Dependent Variable: TESTSCORE Method: Least Squares Date: 04/14/16 Time: 22:30 Sample: 1 420
Included observations: 420 *EXPENDITURE
C(1) C(2) C(3) C(4) C(5)
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
Wald Test: Equation: Untitled Test Statistic t-statistic F-statistic Chi-square
Null Hypothesis Summary: Normalized Restriction (= 0) C(2) + C(3)
Value -0.807537
Value -2.359560 5.567523 5.567523
df 415 (1, 415) 1
Probability 0.0188 0.0188 0.0183
Std. Err. 0.342241
Coefficient 651.7362 -0.323907 -0.483630 1.518165 -0.0012
Std. Error 10.95607 0.346216 0.029509 0.077234 0.001051
t-Statistic 59.48631 -0.935563 -16.343 19.65667 -1.226361
Prob. 0.0000 0.3500 0.0000 0.0000 0.2208 654.1565 19.05335 7.521974 7.570072 7.540984 1.193905
TESTSCORE=C(1)+C(2)*STR+C(3)*ELPICT+C(4)*AVGING+C(5)
0.708237 Mean dependent var 0.705425 S.D. dependent var 10.34116 Akaike info criterion 44379.90 Schwarz criterion -1574.614 Hannan-Quinn criter. 251.8473 Durbin-Watson stat 0.000000
Null Hypothesis: C(2)+C(3)=0
Restrictions are linear in coefficients.
Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square
Null Hypothesis Summary: Normalized Restriction (= 0) C(3) C(4) C(5)
Restrictions are linear in coefficients.
Omitted Variables Test Equation: UNTITLED
Specification: TESTSCORE C STR Omitted Variables: ELPICT AVGING
F-statistic Likelihood ratio F-test summary:
Test SSR Restricted SSR Unrestricted SSR Unrestricted SSR LR test summary:
Restricted LogL Unrestricted LogL
Unrestricted Test Equation: Dependent Variable: TESTSCORE Method: Least Squares
Value 465.93 493.7510
Value 311.5019 934.5057
df (3, 415) 3
Probability 0.0000 0.0000
Null Hypothesis: C(3)=0,C(4)=0,C(5)=0
Value -0.483630 1.518165 -0.0012
Std. Err. 0.029509 0.077234 0.001051
df (2, 416) 2
Probability 0.0000 0.0000
Mean Squares 49887.38 345.2524 107.0691 107.0691
Sum of Sq. 99774.75 144315.5 44540.73 44540.73
Value -1822.250 -1575.374
df 2 418 416 416 df 418 416
Date: 04/14/16 Time: 22:38 Sample: 1 420
Included observations: 420
Variable C STR ELPICT AVGING
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
Breusch-Godfrey Serial Correlation LM Test: F-statistic
2394.862 Prob. F(2,416)
Coefficient 0.3155 -0.068776 -0.488267 1.494517
Std. Error 5.774885 0.276908 0.029283 0.074833
t-Statistic 110.8793 -0.248370 -16.67394 19.97124
Prob. 0.0000 0.8040 0.0000 0.0000 654.1565 19.05335 7.520829 7.559308 7.536038 1.190046
0.707180 Mean dependent var 0.705068 S.D. dependent var 10.34742 Akaike info criterion 44540.73 Schwarz criterion -1575.374 Hannan-Quinn criter. 334.83 Durbin-Watson stat 0.000000
0.0000 0.0000 Prob. 0.0000 0.0000 0.0000 0.0000 -3.04E-13 18.55878 6.169598 6.208077 6.184807
Obs*R-squared
Test Equation:
Dependent Variable: RESID Method: Least Squares
386.4369 Prob. Chi-Square(2)
Coefficient -35.58345 1.812785 0.5613 0.432525
Std. Error 2.737304 0.1387 0.038512 0.038726
t-Statistic -12.99945 13.06376 14.57694 11.16874
Date: 04/14/16 Time: 22:42 Sample: 1 420
Included observations: 420
Presample missing value lagged residuals set to zero.
Variable C STR RESID(-1) RESID(-2)
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood
0.920088 Mean dependent var 0.919512 S.D. dependent var 5.265212 Akaike info criterion 11532.54 Schwarz criterion -1291.616 Hannan-Quinn criter.
F-statistic Prob(F-statistic)
1596.575 Durbin-Watson stat 0.000000
1.511105
Heteroskedasticity Test: White F-statistic
4.433619 Prob. F(2,417)
0.0124 0.0126 0.0350 Prob. 0.0201 0.0844 0.0565 343.6083 427.9863 14.94692 14.97578 14.95833 0.391294
Obs*R-squared Scaled explained SS
Test Equation:
8.745074 Prob. Chi-Square(2) 6.703237 Prob. Chi-Square(2)
Coefficient 3234.360 6.213745 -270.3540
Std. Error 1386.326 3.591876 141.3455
t-Statistic 2.333045 1.729944 -1.912717
Dependent Variable: RESID^2 Method: Least Squares Date: 04/14/16 Time: 22:44 Sample: 1 420
Included observations: 420
Variable C STR^2 STR
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
0.020822 Mean dependent var 0.016125 S.D. dependent var 424.5215 Akaike info criterion 75151127 Schwarz criterion -3135.853 Hannan-Quinn criter. 4.433619 Durbin-Watson stat 0.012436
