gujarati data panel econometria rolly vasquez

Econometría Universidad Mayor de San Simon

Rolly R. Vasquez Macedo

[email protected]

cel: 76410675

Cochabamba-Bolivia

Video tutoriales en WWW.YOUTUBE.COM Ayuda Econométrica

PSEUDONIMO: ROLEX524

UNIVERSIDAD MAYOR DE SAN SIMÓN

Facultad de Ciencias Económicas

Replica de capitulo modelos con datos de panel-Gujarati

Econometría

Autor:

ROLLY ROGER VASQUEZ MACEDO

febrero, 2013

Cochabamba – Bolivia



[email protected]

cel: 76410675

Cochabamba-Bolivia



DATA PANEL GUJARATI

Introduccion.

El presente documento es una ayuda para los estudiantes de econometria y para los que gusten de la econometria,

es una ayuda especifiac para modelos de data panel del libro de gujarati .

Se pretende de realizar una replica del capitulo de modelos con datos de panel del libro de gujarati.

La replica esta llevada en el paquete stata v11 para lo cual primero se muestra las salidas previas a lo que son los

modelos del libro, y posteriormente ese muestra las salidas de los modelos comparando los resultados del libro y

de lo realizado.

Salidas previas a los modelos.

Sol identificamos el orden de las variables para poder realizar lo modelos planteado en gujarati.

ddddeeeellllttttaaaa:::: 1111 uuuunnnniiiitttt ttttiiiimmmmeeee vvvvaaaarrrriiiiaaaabbbblllleeee:::: yyyyeeeeaaaarrrr,,,, 1111999933335555 ttttoooo 1111999955554444 ppppaaaannnneeeellll vvvvaaaarrrriiiiaaaabbbblllleeee:::: nnnnrrrr ((((ssssttttrrrroooonnnnggggllllyyyy bbbbaaaallllaaaannnncccceeeedddd)))).... ttttsssssssseeeetttt nnnnrrrr yyyyeeeeaaaarrrr

NNNNooootttteeee:::: ddddaaaattttaaaasssseeeetttt hhhhaaaassss cccchhhhaaaannnnggggeeeedddd ssssiiiinnnncccceeee llllaaaasssstttt ssssaaaavvvveeeeddddSSSSoooorrrrtttteeeedddd bbbbyyyy:::: nnnnrrrr yyyyeeeeaaaarrrr nnnnrrrr ffffllllooooaaaatttt %%%%9999....0000gggg xxxx3333 ffffllllooooaaaatttt %%%%8888....0000gggg xxxx2222 ffffllllooooaaaatttt %%%%8888....0000gggg yyyy ffffllllooooaaaatttt %%%%8888....0000gggg yyyyeeeeaaaarrrr iiiinnnntttt %%%%8888....0000gggg nnnnrrrr____ ssssttttrrrr4444 %%%%9999ssss vvvvaaaarrrriiiiaaaabbbblllleeee nnnnaaaammmmeeee ttttyyyyppppeeee ffffoooorrrrmmmmaaaatttt llllaaaabbbbeeeellll vvvvaaaarrrriiiiaaaabbbblllleeee llllaaaabbbbeeeellll ssssttttoooorrrraaaaggggeeee ddddiiiissssppppllllaaaayyyy vvvvaaaalllluuuueeee ssssiiiizzzzeeee:::: 2222,,,,000088880000 ((((99999999....9999%%%% ooooffff mmmmeeeemmmmoooorrrryyyy ffffrrrreeeeeeee)))) vvvvaaaarrrrssss:::: 6666 7777 MMMMaaaayyyy 2222000011111111 00005555::::55555555 oooobbbbssss:::: 88880000 CCCCoooonnnnttttaaaaiiiinnnnssss ddddaaaattttaaaa ffffrrrroooommmm GGGG::::\\\\EEEEssssccccrrrriiiittttoooorrrriiiioooo\\\\gggguuuujjjjaaaarrrraaaattttiiii....ddddttttaaaa

.... ddddeeeessssccccrrrriiiibbbbeeee



[email protected]

cel: 76410675

Cochabamba-Bolivia



Modelos planteados por gujarati.

En este subtitulo se muestra los diferentes modelos realizados en la réplica en comparación a los de Gujarati.

Sea el modelo:

Los resultados MCO son los siguientes.

