Estime los pesos necesarios, en cada modelo, para utilizar el método de mínimos

cuadrados ponderados (MCP). Corra los modelos nuevamente, ahora con MCP y determine
si los errores son homocedásticos. Establezca sus conclusiones

Regresion de los datos

. . regress lnprecio lnsuplote lnsupconst dormi colonial

Source SS df MS Number of obs = 88

F(4, 83) = 38.38
Model 5.20397756 4 1.30099439 Prob > F = 0.0000
Residual 2.81362533 83 .0338991 R-squared = 0.6491
Adj R-squared = 0.6322
Total 8.0176029 87 .092156355 Root MSE = .18412

lnprecio Coef. Std. Err. t P>|t| [95% Conf. Interval]

lnsuplote .1678191 .0381807 4.40 0.000 .0918793 .2437588

lnsupconst .7071929 .092802 7.62 0.000 .5226134 .8917723
dormi .0268304 .0287236 0.93 0.353 -.0302997 .0839604
colonial .0537961 .0447732 1.20 0.233 -.035256 .1428483
_cons -1.349588 .6510411 -2.07 0.041 -2.644482 -.0546932

.
regresion sin intercepto y utilzando los valores coregidos por el parametro H

. regress yraizh unoraizh x1raizh x2raizh x3raizh x4raizh ,noconstant

Source SS df MS Number of obs = 88

F( 5, 83) =18384.85
Model 500873.61 5 100174.722 Prob > F = 0.0000
Residual 452.247437 83 5.4487643 R-squared = 0.9991
Adj R-squared = 0.9990
Total 501325.857 88 5696.88474 Root MSE = 2.3343

yraizh Coef. Std. Err. t P>|t| [95% Conf. Interval]

unoraizh -1.170781 .7151142 -1.64 0.105 -2.593114 .2515524

x1raizh .0014245 .0314098 0.05 0.964 -.0610483 .0638973
x2raizh .170148 .0439902 3.87 0.000 .0826532 .2576429
x3raizh .6944316 .0969354 7.16 0.000 .501631 .8872323
x4raizh .0342389 .0501046 0.68 0.496 -.0654171 .1338949
Al realizar un MCP, y hacer una regresion sin intercepto y utilzando los valores coregidos por el parametro H, se
corrigue la hetosedaticidad como se puede apreciar en los graficos de manera cualitativa y ademas como lo
demuestran las pruebas Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance
Variables: fitted values of yraizh

