Está en la página 1de 16

ANALYSIS USING

MULTIVARIATE
REGRESSION
GROUP 2
TIME SERIES - APRIORI REASONING

DEPENDENT VARIABLE GDP GROWTH RATE


From Indias perspective, we
INDEPENDENT VARIABLES believe that services and
AGRICULTURE GROWTH RATE manufacturing should
MANUFACTURING GROWTH RATE contribute to the maximum
SERVICE GROWTH RATE share of GDP growth
CONSTRUCTION GROWTH RATE
Here we will analyse the
correlation among these
variables and the significance
level of services in
comparison to agriculture
TIME SERIES DATA
16 years data is taken for
time series analysis
We have gathered annual
growth rate of these 4
major sectors in the
Indian economy
Data for annual GDP
growth is then found from
reliable sources
TIME SERIES RESULTS & INTERPRETATION
86.7% of variation in GDP growth is
caused by these 4 sectors

The significance of Services and


manufacturing sector is high
The significance of construction and
agriculture level is very low
Beta coefficient tells us which sector
is more impactful, hence we see
here that Services sector is most
impactful on the GDP growth of
India
TIME SERIES RESULTS & INTERPRETATION
ANNOVA Analysis : (F Test)

In this case, because the significance value


of .000 is less than alpha = .05, we reject
the null hypothesis.
So there is significant differences between
the groups, F(4, 11) = 25.366, p = .000."

In this table we see that


manufacturing and agriculture have
positive correlation of 0.105, so
increase in one variable we can
anticipate increase in other.
Negative correlation means just the
opposite
Covariance measures two items tend
to vary together then you are talking
about the covariance between the
TIME SERIES ADDITIVE
TIME SERIES MULTIPLICATIVE
TIME SERIES SCATTER PLOT
CROSS SECTIONAL
CROSS SECTIONAL - APRIORI REASONING
Dependent variables HDI
Independent Literacy rate, birth rate, death rate and GDP Per capita

HDI DEPENDS UPON MAJORLY THREE FACTORS LITERACY RATE, LIFE


EXPECTANCY AND INCOME LEVEL OF THE INDIVIDUAL
IN OUR CASE WE WILL DETERMINE WHETHER THERE IS IMPACT OF OTHER
VARIABLES OR NOT IN HDI
GDP PER CAPITA IS A MACRO LEVEL INDICATOR, HENCE IT SHOULDNT HAVE
MAJOR IMPACT ON HDI
BIRTH RATE AND DEATH RATE SHOULD HAVE NEGATIVE CORRELATION WITH
HDI
CROSS SECTIONAL - DATA
We have gathered data of
22 states from reliable
sources about the literacy
rate, birth rate, death rate
and GDP per capita in the
states
The HDI values are also
taken state-wise, and the 4
parameters will be checked
against the correlation with
HDI values
CROSS SECTIONAL RESULTS &
INTERPRETATION

SIGNIFICANCE OF
ERROR ESTIMATE Significance of R2 value:
Significance of R^2 Value:
The standard error of the 93.1% of the variation in HDI is
It is expressed in the probability levels: estimate is a measure of the
accuracy of predictions.
caused by these 4 factors
p

The smaller the p-level, the more The regression line is the line
significant the relationship that minimizes the sum of
squared deviations of
The larger the correlation, the stronger prediction (also called the sum
the relationship of squares error). This signifies that there is
It shows the HDI has a strong The standard error of the
high accuracy in the data
relationship with GDPperccapita, estimate is closely related to analysis and has lower
BirthRate, Deathrate and LiteracyRate this quantity and is defined sum of squared
CROSS SECTIONAL RESULTS &
INTERPRETATION

ANNOVA Analysis : (F Test)


Comparing three groups using t-tests
The decision rule is as follows: would require that 3 t-tests be
If the significance value (which is usually conducted.
labeled p in research reports) is less than Group 1 vs. Group 2, Group 1 vs.
alpha: reject H0; Group 3, and Group 2 vs. Group 3.
if it's greater than alpha: do not reject H0. This increases the chances of making
So, in this case, because the significance a type I error.
value of .000 is less than alpha = .05, we Only a single ANOVA is required to
reject the null hypothesis. determine if there are differences
So there is significant differences between between multiple groups.
the groups, F(4, 16) = 17.256, p = .000."
CROSS SECTIONAL RESULTS &
INTERPRETATION
CROSS SECTIONAL RESULTS &
INTERPRETATION
Slope X1 Slope X2 Slope X3 Slope x4
Depende
const
nt Literacy Death GDP per Adjusted R 2
ant Birth Rate
Variable rate Rate Capita
0.003 -0.003 -0.04 0.0001
HDI 0.702 0.931
0.112 0.048 0.01 0.884
0.002 -0.003 -0.04
0.705 X 0.935
0.094 0.042 0.01

HDI= 0.182+0.06x1-0.05x2+0.002x3+0.0001x4
CROSS SECTIONAL MULTIPLICATIVE

También podría gustarte