TTTToooottttaaaallll 88880000 111100000000....00000000 1111999955554444 4444 5555....00000000 111100000000....00000000 1111999955553333 4444 5555....00000000 99995555....00000000 1111999955552222 4444 5555....00000000 99990000....00000000 1111999955551111 4444 5555....00000000 88885555....00000000 1111999955550000 4444 5555....00000000 88880000....00000000 1111999944449999 4444 5555....00000000 77775555....00000000 1111999944448888 4444 5555....00000000 77770000....00000000 1111999944447777 4444 5555....00000000 66665555....00000000 1111999944446666 4444 5555....00000000 66660000....00000000 1111999944445555 4444 5555....00000000 55555555....00000000 1111999944444444 4444 5555....00000000 55550000....00000000 1111999944443333 4444 5555....00000000 44445555....00000000 1111999944442222 4444 5555....00000000 44440000....00000000 1111999944441111 4444 5555....00000000 33335555....00000000 1111999944440000 4444 5555....00000000 33330000....00000000 1111999933339999 4444 5555....00000000 22225555....00000000 1111999933338888 4444 5555....00000000 22220000....00000000 1111999933337777 4444 5555....00000000 11115555....00000000 1111999933336666 4444 5555....00000000 11110000....00000000 1111999933335555 4444 5555....00000000 5555....00000000 yyyyeeeeaaaarrrr FFFFrrrreeeeqqqq.... PPPPeeeerrrrcccceeeennnntttt CCCCuuuummmm....

.... ttttaaaabbbb yyyyeeeeaaaarrrr

.... ssssoooorrrrtttt nnnnrrrr yyyyeeeeaaaarrrr



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cel: 76410675

Cochabamba-Bolivia



Con objeto de ver lo anterior, se expreso el modelo (16.2.1) como.

Identificáremos interacciones, Por consiguiente se expresa (16.3.2) como.

____ccccoooonnnnssss ----66663333....33330000444411113333 22229999....6666111144442222 ----2222....11114444 0000....000033336666 ----111122222222....2222777733335555 ----4444....333333334444777733334444 xxxx3333 ....3333000033333333999933332222 ....0000444499992222999955557777 6666....11115555 0000....000000000000 ....2222000055552222333322228888 ....4444000011115555555533335555 xxxx2222 ....1111111100000000999955555555 ....0000111133337777222299997777 8888....00002222 0000....000000000000 ....0000888822227777555566663333 ....1111333377774444333344448888 yyyy CCCCooooeeeeffff.... SSSSttttdddd.... EEEErrrrrrrr.... tttt PPPP>>>>||||tttt|||| [[[[99995555%%%% CCCCoooonnnnffff.... IIIInnnntttteeeerrrrvvvvaaaallll]]]]

TTTToooottttaaaallll 6666444411110000111144447777....00004444 77779999 88881111111144441111....1111000011118888 RRRRooooooootttt MMMMSSSSEEEE ==== 111144442222....33337777 AAAAddddjjjj RRRR----ssssqqqquuuuaaaarrrreeeedddd ==== 0000....7777555500002222 RRRReeeessssiiiidddduuuuaaaallll 1111555566660000666688889999....66667777 77777777 22220000222266668888....666699997777 RRRR----ssssqqqquuuuaaaarrrreeeedddd ==== 0000....7777555566665555 MMMMooooddddeeeellll 4444888844449999444455557777....33337777 2222 2222444422224444777722228888....66669999 PPPPrrrroooobbbb >>>> FFFF ==== 0000....0000000000000000 FFFF(((( 2222,,,, 77777777)))) ==== 111111119999....66663333 SSSSoooouuuurrrrcccceeee SSSSSSSS ddddffff MMMMSSSS NNNNuuuummmmbbbbeeeerrrr ooooffff oooobbbbssss ==== 88880000

.... rrrreeeegggg yyyy xxxx2222 xxxx3333



[email protected]

cel: 76410675

Cochabamba-Bolivia



Modelo con más variables, Se calcula el siguiente modelo:

____ccccoooonnnnssss ----222244445555....7777999922224444 33335555....88881111111111112222 ----6666....88886666 0000....000000000000 ----333311117777....1111444477776666 ----111177774444....4444333377771111 ____IIIInnnnrrrr____44440000 111188886666....5555666666665555 33331111....55550000666688881111 5555....99992222 0000....000000000000 111122223333....7777888877779999 222244449999....3333444455552222 ____IIIInnnnrrrr____33330000 333333339999....6666333322228888 22223333....99998888666633333333 11114444....11116666 0000....000000000000 222299991111....888833339999 333388887777....4444222266666666 ____IIIInnnnrrrr____22220000 111166661111....5555777722222222 44446666....44445555666633339999 3333....44448888 0000....000000001111 66669999....00000000555588883333 222255554444....1111333388886666 xxxx3333 ....3333444466661111666611117777 ....0000222266666666666644445555 11112222....99998888 0000....000000000000 ....2222999933330000333311115555 ....3333999999992222999911118888 xxxx2222 ....1111000077779999444488881111 ....0000111177775555000088889999 6666....11117777 0000....000000000000 ....0000777733330000666600008888 ....1111444422228888333355554444 yyyy CCCCooooeeeeffff.... SSSSttttdddd.... EEEErrrrrrrr.... tttt PPPP>>>>||||tttt|||| [[[[99995555%%%% CCCCoooonnnnffff.... IIIInnnntttteeeerrrrvvvvaaaallll]]]]

TTTToooottttaaaallll 6666444411110000111144447777....00004444 77779999 88881111111144441111....1111000011118888 RRRRooooooootttt MMMMSSSSEEEE ==== 77775555....222288889999 AAAAddddjjjj RRRR----ssssqqqquuuuaaaarrrreeeedddd ==== 0000....9999333300001111 RRRReeeessssiiiidddduuuuaaaallll 444411119999444466662222....888899998888 77774444 5555666666668888....44441111777755554444 RRRR----ssssqqqquuuuaaaarrrreeeedddd ==== 0000....9999333344446666 MMMMooooddddeeeellll 5555999999990000666688884444....11114444 5555 1111111199998888111133336666....88883333 PPPPrrrroooobbbb >>>> FFFF ==== 0000....0000000000000000 FFFF(((( 5555,,,, 77774444)))) ==== 222211111111....33337777 SSSSoooouuuurrrrcccceeee SSSSSSSS ddddffff MMMMSSSS NNNNuuuummmmbbbbeeeerrrr ooooffff oooobbbbssss ==== 88880000

iiii....nnnnrrrr ____IIIInnnnrrrr____11110000----44440000 ((((nnnnaaaattttuuuurrrraaaallllllllyyyy ccccooooddddeeeedddd;;;; ____IIIInnnnrrrr____11110000 oooommmmiiiitttttttteeeedddd)))).... xxxxiiii:::: rrrreeeegggg yyyy xxxx2222 xxxx3333 iiii....nnnnrrrr



[email protected]

cel: 76410675

Cochabamba-Bolivia





[email protected]

cel: 76410675

Cochabamba-Bolivia



FFFF tttteeeesssstttt tttthhhhaaaatttt aaaallllllll uuuu____iiii====0000:::: FFFF((((3333,,,, 77774444)))) ==== 66667777....11111111 PPPPrrrroooobbbb >>>> FFFF ==== 0000....0000000000000000 rrrrhhhhoooo ....77777777333322229999666633333333 ((((ffffrrrraaaaccccttttiiiioooonnnn ooooffff vvvvaaaarrrriiiiaaaannnncccceeee dddduuuueeee ttttoooo uuuu____iiii)))) ssssiiiiggggmmmmaaaa____eeee 77775555....222288888888888899994444 ssssiiiiggggmmmmaaaa____uuuu 111133339999....00005555111111116666 ____ccccoooonnnnssss ----77773333....88884444999944446666 33337777....55552222222299991111 ----1111....99997777 0000....000055553333 ----111144448888....6666111155555555 ....9999111166665555777755559999 xxxx3333 ....3333444466661111666611117777 ....0000222266666666666644445555 11112222....99998888 0000....000000000000 ....2222999933330000333311115555 ....3333999999992222999911118888 xxxx2222 ....1111000077779999444488881111 ....0000111177775555000088889999 6666....11117777 0000....000000000000 ....0000777733330000666600008888 ....1111444422228888333355554444 yyyy CCCCooooeeeeffff.... SSSSttttdddd.... EEEErrrrrrrr.... tttt PPPP>>>>||||tttt|||| [[[[99995555%%%% CCCCoooonnnnffff.... IIIInnnntttteeeerrrrvvvvaaaallll]]]]

ccccoooorrrrrrrr((((uuuu____iiii,,,, XXXXbbbb)))) ==== ----0000....1111000000001111 PPPPrrrroooobbbb >>>> FFFF ==== 0000....0000000000000000 FFFF((((2222,,,,77774444)))) ==== 111155554444....55553333

oooovvvveeeerrrraaaallllllll ==== 0000....7777555555554444 mmmmaaaaxxxx ==== 22220000 bbbbeeeettttwwwweeeeeeeennnn ==== 0000....7777333300004444 aaaavvvvgggg ==== 22220000....0000RRRR----ssssqqqq:::: wwwwiiiitttthhhhiiiinnnn ==== 0000....8888000066668888 OOOObbbbssss ppppeeeerrrr ggggrrrroooouuuupppp:::: mmmmiiiinnnn ==== 22220000