chi2(1) = 0.70
Prob > chi2 = 0.4026

0.05< 0.4026 , esto es falso por lo que se acepta la impotesis nula, la cual establece que las varianzas son
constantes e indica que un valor alto implica que no hay problemas de heteroskedasticity
 Output Datos stata
h dormi colonial precio suplote supconst e
0.0055906 4 1 5.70378 8.7203 7.79893 5.790312
0.0041321 3 1 5.9135 9.20059 7.6382 5.730413
0.0077482 3 0 5.25227 8.55641 7.22548 5.276642
0.0028531 3 1 5.273 8.43381 7.27794 5.34696
0.0056227 4 1 5.92158 8.71522 7.82963 5.811169
0.0101049 5 1 6.14477 9.05556 7.92081 5.959596
0.0039853 3 1 5.80664 9.10498 7.63385 5.711295
0.0033288 3 1 5.75257 8.73392 7.45646 5.523569
0.0086898 3 0 5.32788 8.69951 7.47704 5.478556
0.0067599 3 0 5.48064 7.9697 7.54433 5.403669
0.0054898 4 1 5.65249 8.69951 7.7562 5.756601
0.0093034 5 1 5.70378 8.86036 7.87626 5.895331
0.0050356 3 1 6.00389 9.41222 8.12415 6.109591
0.009089 3 0 5.35659 8.77339 7.54908 5.541903
0.00364 3 1 5.57973 8.78248 7.74587 5.736389
0.0042426 4 1 5.42671 8.18786 7.47307 5.47051
0.013829 4 0 5.48064 8.68643 7.6009 5.590786
0.003522 3 1 5.65249 8.87108 7.48099 5.563941
0.0030365 3 1 5.59099 8.63799 7.22694 5.345157
0.0059026 4 1 5.73657 9.05975 7.5148 5.646341
0.0033176 3 1 5.5835 8.61141 7.62462 5.621935
0.003807 3 1 5.59842 8.96188 7.66106 5.706519
0.0086926 3 0 5.4161 8.70002 7.4776 5.47904
0.0127403 4 0 5.01063 8.55987 7.45703 5.467803
0.0037069 3 1 5.50939 9.15112 7.2724 5.46342
0.0089452 3 0 5.61677 8.71834 7.56631 5.544847
0.0092558 3 0 5.43808 8.81135 7.56631 5.560458
88
0.0039337 3 1 5.83773 9.05684 7.65255 5.716436
384.85
0.0256548 7 1 6.16856 9.03599 8.16877 6.185328
0.0000
0.0063581 4 1 5.85793 9.18738 7.62608 5.746459
0.9991
0.0045893 4 1 5.43808 8.47762 7.36074 5.439699
0.9990
0.0212334 4 0 5.81413 9.62152 7.94768 5.99295
2.3343
0.0031911 3 1 5.52545 8.65921 7.39634 5.468516
0.0052941 4 1 5.45959 8.76139 7.51752 5.598196
erval] 0.0061799 4 1 5.88888 9.10498 7.63337 5.737783
0.0109564 4 0 5.24702 8.16052 7.43956 5.388427
515524 0.0071135 4 1 5.8861 9.29578 7.91936 5.972052
638973 0.013715 5 1 6.35437 9.6572 8.26359 6.302976
576429 0.0053093 4 1 5.34234 8.76405 7.5251 5.604003
872323 0.0061308 2 0 5.4161 9.09156 7.25912 5.363405
338949 0.0033157 3 1 5.50533 8.75053 7.41578 5.497589
0.0164055 5 1 6.57018 10.2482 8.11103 6.294261
0.0053496 4 1 5.51343 8.86078 7.41216 5.540365
0.0075029 3 0 5.43808 8.57641 7.06561 5.166939
0.0087945 5 1 5.92693 8.80042 7.73762 5.787224
0.003642 3 1 5.57973 8.96623 7.47534 5.57591
0.0050313 3 0 5.7462 6.90775 7.92588 5.495282
0.0181102 4 0 6.03429 9.0011 8.22497 6.084928
0.0031619 3 1 5.53339 8.6742 7.33694 5.429025
0.0052249 4 1 5.75257 8.80387 7.40123 5.523086
0.0035227 3 1 5.57595 8.80042 7.5868 5.62691
0.0075524 2 0 5.54126 9.63345 7.29845 5.482158
0.0029524 3 1 5.34711 8.54597 7.24993 5.345973
0.0033279 3 1 5.19296 8.70234 7.50219 5.550611
0.0037158 3 1 5.52146 9.03718 7.45124 5.570775
0.0050129 4 1 5.52146 8.63498 7.48437 5.553535
0.0049294 4 1 5.34233 8.63052 7.42297 5.509368
0.0053442 4 1 5.55296 8.7834 7.52294 5.605721
0.0033869 3 1 5.66643 8.70947 7.56268 5.594588
0.0140322 4 0 5.75574 8.61957 7.75919 5.691504
0.0091848 3 0 5.4161 8.93142 7.35692 5.432526
0.0048844 4 1 5.5835 8.60959 7.41698 5.501618
0.0111257 6 1 5.73657 8.58448 7.23418 5.421788
0.0125011 5 1 6.15539 9.66992 7.86978 6.026611
0.0060974 4 1 5.81413 8.98994 7.74975 5.800784
0.007288 4 1 6.20456 9.38982 7.87778 5.958428
0.0059289 4 1 5.633 9.0431 7.55747 5.673726
0.0079016 4 1 5.94017 9.62278 7.85903 5.984263
0.0186199 4 0 5.78382 9.29275 7.90434 5.907124
0.0032754 3 1 5.39363 8.74831 7.3696 5.464561
0.0109369 3 0 5.37064 9.35479 7.43485 5.558686
0.0031914 3 1 5.48064 8.69951 7.33694 5.433273
0.0457147 5 0 6.58617 10.3417 8.20576 6.323164
0.0028487 3 1 5.43808 8.30746 7.45934 5.454041
0.0093227 2 0 5.72359 9.93789 7.69848 5.816153
0.0080989 3 0 6.05209 8.61704 7.31455 5.349806
0.0138479 4 1 5.76205 11.4369 7.43603 5.989569
0.0039013 3 1 5.79909 9.0092 7.68983 5.734807
0.0052174 4 1 5.50533 8.69014 7.56424 5.619277
0.0122427 3 0 5.4161 9.84363 7.16549 5.450238
0.0043848 4 1 4.70953 8.36985 7.33629 5.40432
0.0032168 3 1 5.59145 8.55005 7.59085 5.587757
0.0059062 4 1 5.49717 8.97373 7.64492 5.723925
0.0033471 3 1 5.68698 8.70881 7.51589 5.561386
0.0085343 3 0 5.46383 8.67043 7.44717 5.45255
0.0086179 3 0 5.31074 8.75479 7.36137 5.406036
0.0051866 2 0 5.38907 8.7581 7.0775 5.179005
0.0047793 4 1 5.48894 8.50714 7.48099 5.529695
resid resi2 lnresi lnres2 resid2 yraizh unoraizh x1raizh
-0.08652931 0.0074873 -4.894544 -5.186674 0.29213002 76.28426 13.37433 53.49731
0.18308975 0.0335219 -3.395558 -5.488981 2.0934234 91.99452 15.55669 46.67006
-0.02436793 0.0005938 -7.428974 -4.86029 -2.5686848 59.6686 11.36053 34.08158
-0.07395975 0.00547 -5.208468 -5.859366 0.65089815 98.71951 18.7217 56.1651
0.11040894 0.0121901 -4.407128 -5.180948 0.77381974 78.97072 13.33609 53.34437
0.18517929 0.0342914 -3.372862 -4.594738 1.2218768 61.12808 9.947977 49.73989
0.09534504 0.0090907 -4.700506 -5.525136 0.82463031 91.9799 15.84047 47.52141
0.22900396 0.0524428 -2.948032 -5.705131 2.7570988 99.70467 17.33219 51.99656
-0.15067946 0.0227043 -3.785201 -4.745606 0.96040531 57.15437 10.72742 32.18226
0.07696957 0.0059243 -5.12869 -4.996746 -0.13194397 66.65931 12.16269 36.48807
-0.10411148 0.0108392 -4.524586 -5.204863 0.68027693 76.28891 13.49652 53.98606
-0.19154806 0.0366907 -3.305233 -4.677371 1.3721375 59.13452 10.3676 51.83799
-0.10570318 0.0111732 -4.494241 -5.291219 0.796978 84.60696 14.09203 42.27609
-0.18531642 0.0343422 -3.371381 -4.700695 1.3293138 56.18638 10.48921 31.46764
-0.15665913 0.0245421 -3.707366 -5.615778 1.9084121 92.48342 16.57489 49.72467
-0.04379823 0.0019183 -6.256324 -5.462576 -0.79374726 83.3144 15.35265 61.41061
-0.11014765 0.0121325 -4.411867 -4.280989 -0.13087789 46.60539 8.503642 34.01457
