CASO APLICATIVO PARA ESTIMACION CON MLP, Y MODELOS LOGIT Y PROBIT BINOMIALES

Prof: Brayan Padilla

Aplicación sobre participación de la mujer en el mercado laboral

El archivo contiene datos de 753 mujeres casadas para 1975, de las cuales 428 participaron en el
mercado laboral en algún momento del año(inlf=1) y 325 no participaron (inlf=0). Se considera que
la probabilidad de participar en el mercado de trabajo (inlf) depende de otras fuentes de ingresos
(nwifeinc), de los años de educación (educ), de los años de experiencia laboral (exper y exper2), de
la edad (age), del número de hijos de menos de 6 años (kidslt6) y del número de hijos entre 6 y 18
años(kidsg6).

Propósito: Analizar la dependencia de la probabilidad de participación de la mujer en el mercado

de trabajo en función de las variables explicativas anteriormente definidas

Solución:

Inlf   0  1nwifeinc   2 educ   3 exp er   4 exp er 2   5 age   6 kidslt 6   7 kidsg 6

Estimación con MLP:

Estimación
Dependent Variable: INLF
Method: Least Squares
Date: 10/23/10 Time: 11:27
Sample: 1 753
Included observations: 753

Variable Coefficient Std. Error t-Statistic Prob.

C 0.585519 0.154178 3.797683 0.0002

NWIFEINC -0.003405 0.001448 -2.350841 0.0190
EDUC 0.037995 0.007376 5.151194 0.0000
EXPER 0.039492 0.005673 6.961866 0.0000
EXPER^2 -0.000596 0.000185 -3.226959 0.0013
AGE -0.016091 0.002485 -6.476014 0.0000
KIDSLT6 -0.261810 0.033506 -7.813888 0.0000
KIDSGE6 0.013012 0.013196 0.986077 0.3244

R-squared 0.264216 Mean dependent var 0.568393

Adjusted R-squared 0.257303 S.D. dependent var 0.495630
S.E. of regression 0.427133 Akaike info criterion 1.147124
Sum squared resid 135.9197 Schwarz criterion 1.196251
Log likelihood -423.8923 F-statistic 38.21795
Durbin-Watson stat 0.493840 Prob(F-statistic) 0.000000

Detección de heterocedasticidad

White Heteroskedasticity Test:

F-statistic 3.084816 Probability 0.000176

Obs*R-squared 38.75904 Probability 0.000218

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/23/10 Time: 11:28
Sample: 1 753
Included observations: 753

Variable Coefficient Std. Error t-Statistic Prob.

 C -0.003569 0.233714 -0.015271 0.9878
NWIFEINC 0.000845 0.001540 0.548943 0.5832
NWIFEINC^2 2.60E-06 2.09E-05 0.124382 0.9010
EDUC 0.010581 0.018952 0.558292 0.5768
EDUC^2 -0.000724 0.000759 -0.954527 0.3401
EXPER 0.008977 0.003772 2.379903 0.0176
EXPER^2 -0.000553 0.000190 -2.902895 0.0038
(EXPER^2)^2 2.13E-07 8.45E-08 2.516843 0.0121
AGE 0.002121 0.009765 0.217243 0.8281
AGE^2 1.12E-05 0.000113 0.098810 0.9213
KIDSLT6 0.104635 0.033138 3.157547 0.0017
KIDSLT6^2 -0.048678 0.017299 -2.813840 0.0050
KIDSGE6 0.004588 0.012973 0.353640 0.7237
KIDSGE6^2 0.001561 0.002765 0.564636 0.5725

R-squared 0.051473 Mean dependent var 0.180504

Adjusted R-squared 0.034787 S.D. dependent var 0.179845
S.E. of regression 0.176689 Akaike info criterion -0.610433
Sum squared resid 23.07086 Schwarz criterion -0.524461
Log likelihood 243.8282 F-statistic 3.084816
Durbin-Watson stat 1.825927 Prob(F-statistic) 0.000176

Corrección de heterocedasticidad

Dependent Variable: INLF

Method: Least Squares
Date: 10/23/10 Time: 11:29
Sample: 1 753
Included observations: 753
White Heteroskedasticity-Consistent Standard Errors & Covariance

Variable Coefficient Std. Error t-Statistic Prob.

C 0.585519 0.152260 3.845526 0.0001

NWIFEINC -0.003405 0.001525 -2.232999 0.0258
EDUC 0.037995 0.007266 5.229165 0.0000
EXPER 0.039492 0.005810 6.797293 0.0000
EXPER^2 -0.000596 0.000190 -3.138416 0.0018
 AGE -0.016091 0.002399 -6.707267 0.0000
KIDSLT6 -0.261810 0.031783 -8.237386 0.0000
KIDSGE6 0.013012 0.013533 0.961524 0.3366

R-squared 0.264216 Mean dependent var 0.568393

Adjusted R-squared 0.257303 S.D. dependent var 0.495630
S.E. of regression 0.427133 Akaike info criterion 1.147124
Sum squared resid 135.9197 Schwarz criterion 1.196251
Log likelihood -423.8923 F-statistic 38.21795
Durbin-Watson stat 0.493840 Prob(F-statistic) 0.000000

El problema de la estimación

1.2

0.8

0.4
1.5
0.0
1.0

0.5 -0.4

0.0

-0.5

-1.0
100 200 300 400 500 600 700

Residual Actual Fitted

Estimación con modelo LOGIT

Estimación

Dependent Variable: INLF

Method: ML - Binary Logit (Quadratic hill climbing)
Date: 10/23/10 Time: 11:45
Sample: 1 753
Included observations: 753
Convergence achieved after 5 iterations
QML (Huber/White) standard errors & covariance

Variable Coefficient Std. Error z-Statistic Prob.