GGGGrrrroooouuuupppp vvvvaaaarrrriiiiaaaabbbblllleeee:::: nnnnrrrr NNNNuuuummmmbbbbeeeerrrr ooooffff ggggrrrroooouuuuppppssss ==== 4444FFFFiiiixxxxeeeedddd----eeeeffffffffeeeeccccttttssss ((((wwwwiiiitttthhhhiiiinnnn)))) rrrreeeeggggrrrreeeessssssssiiiioooonnnn NNNNuuuummmmbbbbeeeerrrr ooooffff oooobbbbssss ==== 88880000

.... xxxxttttrrrreeeegggg yyyy xxxx2222 xxxx3333,,,, ffffeeee

rrrrhhhhoooo ....88880000333333332222000022224444 ((((ffffrrrraaaaccccttttiiiioooonnnn ooooffff vvvvaaaarrrriiiiaaaannnncccceeee dddduuuueeee ttttoooo uuuu____iiii)))) ssssiiiiggggmmmmaaaa____eeee 77775555....222288888888888899994444 ssssiiiiggggmmmmaaaa____uuuu 111155552222....11115555888822223333 ____ccccoooonnnnssss ----77773333....00003333555522229999 88883333....99994444999955557777 ----0000....88887777 0000....333388884444 ----222233337777....5555777733334444 99991111....55550000222288884444 xxxx3333 ....3333444455557777111100004444 ....0000222266665555444455551111 11113333....00002222 0000....000000000000 ....2222999933336666888822229999 ....3333999977777777333377778888 xxxx2222 ....1111000077776666555555555555 ....0000111166668888111166669999 6666....44440000 0000....000000000000 ....0000777744446666999944449999 ....111144440000666611116666 yyyy CCCCooooeeeeffff.... SSSSttttdddd.... EEEErrrrrrrr.... zzzz PPPP>>>>||||zzzz|||| [[[[99995555%%%% CCCCoooonnnnffff.... IIIInnnntttteeeerrrrvvvvaaaallll]]]]

ccccoooorrrrrrrr((((uuuu____iiii,,,, XXXX)))) ==== 0000 ((((aaaassssssssuuuummmmeeeedddd)))) PPPPrrrroooobbbb >>>> cccchhhhiiii2222 ==== 0000....0000000000000000RRRRaaaannnnddddoooommmm eeeeffffffffeeeeccccttttssss uuuu____iiii ~~~~ GGGGaaaauuuussssssssiiiiaaaannnn WWWWaaaalllldddd cccchhhhiiii2222((((2222)))) ==== 333311117777....77779999

oooovvvveeeerrrraaaallllllll ==== 0000....7777555555554444 mmmmaaaaxxxx ==== 22220000 bbbbeeeettttwwwweeeeeeeennnn ==== 0000....7777333300003333 aaaavvvvgggg ==== 22220000....0000RRRR----ssssqqqq:::: wwwwiiiitttthhhhiiiinnnn ==== 0000....8888000066668888 OOOObbbbssss ppppeeeerrrr ggggrrrroooouuuupppp:::: mmmmiiiinnnn ==== 22220000

GGGGrrrroooouuuupppp vvvvaaaarrrriiiiaaaabbbblllleeee:::: nnnnrrrr NNNNuuuummmmbbbbeeeerrrr ooooffff ggggrrrroooouuuuppppssss ==== 4444RRRRaaaannnnddddoooommmm----eeeeffffffffeeeeccccttttssss GGGGLLLLSSSS rrrreeeeggggrrrreeeessssssssiiiioooonnnn NNNNuuuummmmbbbbeeeerrrr ooooffff oooobbbbssss ==== 88880000

.... xxxxttttrrrreeeegggg yyyy xxxx2222 xxxx3333

gujarati data panel econometria rolly vasquez

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