0.08854862 0.0078409 -4.848407 -5.648738 0.80033056 95.24619 16.85031 50.55093
0.24583022 0.0604325 -2.806228 -5.797057 2.9908283 101.462 18.14742 54.44226
0.09023028 0.0081415 -4.810781 -5.132357 0.3215763 74.66714 13.01599 52.06395
-0.03843864 0.0014775 -6.517384 -5.708513 -0.80887137 96.93799 17.36152 52.08457
-0.10809636 0.0116848 -4.449464 -5.570917 1.1214527 90.73502 16.20725 48.62175
-0.06293887 0.0039613 -5.531183 -4.745283 -0.78589999 58.09139 10.72569 32.17706
-0.45716809 0.2090027 -1.565408 -4.362987 2.7975781 44.39185 8.859526 35.4381
0.04596795 0.0021131 -6.159622 -5.597549 -0.56207263 90.48898 16.42451 49.27352
0.07192382 0.005173 -5.264296 -4.716635 -0.54766103 59.38694 10.57315 31.71944
-0.12237881 0.0149766 -4.201268 -4.682505 0.4812371 56.52474 10.39425 31.18274
0.12129419 0.0147123 -4.219073 -5.538179 1.3191059 93.07741 15.94411 47.83233
-0.01676364 0.000281 -8.177086 -3.663026 -4.5140598 38.51236 6.243326 43.70328
0.11147449 0.0124266 -4.387919 -5.058022 0.67010339 73.46493 12.5411 50.1644
-0.00162015 2.62E-06 -12.85047 -5.384025 -7.4664432 80.27338 14.76135 59.0454
-0.17882073 0.0319769 -3.442743 -3.852182 0.40943886 39.90023 6.862632 27.45053
0.05693717 0.0032418 -5.731614 -5.7474 0.01578593 97.81375 17.70239 53.10718
-0.13860969 0.0192126 -3.952187 -5.241154 1.288967 75.03464 13.74365 54.9746
0.15109468 0.0228296 -3.779697 -5.086454 1.3067569 74.91038 12.72065 50.88261
-0.14140326 0.0199949 -3.912279 -4.513831 0.6015516 50.12783 9.553574 38.21429
-0.08594744 0.007387 -4.908039 -4.945758 0.03771943 69.78878 11.85653 47.42613
0.05139461 0.0026414 -5.936444 -4.289263 -1.6471813 54.25929 8.538893 42.69447
-0.26166388 0.068468 -2.681389 -5.238304 2.5569149 73.3187 13.72408 54.89633
0.05269633 0.0027769 -5.886419 -5.094429 -0.79198958 69.17162 12.77148 25.54296
0.00774281 6E-05 -9.721982 -5.709091 -4.0128908 95.60859 17.36654 52.09963
0.27592071 0.0761322 -2.575284 -4.110138 1.5348546 51.29588 7.807376 39.03688
-0.02693551 0.0007255 -7.22862 -5.23073 -1.9978901 75.38072 13.6722 54.68881
0.27114024 0.073517 -2.610238 -4.89247 2.2822317 62.78152 11.5448 34.6344
0.13970168 0.0195166 -3.936492 -4.733633 0.79714078 63.20112 10.66339 53.31695
0.0038203 1.46E-05 -11.13485 -5.615226 -5.5196262 92.45791 16.57032 49.71096
0.25092089 0.0629613 -2.765235 -5.292075 2.52684 81.01035 14.09807 42.2942
-0.0506427 0.0025647 -5.96592 -4.011282 -1.9546387 44.8399 7.430855 29.72342
0.10436546 0.0108921 -4.519713 -5.756584 1.236871 98.40511 17.78387 53.35162
0.22948751 0.0526645 -2.943813 -5.254311 2.3104974 79.58316 13.83436 55.33744
-0.05096061 0.002597 -5.953405 -5.648513 -0.30489179 93.94592 16.84842 50.54525
0.05910637 0.0034936 -5.656833 -4.885883 -0.77094965 63.76244 11.50684 23.01368
0.00113398 1.29E-06 -13.56404 -5.825137 -7.7388997 98.40819 18.40401 55.21202
-0.35765404 0.1279164 -2.056378 -5.705411 3.649033 90.01794 17.33462 52.00386
-0.04931353 0.0024318 -6.019114 -5.59515 -0.42396289 90.57858 16.40482 49.21446
-0.03207468 0.0010288 -6.879377 -5.295732 -1.5836455 77.98436 14.12386 56.49545
-0.16703408 0.0279004 -3.579115 -5.312542 1.7334269 76.09127 14.24308 56.97231
-0.05276239 0.0027839 -5.883914 -5.231741 -0.65217249 75.95959 13.67912 54.71648
0.07183922 0.0051609 -5.266649 -5.687846 0.42119645 97.36645 17.18304 51.54912
0.06423857 0.0041266 -5.490303 -4.266397 -1.2239057 48.58898 8.441827 33.76731
-0.01642461 0.0002698 -8.217949 -4.690209 -3.5277397 56.51358 10.43437 31.30309
0.08187782 0.006704 -5.005054 -5.321703 0.31664886 79.89127 14.30847 57.23387
0.31478369 0.0990888 -2.311739 -4.498497 2.1867581 54.3862 9.480611 56.88366
0.12877754 0.0165837 -4.099338 -4.381938 0.28260002 55.05302 8.943873 44.71937
0.01334592 0.0001781 -8.633089 -5.099895 -3.5331945 74.45824 12.80643 51.22571
0.24612938 0.0605797 -2.803796 -4.921531 2.1177353 72.6788 11.71378 46.85511
-0.0407244 0.0016585 -6.401855 -5.127916 -1.273939 73.15648 12.98712 51.94848
-0.04409287 0.0019442 -6.242914 -4.840692 -1.4022221 66.82545 11.24975 44.999
-0.1232986 0.0152025 -4.186293 -3.983525 -0.20276753 42.38641 7.328439 29.31376
-0.07093284 0.0050315 -5.292044 -5.721319 0.42927574 94.24313 17.47305 52.41914
-0.18804835 0.0353622 -3.342112 -4.51561 1.1734976 51.35445 9.562076 28.68623
0.04736569 0.0022435 -6.099714 -5.747295 -0.35241941 97.01534 17.70147 53.1044
0.26300871 0.0691736 -2.671136 -3.085335 0.41419862 30.80385 4.677049 23.38525
-0.01596198 0.0002548 -8.275091 -5.860888 -2.4142027 101.8876 18.73595 56.20786
-0.09256733 0.0085687 -4.759638 -4.675303 -0.0843351 59.2785 10.35688 20.71376
0.70228297 0.4932014 -0.7068377 -4.81603 4.1091918 67.25008 11.11188 33.33564
-0.22751693 0.051764 -2.961061 -4.279624 1.3185629 48.965 8.49784 33.99136
0.06428519 0.0041326 -5.488852 -5.546442 0.05758975 92.84415 16.01012 48.03035
-0.1139445 0.0129833 -4.344088 -5.25575 0.91166272 76.21758 13.84432 55.37729
-0.03413695 0.0011653 -6.75475 -4.402826 -2.3519238 48.94951 9.037776 27.11333
-0.69479001 0.4827332 -0.7282912 -5.42961 4.7013183 71.12173 15.10166 60.40665
0.00369636 1.37E-05 -11.20081 -5.739374 -5.4614402 98.58571 17.6315 52.8945
-0.22675717 0.0514188 -2.967751 -5.131755 2.1640043 71.52956 13.01207 52.04829
0.12558883 0.0157726 -4.149484 -5.699654 1.5501695 98.29816 17.28479 51.85436
0.01128127 0.0001273 -8.969223 -4.763661 -4.205562 59.14434 10.8247 32.4741
-0.09529615 0.0090814 -4.701532 -4.753913 0.05238156 57.20766 10.77207 32.31621
0.21006715 0.0441282 -3.120656 -5.261669 2.1410134 74.82917 13.88535 27.77071
-0.0407568 0.0016611 -6.400265 -5.343469 -1.056796 79.3977 14.46504 57.86015
x2raizh x3raizh x4raizh
116.6281 104.3055 13.37433
143.1308 118.8251 15.55669
97.20537 82.08528 0
157.8953 136.2554 18.7217
116.227 104.4167 13.33609
90.08447 78.79604 9.947977
144.2272 120.9238 15.84047
151.3779 129.2367 17.33219
93.32336 80.20934 0
96.93304 91.75937 0
117.4131 104.6816 13.49652
91.86061 81.65788 10.3676
132.6373 114.4858 14.09203
92.02592 79.18395 0
