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The document reports the results of a least squares regression analysis with dependent variable Y and independent variable X. It finds that X has a statistically significant positive relationship with Y, with an R-squared of nearly 1. It also runs tests to check for heteroskedasticity and finds no evidence of it.

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Minza Jahangir
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8 views

Assignment

The document reports the results of a least squares regression analysis with dependent variable Y and independent variable X. It finds that X has a statistically significant positive relationship with Y, with an R-squared of nearly 1. It also runs tests to check for heteroskedasticity and finds no evidence of it.

Uploaded by

Minza Jahangir
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Dependent Variable: Y

Method: Least Squares


Date: 02/07/23 Time: 16:32
Sample: 1 100
Included observations: 100
Huber-White-Hinkley (HC1) heteroskedasticity consistent standard errors
and covariance

Variable Coefficient Std. Error t-Statistic Prob.

C 170.4260 0.210293 810.4209 0.0000


X 4.994219 0.003701 1349.428 0.0000

R-squared 0.999953 Mean dependent var 417.6398


Adjusted R-squared 0.999953 S.D. dependent var 144.8931
S.E. of regression 0.995482 Akaike info criterion 2.848617
Sum squared resid 97.11642 Schwarz criterion 2.900721
Log likelihood -140.4309 Hannan-Quinn criter. 2.869705
F-statistic 2097220. Durbin-Watson stat 2.202118
Prob(F-statistic) 0.000000 Wald F-statistic 1820956.
Prob(Wald F-statistic) 0.000000

Heteroskedasticity Test: Breusch-Pagan-Godfrey


Null hypothesis: Homoskedasticity

F-statistic 0.027382 Prob. F(1,98) 0.8689


Obs*R-squared 0.027933 Prob. Chi-Square(1) 0.8673
Scaled explained SS 0.023478 Prob. Chi-Square(1) 0.8782

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 02/07/23 Time: 16:34
Sample: 1 100
Included observations: 100
Huber-White-Hinkley (HC1) heteroskedasticity consistent standard errors
and covariance

Variable Coefficient Std. Error t-Statistic Prob.

C 1.007988 0.312419 3.226396 0.0017


X -0.000744 0.005461 -0.136213 0.8919

R-squared 0.000279 Mean dependent var 0.971164


Adjusted R-squared -0.009922 S.D. dependent var 1.291326
S.E. of regression 1.297716 Akaike info criterion 3.378887
Sum squared resid 165.0386 Schwarz criterion 3.430990
Log likelihood -166.9443 Hannan-Quinn criter. 3.399974
F-statistic 0.027382 Durbin-Watson stat 1.892737
Prob(F-statistic) 0.868912
3

-1

-2

-3
10 20 30 40 50 60 70 80 90 100

Y Residuals

-1

-2

-3
10 20 30 40 50 60 70 80 90 100

Standardized Residuals
Y X
Mean 417.6398 49.50000
Median 417.5893 49.50000
Maximum 665.5946 99.00000
Minimum 173.1758 0.000000
Std. Dev. 144.8931 29.01149
Skewness 0.001808 -2.21E-16
Kurtosis 1.799877 1.799760

Jarque-Bera 6.001287 6.002400


Probability 0.049755 0.049727

Sum 41763.98 4950.000


Sum Sq. Dev. 2078408. 83325.00

Observations 100 100

Empirical Distribution Test for X


Hypothesis: Normal
Date: 02/07/23 Time: 16:37
Sample: 1 100
Included observations: 100

Method Value Adj. Value Probability

Lilliefors (D) 0.061037 NA > 0.1


Cramer-von Mises (W2) 0.147396 0.148133 0.0252
Watson (U2) 0.147396 0.148133 0.0169
Anderson-Darling (A2) 1.083709 1.092081 0.0073

Method: Maximum Likelihood - d.f. corrected (Exact Solution)

Parameter Value Std. Error z-Statistic Prob.

MU 49.50000 2.901149 17.06220 0.0000


SIGMA 29.01149 2.061757 14.07125 0.0000

Log likelihood -478.1631 Mean dependent var. 49.50000


No. of Coefficients 2 S.D. dependent var. 29.01149

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