UNIVERSIDAD NACIONAL DEL ALTIPLANO

ESCUELA DE POST GRADO

DOCTORADO EN ECONOMIA Y POLITICAS PBLICAS
Curso: Mtodos Cuantitativos para polticas pblicas
Profesor: Dr. Alfredo Pelayo Calatayud Mendoza

Taller prctico N 2

Modelo de regresin lineal

Se pide:
Con la base de datos adjunto. Estimar el mejor modelo de regresin lineal por el mtodo de
Mnimos Cuadrados Ordinarios (MCO) y Mxima Verosimilitud (MV), para ello debe estimar un
portafolio de modelos (mnimo 8 modelos).

Nota:
el mejor modelo no es, aquel que incluye muchas variables independientes
En la prctica no hay modelo perfecto
Seleccione el mejor modelo, tomando los siguientes criterios:
1. Que los signos de las variables tengan los signos esperados.
2. Que los coeficientes de las variables independientes sean significativos a un cierto nivel
aceptable de confiabilidad
3. Que los coeficientes sean significativos en forma conjunta (F).
4. Que el logaritmo de mxima verosimilitud del modelo (log-likelihood) sea grande
5. Que los criterios de informacin (AIC y BIC) sean bajos.
6. Que el coeficiente de determinacin R2 sea grande.
Y 0 1 X 1 2 X 2 3 X 3 4 X 4 5 X 5 6 X 6 7 X 7 u

Signos esperados de acuerdo a la hiptesis:

1 0
2 0
3 0
4 0
5 0
6 0
7 0

BASE DE DATOS DE CORTE TRANSVERSAL (n=50)

Ob
s
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50

x1
19.2494
20.1316
21.555
20.7056
20.3248
20.6381
19.5144
20.1556
20.79
20.894
18.8363
21.004
20.6728
20.441
17.9312
18.9241
20.137
20.6565
19.9902
20.4434
20.7128
18.9076
20.7112
18.4413
21.7816
19.8461
21.277
19.3366
19.9435
20.1816
19.4621
19.0889
20.1104
21.554
19.607
19.3732
18.8368
20.5088
18.5428
20.5514
20.2449
20.2021
20.217
21.6364
20.6034
21.1371
21.443
20.4484
20.7085
20.8064

DO FILE EDITOR

x2
59.7779
-3.64958
32.072
0.103627
-52.8101
50.8245
-23.0738
-5.99682
2.82576
35.205
-2.93835
8.67808
15.5841
-0.355704
62.6863
-3.22889
84.4848
-25.9252
15.725
-39.2124
-37.9396
34.8503
13.8726
-2.29201
-12.3358
-46.9525
13.2785
-34.0971
-8.52649
-6.17298
4.93954
-7.56124
5.34767
-8.62969
-52.5199
38.8413
31.565
-12.1849
0.702081
13.6342
-8.54598
-21.3028
-5.36392
71.38
-30.4754
49.4482
-21.3813
36.8
-16.8449
56.9161

x3
99.7253
100.125
100.238
99.4649
99.8386
100.375
100.316
99.6159
100.348
99.971
100.304
100.422
99.9954
100.054
99.7505
100.018
100.074
100.521
100.003
100.134
100.441
99.8286
100.095
100.166
99.9499
100.015
100.264
100.218
99.7211
100.16
99.8641
100.322
99.8645
100.228
99.6307
100.294
100.042
100.115
99.6181
99.7202
99.3884
100.127
100.107
100.046
100.046
100.174
100.041
100.389
99.9257
99.8013

x4
8.84286
9.56626
9.22897
8.95155
9.22852
9.03763
9.04199
8.85625
8.93804
8.9873
8.78955
9.11847
9.18361
8.34725
9.26346
8.36686
9.00655
9.00895
9.04817
9.35609
8.99721
9.14272
9.23482
8.92515
8.91923
8.76301
9.13069
9.02229
8.52898
9.18206
9.3932
9.24217
9.16224
9.21927
8.85782
9.12062
9.27055
8.40756
8.75913
8.92237
9.27676
9.08113
8.68776
9.08264
8.35789
9.04099
8.63265
9.28741
8.97575
9.26244

x5
9.87238
9.43053
13.988
4.52793
11.5171
4.66895
9.85725
11.0027
13.1155
22.5702
11.3409
5.9873
7.47685
9.03879
6.32777
14.0717
5.334
11.2977
12.3428
9.13206
2.2596
5.04792
2.22709
12.2118
12.2223
1.65362
17.3595
11.8236
8.38682
4.47793
6.78894
12.9948
12.2719
12.8671
8.7271
10.1828
7.97878
15.632
14.6083
12.9682
16.0225
15.5702
15.2039
6.87367
13.3568
11.51
1.84534
7.47516
12.6709
5.90857