145.5686 128.3869 16.57489
125.7053 114.7314 15.35265
73.86629 64.63536 0
149.4805 126.057 16.85031
156.7573 131.1502 18.14742
117.9216 97.81254 13.01599
149.5072 132.375 17.36152
145.2474 124.1646 16.20725
93.31362 80.20242 0
75.83639 66.06577 0
150.3026 119.4455 16.42451
92.18024 79.99971 0
91.5874 78.64611 0
144.4032 122.013 15.94411
56.41461 51.00029 6.243326
115.2198 95.63947 12.5411
125.1411 108.6545 14.76135
66.02897 54.54199 0
153.2888 130.9328 17.70239
120.4135 103.3182 13.74365
115.8213 97.10144 12.72065
77.96212 71.07438 0
110.2158 93.8961 11.85653
82.46183 70.56192 8.538893
120.2786 103.2751 13.72408
116.1126 92.70966 0
151.9664 128.7864 17.36654
80.0114 63.32584 7.807376
121.1464 101.3406 13.6722
99.01287 81.57108 0
93.84225 82.50921 10.66339
148.5733 123.8688 16.57032
97.38598 111.7396 0
66.88587 61.11854 0
154.2608 130.4792 17.78387
121.796 102.3913 13.83436
148.2731 127.8256 16.84842
110.8506 83.98204 0
157.2802 133.4277 18.40401
150.8518 130.0475 17.33462
148.2533 122.2363 16.40482
121.9592 105.7082 14.12386
122.9252 105.7259 14.24308
120.1491 102.9072 13.67912
149.6551 129.9499 17.18304
72.76491 65.50172 0
93.19369 76.76476 0
123.19 106.1256 14.30847
81.3861 68.58442 9.480611
86.4865 70.38635 8.943873
115.1291 99.24666 12.80643
109.9903 92.27851 11.71378
117.4439 98.14982 12.98712
108.2539 88.4121 11.24975
68.10135 57.92644 0
152.8596 128.7694 17.47305
89.45119 71.09258 0
153.9942 129.8745 17.70147
48.36882 38.37877 0
155.6481 139.7578 18.73595
102.9255 79.73228 0
95.7515 81.27843 0
97.18912 63.19017 8.49784
144.2384 123.1151 16.01012
120.3091 104.7218 13.84432
88.96454 64.76012 0
126.3987 110.7901 15.10166
150.7502 133.8381 17.6315
116.7669 99.47625 13.01207
150.5298 129.9106 17.28479
93.85479 80.61335 0
94.30724 79.29725 0
121.6093 98.27356 0
123.0561 108.2128 14.46504
precio sup.lote sup.const dormi colonial lnprecio lnsup.lote lnsup.const
300 6126 2438 4 1 5.703783 8.720297 7.798934
370 9903 2076 3 1 5.913503 9.200593 7.638198
191 5200 1374 3 0 5.252274 8.556414 7.225482
195 4600 1448 3 1 5.273 8.433811 7.277938
373 6095 2514 4 1 5.921578 8.715224 7.82963
466 8566 2754 5 1 6.144775 9.055556 7.92081
333 9000 2067 3 1 5.80664 9.10498 7.633853
315 6210 1731 3 1 5.752573 8.733916 7.456455
206 6000 1767 3 0 5.327876 8.699514 7.477038
240 2892 1890 3 0 5.480639 7.969704 7.544332
285 6000 2336 4 1 5.652489 8.699514 7.756196
300 7047 2634 5 1 5.703783 8.860357 7.876259
405 12237 3375 3 1 6.003887 9.412219 8.12415
212 6460 1899 3 0 5.356586 8.773385 7.549083
265 6519 2312 3 1 5.57973 8.782476 7.745868
227 3597 1760 4 1 5.426711 8.187856 7.473069
240 5922 2000 4 0 5.480639 8.68643 7.600903
285 7123 1774 3 1 5.652489 8.871084 7.480992
268 5642 1376 3 1 5.590987 8.637994 7.226936
310 8602 1835 4 1 5.736572 9.05975 7.5148
266 5494 2048 3 1 5.583496 8.611412 7.624619
270 7800 2124 3 1 5.598422 8.961879 7.661057
225 6003 1768 3 0 5.416101 8.700015 7.477604
150 5218 1732 4 0 5.010635 8.55987 7.457032
247 9425 1440 3 1 5.509388 9.151121 7.272398
275 6114 1932 3 0 5.616771 8.718336 7.566311
230 6710 1932 3 0 5.438079 8.811355 7.566311
343 8577 2106 3 1 5.83773 9.05684 7.652546
478 8400 3529 7 1 6.168564 9.035987 8.16877
350 9773 2051 4 1 5.857933 9.187379 7.626083
230 4806 1573 4 1 5.438079 8.47762 7.36074
335 15086 2829 4 0 5.81413 9.621523 7.947679
251 5763 1630 3 1 5.525453 8.659213 7.396335
235 6383 1840 4 1 5.459586 8.761394 7.517521
361 9000 2066 4 1 5.888878 9.10498 7.633369
190 3500 1702 4 0 5.247024 8.160519 7.439559
360 10892 2750 4 1 5.886104 9.295784 7.919356
575 15634 3880 5 1 6.35437 9.657204 8.263591
209 6400 1854 4 1 5.342339 8.764053 7.525101
225 8880 1421 2 0 5.416101 9.091557 7.259116
246 6314 1662 3 1 5.505332 8.750525 7.415777
714 28231 3331 5 1 6.570182 10.24818 8.111028
248 7050 1656 4 1 5.513429 8.860783 7.41216
230 5305 1171 3 0 5.438079 8.576406 7.065613
375 6637 2293 5 1 5.926926 8.800415 7.737616
265 7834 1764 3 1 5.57973 8.966228 7.475339
313 1000 2768 3 0 5.746203 6.907755 7.92588
418 8112 3733 4 0 6.034285 9.0011 8.224967
253 5850 1536 3 1 5.53339 8.674197 7.336937
315 6660 1638 4 1 5.752573 8.803875 7.401231
264 6637 1972 3 1 5.575949 8.800415 7.586803
255 15267 1478 2 0 5.541264 9.633449 7.298445
210 5146 1408 3 1 5.347107 8.545975 7.249926
180 6017 1812 3 1 5.192957 8.702344 7.502186
250 8410 1722 3 1 5.521461 9.037177 7.451241
250 5625 1780 4 1 5.521461 8.634976 7.484369
209 5600 1674 4 1 5.342334 8.630522 7.422971
258 6525 1850 4 1 5.552959 8.783396 7.522941
289 6060 1925 3 1 5.666427 8.709465 7.562681
316 5539 2343 4 0 5.755742 8.619569 7.759187
225 7566 1567 3 0 5.416101 8.931419 7.356918
266 5484 1664 4 1 5.583496 8.60959 7.41698
310 5348 1386 6 1 5.736572 8.584478 7.234177
471 15834 2617 5 1 6.155389 9.669915 7.869784
335 8022 2321 4 1 5.81413 8.989944 7.749753
495 11966 2638 4 1 6.204558 9.389825 7.877776
280 8460 1915 4 1 5.633002 9.043104 7.557473
380 15105 2589 4 1 5.940171 9.622781 7.859027
325 10859 2709 4 0 5.783825 9.292749 7.904335
220 6300 1587 3 1 5.393628 8.748305 7.369601
215 11554 1694 3 0 5.370638 9.354787 7.434848
240 6000 1536 3 1 5.480639 8.699514 7.336937
725 31000 3662 5 0 6.586172 10.34174 8.205765
230 4054 1736 3 1 5.438079 8.307459 7.459339
306 20700 2205 2 0 5.723585 9.937889 7.698483
425 5525 1502 3 0 6.052089 8.617039 7.314553
318 92681 1696 4 1 5.762052 11.43692 7.436028
330 8178 2186 3 1 5.799093 9.009203 7.689829
246 5944 1928 4 1 5.505332 8.690138 7.564239
225 18838 1294 3 0 5.416101 9.843632 7.165493
111 4315 1535 4 1 4.70953 8.369853 7.336286
268 5167 1980 3 1 5.591453 8.550048 7.590852
244 7893 2090 4 1 5.497168 8.973732 7.644919
295 6056 1837 3 1 5.686975 8.708805 7.515889
236 5828 1715 3 0 5.463832 8.670429 7.447168
203 6341 1574 3 0 5.31074 8.754792 7.361375
219 6362 1185 2 0 5.389072 8.758098 7.077498
242 4950 1774 4 1 5.488938 8.507143 7.480992
. regress precio suplote supconst dormi colonial, robust

