Anlisis de multicolinealidad

1. El cuadro presenta un indicador global de consumo (consglob), el nmero de

automviles por mil habitantes (autmov) y el nmero de telfonos por mil habitantes
(telef) en 8 provincias. Queremos construir un modelo explicativo que relacione el
indicador global con estos dos indicadores de consumo.
Provincia Consglob. automov Telef.
1
64
58
111
2
78
84
131
3
83
78
158
4
88
81
147
5
89
82
121
6
99
102
165
7
101
85
174
8
102
102
189
Medidas de resumen de las variables
CONSGLOB
88.00000
88.50000
102.0000
64.00000
13.02744
-0.599294
2.403496

AUTOMOV
84.00000
83.00000
102.0000
58.00000
14.01020
-0.342205
2.832059

TELEF
149.5000
152.5000
189.0000
111.0000
27.03437
-0.045519
1.782450

Jarque-Bera
Probability

0.597477
0.741754

0.165541
0.920563

0.496905
0.780007

observations

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Matriz de varianzas y covarianzas de las variables

CONSGLOB AUTOMOV
CONSGLOB 148.5000
139.3750
AUTOMOV
139.3750
171.7500
TELEF
260.0000
253.6250

TELEF
260.0000
253.6250
639.5000

Matriz de correlaciones de las variables

CONSGLOB AUTOMOV
CONSGLOB
AUTOMOV
TELEF

1.000000
0.872717
0.843703

0.872717
1.000000
0.765285

TELEF
0.843703
0.765285
1.000000

Estimaciones con Eviews

Dependent Variable: CONSGLOB
Method: Least Squares
Date: 09/29/04 Time: 10:34
Sample: 1 8
Included observations: 8
Variable
Coefficient
C
14.62850
AUTOMOV
0.509527
TELEF
0.204490
R-squared
0.836247
Adjusted R-squared
0.770746
S.E. of regression
6.237605
Sum squared resid
194.5386
Log likelihood
-24.11626
Durbin-Watson stat
1.857627

Std. Error
t-Statistic
14.71609
0.994048
0.261425
1.949039
0.135480
1.509372
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.3658
0.1088
0.1916
88.00000
13.02744
6.779066
6.808857
12.76689
0.010851

Matriz de Covarianzas de los estimadores de los coeficientes

C
AUTOMOV
TELEF

C
216.5634
-1.688650
-0.467246

AUTOMOV
-1.688650
0.068343
-0.027105

TELEF
-0.467246
-0.027105
0.018355

Redundant Variables: TELEF

F-statistic
2.278204
Log likelihood ratio
3.003570

Probability
Probability

0.191583
0.083081

Test Equation:
Dependent Variable: CONSGLOB
Method: Least Squares
Date: 09/29/04 Time: 10:51
Sample: 1 8
Included observations: 8
Variable
Coefficient
C
19.83406
AUTOMOV
0.811499
R-squared
0.761634
Adjusted R-squared
0.721907
S.E. of regression
6.869963
Sum squared resid
283.1783
Log likelihood
-25.61805
Durbin-Watson stat
2.141564

Std. Error
t-Statistic
15.75660
1.258778
0.185337
4.378518
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.2549
0.0047
88.00000
13.02744
6.904512
6.924373
19.17142
0.004676