson Correlation
Sig. (2-tailed)
N

Infant
mortality
(deaths
per 1000
live births)
1

Gross
domestic
People who
product /
Daily calorie
read (%)
capita
intake
Aids cases
-.900**
-.640**
-.777**
-.044
.000
.000
.000
.656
109
107
109
75
106
-.900**
1
.552**
.682**
.062
.000
.000
.000
.533
107
107
107
74
104
-.640**
.552**
1
.751**
.258**
.000
.000
.000
.008
109

107

109

75

106

-.777**
.000
75
-.044
.656
106

.682**
.000
74
.062
.533
104

.751**
.000
75
.258**
.008
106

.167
.151
75
1

**. Correlation is significant at the 0.01 level (2-tailed).

75
.167
.151
75

106

II. Considernd acelai set de variabile ca n exemplul anterior, se cere s se verifice dac introducerea
variabilei PIB/locuitor a rezultat ntr-o mbuntire a modelului iniial.
Model Summary
Change Statistics
Model
1
2

R
.942a
.944b

R Square
.888
.890

Adjusted
R Square
.883
.884

Std. Error of
the Estimate
13.2502
13.2005

R Square
Change
.888
.002

F Change
184.690
1.529

df1

df2
3
1

70
69

a. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake
b. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake, Gross domestic product / capita
ANOVAc
Model
1

Regression
Residual
Total
Regression
Residual
Total

Sum of
Squares
97277.430
12289.820
109567.2
97543.842
12023.408
109567.2

df
3
70
73
4
69
73

Mean Square
32425.810
175.569

F
184.690

Sig.
.000a

24385.960
174.252

139.946

.000b

a. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake
b. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake,
Gross domestic product / capita
c. Dependent Variable: Infant mortality (deaths per 1000 live births)

Coefficientsa

Model
1

(Constant)
Daily calorie intake
People who read (%)
Aids cases
(Constant)
Daily calorie intake
People who read (%)
Aids cases
Gross domestic
product / capita

Unstandardized
Coefficients
B
Std. Error
193.080
7.782
-.020
.004
-1.224
.092
3.43E-005
.000
184.407
10.454
-.016
.005
-1.195
.094
4.47E-005
.000
.000

.000

Standardized
Coefficients
Beta

-.236
-.713
.056

t
24.812
-5.126
-13.347
1.054
17.639
-3.522
-12.689
1.335

Sig.
.000
.000
.000
.295
.000
.001
.000
.186

-.081

-1.236

.220

-.284
-.730
.043

a. Dependent Variable: Infant mortality (deaths per 1000 live births)

Sig. F Change
.000
.220

III. Considernd acelai set de variabile ca n exemplul anterior, se cere s se verifice dac excluderea
variabilelor PIB/locuitor i a Numarul de cazuri SIDA a condus la obinerea unui model mbuntit fa de
modelul iniial.
Model Summary
Change Statistics
Model
1
2
3

R
.944a
.942b
.941c

Adjusted
R Square
.884
.883
.883

R Square
.890
.888
.886

Std. Error of
the Estimate
13.2005
13.2502
13.2606

R Square
Change
.890
-.002
-.002

F Change
139.946
1.529
1.111

df1

df2
4
1
1

69
69
70

a. Predictors: (Constant), Gross domestic product / capita, Aids cases, People who read (%), Daily calorie intake
b. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake
c. Predictors: (Constant), People who read (%), Daily calorie intake
ANOVAd
Model
1

Regression
Residual
Total
Regression
Residual
Total
Regression
Residual
Total

Sum of
Squares
97543.842
12023.408
109567.2
97277.430
12289.820
109567.2
97082.367
12484.883
109567.2

df
4
69
73
3
70
73
2
71
73

Mean Square
24385.960
174.252

F
139.946

Sig.
.000a

32425.810
175.569

184.690

.000b

48541.184
175.843

276.048

.000c

a. Predictors: (Constant), Gross domestic product / capita, Aids cases, People who
read (%), Daily calorie intake
b. Predictors: (Constant), Aids cases, People who read (%), Daily calorie intake
c. Predictors: (Constant), People who read (%), Daily calorie intake
d. Dependent Variable: Infant mortality (deaths per 1000 live births)

Coefficientsa

Model
1

(Constant)
Daily calorie intake
People who read (%)
Aids cases
Gross domestic
product / capita
(Constant)
Daily calorie intake
People who read (%)
Aids cases
(Constant)
Daily calorie intake
People who read (%)

Unstandardized
Coefficients
B
Std. Error
184.407
10.454
-.016
.005
-1.195
.094
4.47E-005
.000
.000

.000

193.080
-.020
-1.224
3.43E-005
192.042
-.019
-1.227

7.782
.004
.092
.000
7.725
.004
.092

Standardized
Coefficients
Beta
-.236
-.713
.056

t
17.639
-3.522
-12.689
1.335

Sig.
.000
.001
.000
.186

-.081

-1.236

.220

24.812
-5.126
-13.347
1.054
24.859
-5.022
-13.373

.000
.000
.000
.295
.000
.000
.000

-.284
-.730
.043
-.275
-.732

a. Dependent Variable: Infant mortality (deaths per 1000 live births)

Sig. F Change
.000
.220
.295

IV. Se cere s se verifice dac includerea / excluderea variabilelor a condus la obinerea unui model
mbuntit fa de modelul iniial.
Model Summary
Change Statistics
Model
1
2

R
.661a
.663b

R Square
.436
.439

Adjusted
R Square
.435
.437

Std. Error of
the Estimate
$12,833.540
$12,815.280

R Square
Change
.436
.003

F Change
365.381
2.346

df1
1
1

df2
472
471

Sig. F Change
.000
.126

df2
472
471

Sig. F Change
.000
.000

df2

Sig. F Change
.000
.115

a. Predictors: (Constant), Educational Level (years)


b. Predictors: (Constant), Educational Level (years), Months since Hire

Model Summary
Change Statistics
Model
1
2

R
.661a
.890b

R Square
.436
.792

Adjusted
R Square
.435
.792

Std. Error of
the Estimate
$12,833.540
$7,796.524

R Square
Change
.436
.356

F Change
365.381
807.889

df1
1
1

a. Predictors: (Constant), Educational Level (years)


b. Predictors: (Constant), Educational Level (years), Beginning Salary

Model Summary
Change Statistics
Model
1
2

R
.910a
.907b

R Square
.828
.822

Adjusted
R Square
.818
.814

Std. Error of
the Estimate
5.2961
5.3542

R Square
Change
.828
-.006

F Change
83.271
2.544

df1
4
1

69
69

a. Predictors: (Constant), Average female life expectancy, People living in cities (%), Daily calorie intake, People who read (%)
b. Predictors: (Constant), Average female life expectancy, Daily calorie intake, People who read (%)

V. Se cere s se interpreteze rezultatele obinute pentru modelul de regresie multipl liniar prezentate in
tabelele urmtoare.