Linear regression Number of obs = 88

F(4, 83) = 18.26
Prob > F = 0.0000
R-squared = 0.6759
Root MSE = 59.881

Robust
precio Coef. Std. Err. t P>|t| [95% Conf. Interval]

suplote .0020761 .0012925 1.61 0.112 -.0004947 .0046469

supconst .124294 .0178316 6.97 0.000 .0888277 .1597604
dormi 11.01172 9.253665 1.19 0.237 -7.393444 29.41689
colonial 13.68527 16.42689 0.83 0.407 -18.98715 46.35769
_cons -24.22619 37.76551 -0.64 0.523 -99.34028 50.88789
Utilice el error estándar robusto contra heterocedasticidad.

Los errores robustos que corriguen la Hetosedasticidad y permiten obtener

mejores conclusiones del analisis
Error robustos Estandar:

Dormitorios 11.01172
Suplote: 0,002076
supconst: 0,124294
colonial: 13.68527
. regress lnprecio dormi colonial lnsuplote lnsupconst, robust

Linear regression Number of obs = 88

F( 4, 83) = 34.50
Prob > F = 0.0000
R-squared = 0.6491
Root MSE = .18412

Robust
lnprecio Coef. Std. Err. t P>|t| [95% Conf. Interval]

dormi .0268304 .032718 0.82 0.415 -.0382445 .0919052

colonial .0537961 .0489041 1.10 0.274 -.0434722 .1510645
lnsuplote .1678191 .0440357 3.81 0.000 .0802339 .2554042
lnsupconst .7071929 .1090446 6.49 0.000 .4903074 .9240783
_cons -1.349588 .8115792 -1.66 0.100 -2.963786 .2646108
 Utilice el error estándar robusto contra heterocedasticidad. para el
88
modelo LOG LOG
34.50
0.0000
0.6491 Los errores robustos que corriguen la Hetosedasticidad y permiten obtener
mejores conclusiones del analisis
.18412 Error robustos Estandar:

Dormitorios 0.0268
Suplote: 0.1678
supconst: 0.7071
erval] colonial: 0.0537961

919052
510645
554042
240783
646108
 Estime los pesos necesarios, en cada modelo, para utilizar el método de mínimos
cuadrados ponderados (MCP). Corra los modelos nuevamente, ahora con MCP y determine
si los errores son homocedásticos. Establezca sus conclusiones

Regresion de los datos

Source SS df MS Number of obs = 88

F( 4, 83) = 43.28
Model 620777.36 4 155194.34 Prob > F = 0.0000
Residual 297616.231 83 3585.73772 R-squared = 0.6759
Adj R-squared = 0.6603
Total 918393.591 87 10556.2482 Root MSE = 59.881

precio Coef. Std. Err. t P>|t| [95% Conf. Interval]

suplote .0020761 .0006427 3.23 0.002 .0007978 .0033544

supconst .124294 .0133392 9.32 0.000 .097763 .1508251
dormi 11.01172 9.515906 1.16 0.251 -7.915029 29.93848
colonial 13.68527 14.63826 0.93 0.353 -15.42964 42.80018
_cons -24.22619 29.60546 -0.82 0.416 -83.11027 34.65788

Regresion de datos LN del residuo ^2 , por las variables X

. regress lnresi suplote supconst dormi colonial

Source SS df MS Number of obs = 88

F( 4, 83) = 3.49
Model 57.7856144 4 14.4464036 Prob > F = 0.0110
Residual 343.53435 83 4.13896807 R-squared = 0.1440
Adj R-squared = 0.1027
Total 401.319964 87 4.61287315 Root MSE = 2.0344

lnresi Coef. Std. Err. t P>|t| [95% Conf. Interval]

suplote .0000383 .0000218 1.75 0.083 -5.12e-06 .0000817

supconst .0005492 .0004532 1.21 0.229 -.0003522 .0014506
dormi .5235636 .3233009 1.62 0.109 -.1194689 1.166596
colonial -.2319114 .4973317 -0.47 0.642 -1.221084 .7572614
_cons 3.426943 1.005839 3.41 0.001 1.426369 5.427517
Al realizar un MCP, y hacer una regresion sin intercepto y utilzando los valores coregidos por el parametro H, se
corrigue la hetosedaticidad como se puede apreciar en los graficos de manera cualitativa y ademas como lo
demuestran las pruebas Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance
Variables: fitted values of yraizh

chi2(1) = 0.63
Prob > chi2 = 0.4277

0.05< 0.4277 , esto es falso por lo que se acepta la impotesis nula, la cual establece que las varianzas son
constantes e indica que un valor alto implica que no hay problemas de heteroskedasticity

. regress yraizh unoraizh x1raizh x2raizh x3raizh x4raizh ,noconstant

Source SS df MS Number of obs = 88

F( 5, 83) = 549.58
Model 10635.8362 5 2127.16724 Prob > F = 0.0000
Residual 321.251605 83 3.87050126 R-squared = 0.9707
Adj R-squared = 0.9689
Total 10957.0878 88 124.512362 Root MSE = 1.9674

yraizh Coef. Std. Err. t P>|t| [95% Conf. Interval]