C 0.425452 0.859160 0.495196 0.6205

NWIFEINC -0.021345 0.009072 -2.352832 0.0186
EDUC 0.221170 0.044421 4.978920 0.0000
EXPER 0.205870 0.032270 6.379613 0.0000
EXPER^2 -0.003154 0.001012 -3.117428 0.0018
AGE -0.088024 0.014430 -6.100235 0.0000
 KIDSLT6 -1.443354 0.203027 -7.109188 0.0000
KIDSGE6 0.060112 0.079829 0.753008 0.4514

Mean dependent var 0.568393 S.D. dependent var 0.495630

S.E. of regression 0.425963 Akaike info criterion 1.088354
Sum squared resid 135.1762 Schwarz criterion 1.137481
Log likelihood -401.7652 Hannan-Quinn criter. 1.107280
Restr. log likelihood -514.8732 Avg. log likelihood -0.533553
LR statistic (7 df) 226.2161 McFadden R-squared 0.219681
Probability(LR stat) 0.000000

Obs with Dep=0 325 Total obs 753

Obs with Dep=1 428

Tabla de predicción
Dependent Variable: INLF
Method: ML - Binary Logit (Quadratic hill climbing)
Date: 10/23/10 Time: 11:45
Sample: 1 753
Included observations: 753
Prediction Evaluation (success cutoff C = 0.5)

Estimated Equation Constant Probability

Dep=0 Dep=1 Total Dep=0 Dep=1 Total

P(Dep=1)<=C 207 81 288 0 0 0

P(Dep=1)>C 118 347 465 325 428 753
Total 325 428 753 325 428 753
Correct 207 347 554 0 428 428
% Correct 63.69 81.07 73.57 0.00 100.00 56.84
% Incorrect 36.31 18.93 26.43 100.00 0.00 43.16
Total Gain* 63.69 -18.93 16.73
Percent Gain** 63.69 NA 38.77

Estimated Equation Constant Probability

Dep=0 Dep=1 Total Dep=0 Dep=1 Total
 E(# of Dep=0) 190.18 134.82 325.00 140.27 184.73 325.00
E(# of Dep=1) 134.82 293.18 428.00 184.73 243.27 428.00
Total 325.00 428.00 753.00 325.00 428.00 753.00
Correct 190.18 293.18 483.35 140.27 243.27 383.54
% Correct 58.52 68.50 64.19 43.16 56.84 50.94
% Incorrect 41.48 31.50 35.81 56.84 43.16 49.06
Total Gain* 15.36 11.66 13.25
Percent Gain** 27.02 27.02 27.02

*Change in "%
Correct" from
default (constant
probability)
specification
**Percent of
incorrect (default)
prediction
corrected by
equation

Estimación con modelo PROBIT

Estimación

Dependent Variable: INLF

Method: ML - Binary Probit (Quadratic hill climbing)
Date: 10/23/10 Time: 11:40
Sample: 1 753
Included observations: 753
Convergence achieved after 4 iterations
QML (Huber/White) standard errors & covariance

Variable Coefficient Std. Error z-Statistic Prob.

C 0.270077 0.504839 0.534976 0.5927

NWIFEINC -0.012024 0.005307 -2.265619 0.0235
EDUC 0.130905 0.025802 5.073420 0.0000
EXPER 0.123348 0.018841 6.546702 0.0000
EXPER^2 -0.001887 0.000600 -3.143466 0.0017
AGE -0.052853 0.008348 -6.331457 0.0000
KIDSLT6 -0.868329 0.116126 -7.477438 0.0000
 KIDSGE6 0.036005 0.045266 0.795414 0.4264

Mean dependent var 0.568393 S.D. dependent var 0.495630

S.E. of regression 0.425945 Akaike info criterion 1.087124
Sum squared resid 135.1646 Schwarz criterion 1.136251
Log likelihood -401.3022 Hannan-Quinn criter. 1.106050
Restr. log likelihood -514.8732 Avg. log likelihood -0.532938
LR statistic (7 df) 227.1420 McFadden R-squared 0.220581
Probability(LR stat) 0.000000

Obs with Dep=0 325 Total obs 753

Obs with Dep=1 428

Tabla de predicción
Dependent Variable: INLF
Method: ML - Binary Probit (Quadratic hill climbing)
Date: 10/23/10 Time: 11:40
Sample: 1 753
Included observations: 753
Prediction Evaluation (success cutoff C = 0.5)

Estimated Equation Constant Probability

Dep=0 Dep=1 Total Dep=0 Dep=1 Total

P(Dep=1)<=C 205 80 285 0 0 0

P(Dep=1)>C 120 348 468 325 428 753
Total 325 428 753 325 428 753
Correct 205 348 553 0 428 428
% Correct 63.08 81.31 73.44 0.00 100.00 56.84
% Incorrect 36.92 18.69 26.56 100.00 0.00 43.16
Total Gain* 63.08 -18.69 16.60
Percent Gain** 63.08 NA 38.46

Estimated Equation Constant Probability

Dep=0 Dep=1 Total Dep=0 Dep=1 Total

E(# of Dep=0) 189.60 134.11 323.71 140.27 184.73 325.00

 E(# of Dep=1) 135.40 293.89 429.29 184.73 243.27 428.00
Total 325.00 428.00 753.00 325.00 428.00 753.00
Correct 189.60 293.89 483.48 140.27 243.27 383.54
% Correct 58.34 68.67 64.21 43.16 56.84 50.94
% Incorrect 41.66 31.33 35.79 56.84 43.16 49.06
Total Gain* 15.18 11.83 13.27
Percent Gain** 26.70 27.40 27.05

*Change in "%
Correct" from
default (constant
probability)
specification
**Percent of
incorrect (default)
prediction
corrected by
equation