x6
512.732
512.752
513.284
507.471
510.149
508.458
509.489
510.643
508.258
510.849
506.659
510.084
510.837
512.261
508.359
508.713
512.458
507.042
511.705
509.903
507.967
509.413
508.504
510.549
509.678
508.854
510.48
511.301
510.209
506.311
510.057
511.913
510.922
509.768
511.891
508.036
509.403
511.816
507.381
509.562
512.248
511.663
508.703
510.689
511.458
509.26
509.662
510.645
513.63
509.291

x7
1
0
1
0
1
1
1
0
1
0
1
1
0
1
1
0
1
0
1
1
0
1
0
1
1
0
1
0
1
1
0
1
0
1
1
1
0
1
0
1
0
1
0
1
1
1
0
1
0
1

y
9387.25
9237.38
9418.77
9217.65
9075.93
9370.04
9185.96
9207.52
9280.23
9372.61
9278.16
9266.03
9235.65
9239.24
9452.24
9197.02
9492.15
9072.99
9254.7
9039.66
9075.81
9252.68
9275.48
9194.93
9185.18
9017.17
9309.3
9112.47
9148.34
9206.48
9270.82
9195.57
9250.69
9166.64
9013.26
9339.66
9313.02
9176.86
9193.57
9289.59
9196.51
9206.43
9267.81
9479.24
9082.08
9433.2
9181.05
9344.09
9158.22
9433

use "C:\Users\I3\Desktop\Doctorado_Economa_1\Dofiles\Datos\datos.dta", clear

regre y x1 x2 x3 x4 x5 x6 x7
est store Modelo1
regre y x1 x2 x3 x4 x5 x6
est store Modelo2
regre y x1 x2 x3 x4 x5
est store Modelo3
regre y x1 x2 x3 x4
est store Modelo4
regre y x1 x2 x3
est store Modelo5
regre y x1 x2
est store Modelo6
regre y x1 x6
est store Modelo7
regre y x1 x5 x6
est store Modelo8
*PORTAFOLIO DE MODELOS*
estimates table Modelo1 Modelo2 Modelo3 Modelo4 Modelo5 Modelo6
Modelo7 Modelo8,
stats(N F r2 aic ll) star(.05 .01 .1)
style(oneline)

PORTAFOLIO DE MODELOS DE REGRESION LINEAL

-------------------------------------------------------------------------------------------------------------Variable |
Modelo1
Modelo2
Modelo3
Modelo4
Modelo5
Modelo6
-------------+-----------------------------------------------------------------------------------------------x1 | 8.8425191
8.8434462
8.3260961
8.7390557
8.7996271
9.763918*
x2 | 3.4934049***
3.4926838***
3.4883379***
3.4623453***
3.4845819***
3.4818676***
x3 | 15.140458
15.056215
16.99475
15.512551
16.713784
x4 | 17.335647
17.367157
16.624438
10.806374
x5 | 2.8533646**
2.8528071**
2.6683927**
x6 | -1.4421405
-1.4482462
x7 | -.16832106
_cons | 8081.4973***
8092.6416***
7179.0121***
7398.2437***
7374.0106***
9026.5734***
-------------+-----------------------------------------------------------------------------------------------N |
50
50
50
50
50
50
F | 77.001954
91.973982
112.28375
125.25715
169.39215
255.24382
r2 | .92771255
.92771213
.92732303
.91758674
.91699395
.9156932
aic | 502.49407
500.49436
498.76276
503.04886
501.40721
500.18466
ll | -243.24703
-243.24718
-243.38138
-246.52443
-246.70361
-247.09233
-------------------------------------------------------------------------------------------------------------legend: * p<.1; ** p<.05; *** p<.01
---------------------------------------------Variable |
Modelo7
Modelo8
-------------+-------------------------------x1 | 7.1073929
7.0198321
x2 |
x3 |
x4 |
x5 |
-.6488448
x6 | 3.4411623
3.9607533
x7 |
_cons | 7342.3241
7085.5798
-------------+-------------------------------N |
50
50
F | .15060048
.10657278
r2 | .00636772
.00690242
aic |
623.5299
625.50298
ll | -308.76495
-308.75149
---------------------------------------------legend: * p<.1; ** p<.05; *** p<.01