unoraizh 55.31152 31.11875 1.78 0.079 -6.582425 117.2055

x1raizh .9780309 9.377009 0.10 0.917 -17.67246 19.62852
x2raizh .0044729 .0015111 2.96 0.004 .0014674 .0074784
x3raizh .0898475 .0148826 6.04 0.000 .0602467 .1194484
x4raizh 15.45897 11.74144 1.32 0.192 -7.894293 38.81223
 Output Datos stata
h precio suplote supconst dormi colonial lnprecio
956.1183 300 6126 2438 4 1 5.70378
536.5775 370 9903 2076 3 1 5.9135
384.3 191 5200 1374 3 0 5.25227
310.1839 195 4600 1448 3 1 5.273
995.686 373 6095 2514 4 1 5.92158
2107.935 466 8566 2754 5 1 6.14477
515.777 333 9000 2067 3 1 5.80664
88 385.393 315 6210 1731 3 1 5.75257
43.28 491.7157 206 6000 1767 3 0 5.32788
0.0000 467.0248 240 2892 1890 3 0 5.48064
0.6759 899.6787 285 6000 2336 4 1 5.65249
0.6603 1861.929 300 7047 2634 5 1 5.70378
59.881 1197.529 405 12237 3375 3 1 6.00389
538.0844 212 6460 1899 3 0 5.35659
536.5591 265 6519 2312 3 1 5.57973
erval]
598.0349 227 3597 1760 4 1 5.42671
940.5225 240 5922 2000 4 0 5.48064
033544
408.6486 285 7123 1774 3 1 5.65249
508251
310.3012 268 5642 1376 3 1 5.59099
.93848
.80018
754.8962 310 8602 1835 4 1 5.73657
.65788 446.2701 266 5494 2048 3 1 5.5835
508.2664 270 7800 2124 3 1 5.59842
492.0422 225 6003 1768 3 0 5.4161
790.1985 150 5218 1732 4 0 5.01063
371.526 247 9425 1440 3 1 5.50939
540.7101 275 6114 1932 3 0 5.61677
553.1979 230 6710 1932 3 0 5.43808
88
518.4727 343 8577 2106 3 1 5.83773
3.49
9134.815 478 8400 3529 7 1 6.16856
0.0110
888.9712 350 9773 2051 4 1 5.85793
0.1440
565.2504 230 4806 1573 4 1 5.43808
0.1027
2.0344 2106.499 335 15086 2829 4 0 5.81413
358.4078 251 5763 1630 3 1 5.52545
695.2808 235 6383 1840 4 1 5.45959
erval] 870.17 361 9000 2066 4 1 5.88888
727.7751 190 3500 1702 4 0 5.24702
000817 1362.141 360 10892 2750 4 1 5.8861
014506 5128.763 575 15634 3880 5 1 6.35437
166596 701.1036 209 6400 1854 4 1 5.34234
572614 268.9843 225 8880 1421 2 0 5.4161
427517 372.5437 246 6314 1662 3 1 5.50533
6146.948 714 28231 3331 5 1 6.57018
 644.7219 248 7050 1656 4 1 5.51343
345.1442 230 5305 1171 3 0 5.43808
1519.885 375 6637 2293 5 1 5.92693
417.6328 265 7834 1764 3 1 5.57973
703.5101 313 1000 2768 3 0 5.7462
2649.347 418 8112 3733 4 0 6.03429
341.5116 253 5850 1536 3 1 5.53339
628.9131 315 6660 1638 4 1 5.75257
447.1863 264 6637 1972 3 1 5.57595
354.4769 255 15267 1478 2 0 5.54126
309.8586 210 5146 1408 3 1 5.34711
399.9556 180 6017 1812 3 1 5.19296
417.2156 250 8410 1722 3 1 5.52146
653.4892 250 5625 1780 4 1 5.52146
615.9432 209 5600 1674 4 1 5.34233
702.9233 258 6525 1850 4 1 5.55296
426.2638 289 6060 1925 3 1 5.66643
1118.935 316 5539 2343 4 0 5.75574
467.808 225 7566 1567 3 0 5.4161
609.8536 266 5484 1664 4 1 5.5835
1483.95 310 5348 1386 6 1 5.73657
2582.889 471 15834 2617 5 1 6.15539
964.1656 335 8022 2321 4 1 5.81413
1334.683 495 11966 2638 4 1 6.20456
784.5222 280 8460 1915 4 1 5.633
88
1465.27 380 15105 2589 4 1 5.94017
549.58
1677.305 325 10859 2709 4 0 5.78382
0.0000
357.3191 220 6300 1587 3 1 5.39363
0.9707
584.3996 215 11554 1694 3 0 5.37064
0.9689
1.9674
343.4797 240 6000 1536 3 1 5.48064
10336.98 725 31000 3662 5 0 6.58617
355.8157 230 4054 1736 3 1 5.43808
erval] 650.6929 306 20700 2205 2 0 5.72359
417.4521 425 5525 1502 3 0 6.05209
7.2055 17523.91 318 92681 1696 4 1 5.76205
.62852 533.5412 330 8178 2186 3 1 5.79909
074784 717.5378 246 5944 1928 4 1 5.50533
194484 620.1508 225 18838 1294 3 0 5.4161
.81223 543.2609 111 4315 1535 4 1 4.70953
424.5599 268 5167 1980 3 1 5.59145
845.1042 244 7893 2090 4 1 5.49717
406.0911 295 6056 1837 3 1 5.68698
474.7335 236 5828 1715 3 0 5.46383
448.08 203 6341 1574 3 0 5.31074
214.5582 219 6362 1185 2 0 5.38907
634.7119 242 4950 1774 4 1 5.48894
lnsuplote lnsupconst e resid resi2 lnresi lnres2 resid2
8.7203 7.79893 349.253 -49.252992 2425.857 7.79394 6.862882 0.93105851
9.20059 7.6382 301.0883 68.911747 4748.829 8.465653 6.285211 2.1804423
8.55641 7.22548 190.3847 0.61531505 0.3786126 -0.9712417 5.951424 -6.9226654
8.43381 7.27794 212.022 -17.022054 289.7503 5.66902 5.737165 -0.06814599
8.71522 7.82963 358.635 14.365021 206.3538 5.329592 6.903432 -1.5738396
9.05556 7.92081 404.6073 61.392691 3769.063 8.234582 7.653464 0.58111831
9.10498 7.63385 298.0949 34.90511 1218.367 7.105267 6.245675 0.85959212
8.73392 7.45646 250.5398 64.460218 4155.12 8.332096 5.954264 2.3778324
8.69951 7.47704 240.8931 -34.893117 1217.53 7.104579 6.197901 0.90667834
7.9697 7.54433 249.7288 -9.7287681 94.64893 4.550175 6.146382 -1.5962075
8.69951 7.7562 336.3134 -51.313413 2633.066 7.875905 6.802038 1.0738667
8.86036 7.87626 386.5384 -86.538433 7488.9 8.921177 7.529368 1.3918083
9.41222 8.12415 467.3918 -62.391809 3892.738 8.266868 7.088016 1.1788521
8.77339 7.54908 258.2549 -46.254933 2139.519 7.668336 6.288015 1.380321
8.78248 7.74587 323.3961 -58.396127 3410.108 8.1345 6.285177 1.8493227
8.18786 7.47307 259.7312 -32.731189 1071.331 6.976657 6.393649 0.58300765
8.68643 7.6009 280.7034 -40.703414 1656.768 7.412624 6.846436 0.56618825
8.87108 7.48099 257.7799 27.220097 740.9337 6.607911 6.012856 0.59505535
8.63799 7.22694 205.2362 62.763821 3939.297 8.278758 5.737544 2.5412144
9.05975 7.5148 279.4441 30.555887 933.6622 6.839115 6.62658 0.21253449
8.61141 7.62462 288.4545 -22.454503 504.2047 6.222982 6.100924 0.12205774
8.96188 7.66106 302.6883 -32.688332 1068.527 6.974036 6.231006 0.7430305
8.70002 7.4776 241.0236 -16.023639 256.757 5.54813 6.198565 -0.65043471
8.55987 7.45703 245.931 -95.931041 9202.765 9.127259 6.672284 2.454975
9.15112 7.2724 221.0449 25.955123 673.6684 6.512738 5.917619 0.59511963
8.71834 7.56631 261.6383 13.361694 178.5349 5.184784 6.292883 -1.1080992
8.81135 7.56631 262.8757 -32.875661 1080.809 6.985465 6.315716 0.66974905
9.05684 7.65255 302.0642 40.935832 1675.742 7.424012 6.250887 1.1731243
9.03599 8.16877 522.614 -44.613997 1990.409 7.596095 9.119848 -1.5237529
9.18738 7.62608 308.7227 41.277266 1703.813 7.440624 6.790065 0.65055893
8.47762 7.36074 238.9982 -8.9982084 80.96775 4.394051 6.337269 -1.9432179
9.62152 7.94768 402.7685 -67.768528 4592.573 8.432196 7.652782 0.77941342
8.65921 7.39634 237.0581 13.94193 194.3774 5.269802 5.881671 -0.61187003
8.76139 7.51752 275.4587 -40.458721 1636.908 7.400564 6.544316 0.85624828
9.10498 7.63337 308.9823 52.017679 2705.839 7.903167 6.768689 1.1344784
8.16052 7.43956 238.6355 -48.635483 2365.41 7.768707 6.589992 1.1787148
9.29578 7.91936 397.9274 -37.927414 1438.489 7.271348 7.216813 0.05453579
9.6572 8.26359 559.2363 15.763752 248.4959 5.515426 8.54262 -3.0271934
8.76405 7.5251 277.2341 -68.234131 4655.896 8.445889 6.552656 1.8932337
9.09156 7.25912 192.8548 32.145178 1033.313 6.940525 5.594653 1.3458721
8.75053 7.41578 242.1794 3.8205913 14.59692 2.68081 5.920354 -3.2395439
10.2482 8.11103 517.1514 196.84856 38749.36 10.56487 8.723711 1.8411581
8.86078 7.41216 253.9734 -5.9733774 35.68124 3.574625 6.468819 -2.8941941
8.57641 7.06561 165.371 64.629012 4176.909 8.337327 5.843962 2.4933649
8.80042 7.73762 343.303 31.697031 1004.702 6.912446 7.32639 -0.41394408
8.96623 7.47534 258.0131 6.9869309 48.8172 3.888083 6.034603 -2.1465197
6.90775 7.92588 354.9309 -41.930946 1758.204 7.472048 6.556082 0.91596625
9.0011 8.22497 500.6516 -82.651619 6831.29 8.829268 7.882069 0.94719974
8.6742 7.33694 225.5551 27.444948 753.2252 6.624364 5.833382 0.79098293
8.80387 7.40123 250.9264 64.073593 4105.425 8.320065 6.443993 1.8760717
8.80042 7.5868 281.3811 -17.381137 302.1039 5.710771 6.102975 -0.39220416
9.63345 7.29845 213.1996 41.800378 1747.272 7.465811 5.870643 1.5951676
8.54597 7.24993 208.1838 1.8161572 3.298427 1.193446 5.736116 -4.54267
8.70234 7.50219 260.2069 -80.206912 6433.148 8.769219 5.991354 2.7778657
9.03718 7.45124 253.9886 -3.9885526 15.90855 2.766857 6.033603 -3.2667465
8.63498 7.48437 266.4274 -16.427397 269.8594 5.597901 6.482326 -0.88442499
8.63052 7.42297 253.2003 -44.200327 1953.669 7.577465 6.423155 1.1543099
8.7834 7.52294 276.9965 -18.996467 360.8658 5.888506 6.555248 -0.66674184
8.70947 7.56268 274.3414 14.658591 214.8743 5.370053 6.055058 -0.68500541
8.61957 7.75919 322.5411 -6.5411195 42.78624 3.756217 7.020133 -3.263916
8.93142 7.35692 219.2855 5.7145189 32.65573 3.48602 6.148058 -2.6620374
8.60959 7.41698 251.7166 14.28344 204.0167 5.318202 6.413219 -1.0950174
8.58448 7.23418 238.9039 71.096081 5054.653 8.528065 7.302463 1.2256017
9.66992 7.86978 402.6681 68.331889 4669.247 8.448753 7.856664 0.59208975
8.98994 7.74975 338.6469 -3.6468734 13.29969 2.58774 6.871263 -4.2835227
9.38982 7.87778 386.2362 108.76379 11829.56 9.378357 7.196449 2.1819076
9.0431 7.55747 289.0928 -9.0928293 82.67954 4.414972 6.665075 -2.2501025
9.62278 7.85903 386.6627 -6.6626777 44.39127 3.793043 7.289795 -3.4967519
9.29275 7.90434 379.0776 -54.077577 2924.384 7.980839 7.424943 0.55589587
8.74831 7.3696 232.8283 -12.828291 164.5651 5.103306 5.878629 -0.77532351
9.35479 7.43485 243.3503 -28.350303 803.7397 6.689275 6.370585 0.31869052
8.69951 7.33694 225.8665 14.133534 199.7568 5.297101 5.839128 -0.54202742
10.3417 8.20576 550.3562 174.64379 30500.46 10.3255 9.243483 1.0820141
8.30746 7.45934 246.6852 -16.685184 278.3954 5.629042 5.874413 -0.24537087
9.93789 7.69848 314.8408 -8.8408226 78.16014 4.35876 6.478038 -2.1192782
8.61704 7.31455 206.9691 218.03095 47537.49 10.76927 6.03417 4.7351039
11.4369 7.43603 436.7235 -118.72352 14095.27 9.553595 9.771321 -0.21772652
9.0092 7.68983 311.1793 18.820673 354.2177 5.869912 6.279536 -0.40962461
8.69014 7.56424 285.4852 -39.485188 1559.08 7.351851 6.575826 0.77602561
9.84363 7.16549 208.755 16.245007 263.9003 5.575571 6.429963 -0.85439152
8.36985 7.33629 233.2557 -122.25567 14946.45 9.612229 6.29759 3.3146396
8.55005 7.59085 279.3236 -11.323625 128.2245 4.853783 6.051053 -1.1972702
8.97373 7.64492 309.6671 -65.667136 4312.173 8.369197 6.73946 1.629737
8.70881 7.51589 263.3952 31.60477 998.8615 6.906616 6.006577 0.90003884
8.67043 7.44717 234.0727 1.9272619 3.714338 1.312201 6.162754 -4.8505532
8.75479 7.36137 217.6123 -14.612319 213.5199 5.36373 6.104972 -0.74124214
8.7581 7.0775 158.2938 60.706184 3685.241 8.212091 5.368581 2.8435106
8.50714 7.48099 264.2803 -22.280266 496.4102 6.207403 6.453171 -0.24576872
 Prueba de F
H0 La varianza es contanste las X
como el F calculado e
Ha La varianza no es constante en ls X hipotesis nula, por lo
heterosedastiidad no

Multiplicador de LaG
. . regress residuales2 dormitorios tamañolote supconst colonial
como el multiplicado
Source SS df MS Number of obs = 88 se rechaza la hipotesi
F(4, 83) = 4.66 de heterosedastiidad
Model 881739220 4 220434805 Prob > F = 0.0019
Residual 3.9226e+09 83 47260410.8 R-squared = 0.1835
Adj R-squared = 0.1442
Total 4.8044e+09 87 55222451.9 Root MSE = 6874.6

residuales2 Coef. Std. Err. t P>|t| [95% Conf. Interval]

dormitorios 1637.589 1092.47 1.50 0.138 -535.29 3810.469

tamañolote .2147379 .0737843 2.91 0.005 .0679838 .361492
supconst 1.2767 1.531398 0.83 0.407 -1.769189 4.322589
colonial -2848.362 1680.54 -1.69 0.094 -6190.888 494.1648
_cons -4995.03 3398.845 -1.47 0.145 -11755.2 1765.136

F calculado 2.481661429
F Critico 4.664252313

Mutiplicador 16.150552
Chi cuadrado 9.487729037
Prueba de F

como el F calculado es mayor que le f critico, se rechaza la

hipotesis nula, por lo tanto existen problemas de
heterosedastiidad no lineal

Multiplicador de LaGrange

como el multiplicador de lagrange en mas alto que el Chi^2

se rechaza la hipotesis nula, por lo tanto existen problemas
de heterosedastiidad no lineal
 valúe si los modelos son homocedásticos. Establezca las hipótesis respectivas. Utilice las
principales pruebas para evaluar la homocedasticidad. Use tanto la prueba de F como el
Multiplicador de Lagrange. Compare los resultados entre modelos y entre pruebas.

H0 La varianza es contanste las X

Ha La varianza no es constante en ls X

. regress residuales2 Pronósticoprecio yest

Source SS df MS Number of obs = 88

F(2, 85) = 9.83
Model 902376830 2 451188415 Prob > F = 0.0001
Residual 3.9020e+09 85 45905605.7 R-squared = 0.1878
Adj R-squared = 0.1687
Total 4.8044e+09 87 55222451.9 Root MSE = 6775.4

F calculado 9.827013051
F Critico 3.103838661

Mutiplicador 16.52858592
Chi cuadrado 5.991464547
 Residuales ^2
Prueba de F 2421.98798
as. Utilice las como el F calculado es mayor que le f critico, se rechaza la 4750.53737
de F como el hipotesis nula, por lo tanto existen problemas de 0.38072843
e pruebas. heterosedastiidad no lineal 290.586023
Multiplicador de LaGrange 207.607915
3810.95554
como el multiplicador de lagrange en mas alto que el Chi^2 1184.5131
se rechaza la hipotesis nula, por lo tanto existen problemas
de heterosedastiidad no lineal 4154.07582
1215.8445
94.0605922
2629.63017
7478.85548
88
9.83 3881.9543
0.0001 2136.58343
0.1878 3407.20692
0.1687 1045.28765
6775.4 1653.12752
740.638474
3935.74257
934.019913
503.771889
1067.57597
255.981657
9197.12484
672.438768
179.431647
1078.59606
1676.86742
2024.10933
1705.33029
81.1473451
4579.83342
193.989252
1636.45943
2707.81828
2362.76071
1434.07683
252.636918
4654.89482
1033.17885
14.5055829
38593.2582
35.7372084
4175.65096
1007.15428
48.7362005
1751.54909
 6890.376
752.17054
4104.68154
301.907711
1747.50933
3.20234815
6433.72102
15.972602
269.795286
1954.02704
360.632207
214.957383
41.9525802
32.8074596
203.883936
5053.86487
4711.63096
13.0587613
11840.9102
91.8241233
43.7245671
2915.07405
164.981389
802.520883
199.214956
30553.8607
278.675355
77.3594252
47541.437
14090.4421
354.901546
1558.25851
263.926896
14949.4453
125.281408
4309.53539
998.725979
3.79637982
227.979437
3683.287
496.346468
Pronóstico precio Y^est
349.213697 121950.206
301.075858 90646.6722
190.382968 36245.6745
212.046584 44963.7537
358.591394 128587.788
404.542063 163654.281
298.083244 88853.6203
250.54788 62774.24
240.868962 58017.8568
249.698484 62349.3329
336.27992 113084.184
386.480376 149367.081
467.305331 218374.273
258.223191 66679.2166
323.371285 104568.988
259.730909 67460.1449
280.658671 78769.2896
257.785326 66453.2744
205.264503 42133.5162
279.438261 78085.7415
288.444863 83200.4392
302.673781 91611.4177
240.999427 58080.7237
245.901642 60467.6173
221.068576 48871.3152
261.60479 68437.0662
262.841986 69085.9097
302.050428 91234.4612
522.490103 272995.907
308.704355 95298.3789
239.008182 57124.9111
402.674467 162146.726
237.071998 56203.132
275.453176 75874.4521
308.963299 95458.32
238.608237 56933.8908
397.869207 158299.906
559.105444 312598.897
277.22779 76855.2473
192.8569 37193.7841
242.19138 58656.6648
517.048331 267338.977
253.978061 64504.8553
165.380723 27350.7835
343.264306 117830.384
258.018868 66573.7364
354.851512 125919.596
500.508289 250508.547
225.574272 50883.7523
250.932211 62966.9747
281.375492 79172.1673
213.196778 45452.8663
208.210489 43351.6079
260.21048 67709.4936
253.996574 64514.2595
266.425446 70982.5184
253.204378 64112.4571
276.990319 76723.6367
274.338575 75261.6537
322.477081 103991.468
219.27222 48080.3066
251.721207 63363.5659
238.90946 57077.7301
402.608679 162093.748
338.613691 114659.232
386.184054 149138.123
289.08249 83568.6863
386.612455 149469.191
378.991426 143634.501
232.844508 54216.565
243.3288 59208.9047
225.885647 51024.3256
550.203373 302723.752
246.693572 60857.7186
314.795421 99096.1569
206.96001 42832.4459
436.703168 190709.657
311.161169 96821.2732
285.474783 81495.8518
208.754173 43578.3047
233.267924 54413.9245
279.317918 78018.4992
309.647052 95881.2966
263.397374 69378.1766
234.05157 54780.1374
217.598988 47349.3196
158.30991 25062.0277
264.278835 69843.3024
 Prueba Breusch-Pagan modelo Log LOG

Source SS df MS Number of obs = 88

F( 2, 85) = 3.57
Model .218274683 2 .109137342 Prob > F = 0.0323
Residual 2.59535065 85 .030533537 R-squared = 0.0776
Adj R-squared = 0.0559
Total 2.81362533 87 .032340521 Root MSE = .17474

resid Coef. Std. Err. t P>|t| [95% Conf. Interval]

e -7.327256 2.74156 -2.67 0.009 -12.77821 -1.876299

pron2 .6378807 .2385758 2.67 0.009 .1635281 1.112233
_cons 20.99634 7.864777 2.67 0.009 5.359061 36.63363

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance
Variables: resid pron2

chi2(2) = 19.23
Prob > chi2 = 0.0001

0.001 < 0.05 1

Se confirma la hipotesis Nula, por lo tanto existe problemas de heteroskedasticity

 88
3.57
0.0323
0.0776
0.0559
.17474

erval]

876299
112233
.63363
 Desarrolle un modelo para estimar el precio de una casa en función de algunos atributos.
Corra dos modelos. Uno con las variables en nivel y el segundo con las variables en logaritmo
(a excepción de numero de dormitorios y colonial)

. . regress lnprecio lnsuplote lnsupconst dormi colonial

Source SS df MS Number of obs = 88

F(4, 83) = 38.38
Model 5.20397756 4 1.30099439 Prob > F = 0.0000
Residual 2.81362533 83 .0338991 R-squared = 0.6491
Adj R-squared = 0.6322
Total 8.0176029 87 .092156355 Root MSE = .18412

lnprecio Coef. Std. Err. t P>|t| [95% Conf. Interval]

lnsuplote .1678191 .0381807 4.40 0.000 .0918793 .2437588

lnsupconst .7071929 .092802 7.62 0.000 .5226134 .8917723
dormi .0268304 .0287236 0.93 0.353 -.0302997 .0839604
colonial .0537961 .0447732 1.20 0.233 -.035256 .1428483
_cons -1.349588 .6510411 -2.07 0.041 -2.644482 -.0546932

.
Evalúe la significancia de cada modelo y de cada coeficiente.
Significancia

El modelo es significativo globalmente, de acuerdo al criterio de F, ya que el valor

de su F critico es 0.0000..., lo que es menor a 5%

Las variables significativas serían Suplote, y Supconst al ser menores a 5%, el resto
de las variables no son significativas para el modelo

Coeficienteds
Dormitotios: El incremento de 1 dormitorio extra genera un incremento de 2,68%
en el precio
Tamañodelote: El incremento de 1% en en la Tamaño del lote genera un
incremento de 0,1678% en el precio
Supconst: El incremento de 1% en en la superficie construida genera un
incremento de 0,7071% en el precio
Colonial: si la casa es colonial genera un incremento en el precio de 5,3%
 Desarrolle un modelo para estimar el precio de una casa en función de algunos atributos.
Corra dos modelos. Uno con las variables en nivel y el segundo con las variables en logaritmo
(a excepción de numero de dormitorios y colonial)

. regress precio suplote supconst dormi colonial

Source SS df MS Number of obs = 88

F(4, 83) = 43.28
Model 620777.36 4 155194.34 Prob > F = 0.0000
Residual 297616.231 83 3585.73772 R-squared = 0.6759
Adj R-squared = 0.6603
Total 918393.591 87 10556.2482 Root MSE = 59.881

precio Coef. Std. Err. t P>|t| [95% Conf. Interval]

suplote .0020761 .0006427 3.23 0.002 .0007978 .0033544

supconst .124294 .0133392 9.32 0.000 .097763 .1508251
dormi 11.01172 9.515906 1.16 0.251 -7.915029 29.93848
colonial 13.68527 14.63826 0.93 0.353 -15.42964 42.80018
_cons -24.22619 29.60546 -0.82 0.416 -83.11027 34.65788

Evalúe la significancia de cada modelo y de cada coeficiente.

Significancia

El modelo es significativo globalmente, de acuerdo al criterio de F, ya que el valor

de su F critico es 0.0000..., lo que es menor a 5%

Las variables significativas serían Suplote, y Supconst al ser menores a 5%, el resto
de las variables no son significativas para el modelo

Coeficienteds
Dormitotios: por cada dormitorio adicional, manteniendo las demas variables
constantes, el precio aumenta 11.01172 unidades monetarias
Tamañodelote: por cada unidad extra de tamaño de lote y manteniendo las demas
varibles constantes el precio de las casa aumenta en 0,0020 unidades monetarias

Supconst:

Colonial: una casa colonial cuesta 13,68 unidades monetarias mas que una no
colonial, manteniendo todas las demas variables constantes