45-734 PROBABILITY AND STATISTICS II (4th Mini AY1997-98)

Note Set 9 Handouts



  1. PERF.WF1 Examples

    LS PERF C X1 X2 W
    ============================================================
    LS // Dependent Variable is PERF                                      
    Date: 04/14/98   Time: 11:44                                          
    Sample: 1 30                                                          
    Included observations: 30                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           62.84643   1.641180   38.29344   0.0000          
             X1          10.99481   2.131955   5.157151   0.0000          
             X2          8.424032   1.924454   4.377362   0.0002          
             W           10.48128   1.641180   6.386432   0.0000          
    ============================================================
    R-squared            0.734268    Mean dependent var 74.38863          
    Adjusted R-squared   0.703606    S.D. dependent var 8.255667          
    S.E. of regression   4.494556    Akaike info criter 3.129300          
    Sum squared resid    525.2269    Schwarz criterion  3.316126          
    Log likelihood      -85.50765    F-statistic        23.94759          
    Durbin-Watson stat   1.147035    Prob(F-statistic)  0.000000          
    ============================================================
    
    LS PERF C X1 X2 (1-W)
    ============================================================
    LS // Dependent Variable is PERF                                      
    Date: 04/14/98   Time: 11:54                                          
    Sample: 1 30                                                          
    Included observations: 30                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           73.32771   1.641180   44.67988   0.0000          
             X1          10.99481   2.131955   5.157151   0.0000          
             X2          8.424032   1.924454   4.377362   0.0002          
            1-W         -10.48128   1.641180  -6.386432   0.0000          
    ============================================================
    R-squared            0.734268    Mean dependent var 74.38863          
    Adjusted R-squared   0.703606    S.D. dependent var 8.255667          
    S.E. of regression   4.494556    Akaike info criter 3.129300          
    Sum squared resid    525.2269    Schwarz criterion  3.316126          
    Log likelihood      -85.50765    F-statistic        23.94759          
    Durbin-Watson stat   1.147035    Prob(F-statistic)  0.000000          
    ============================================================
    
  2. GSIA.WF1 Examples

    ============================================================
    LS // Dependent Variable is RANKPCT                                   
    Date: 04/14/98   Time: 12:14                                          
    Sample: 1 721                                                         
    Included observations: 721                                            
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C          -44.59283   7.337680  -6.077238   0.0000          
            UGPA         11.89957   1.537194   7.741098   0.0000          
           QGMAT         0.769914   0.119245   6.456555   0.0000          
           VGMAT         0.798431   0.103861   7.687502   0.0000          
    ============================================================
    R-squared            0.197247    Mean dependent var 51.80778          
    Adjusted R-squared   0.193888    S.D. dependent var 17.56415          
    S.E. of regression   15.76975    Akaike info criter 5.521719          
    Sum squared resid    178307.1    Schwarz criterion  5.547132          
    Log likelihood      -3009.635    F-statistic        58.72532          
    Durbin-Watson stat   2.057606    Prob(F-statistic)  0.000000          
    ============================================================
    
    Output you see when you click OK in the FORECAST Window
             Forecast Evaluation
    ======================================
    Actual: RANKPCT     Forecast: RANKPCTF          
    Sample: 1 722                                   
    Include observations: 721                       
    ======================================
    Root Mean Squared Error       15.72594          
    Mean Absolute Error           12.39363          
    Mean Absolute Percentage Erro 33.00584          
    Theil Inequality Coefficient  0.146846          
          Bias Proportion         0.000000          
          Variance Proportion     0.384922          
          Covariance Proportion   0.615078          
    ======================================
    
  3. SKI.WF1 Examples

    SCAT(R) LIFTS MILES

  4. CIGGY.WF1 Examples

    LS CARMON C NICO TAR WEIGHT
    ============================================================
    LS // Dependent Variable is CARMON                                    
    Date: 04/14/98   Time: 12:58                                          
    Sample: 1 25                                                          
    Included observations: 25                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           3.202188   3.461755   0.925019   0.3655          
            NICO        -2.631660   3.900556  -0.674688   0.5072          
            TAR          0.962574   0.242244   3.973566   0.0007          
           WEIGHT       -0.130480   3.885342  -0.033583   0.9735          
    ============================================================
    R-squared            0.918589    Mean dependent var 12.52800          
    Adjusted R-squared   0.906959    S.D. dependent var 4.739683          
    S.E. of regression   1.445726    Akaike info criter 0.882869          
    Sum squared resid    43.89258    Schwarz criterion  1.077890          
    Log likelihood      -42.50933    F-statistic        78.98385          
    Durbin-Watson stat   2.860469    Prob(F-statistic)  0.000000          
    ============================================================
    
    COR NICO TAR WEIGHT
                   Correlation Matrix
    ================================================
                    NICO        TAR        WEIGHT             
    ================================================
        NICO      1.000000    0.976608    0.500183            
        TAR       0.976608    1.000000    0.490765            
       WEIGHT     0.500183    0.490765    1.000000            
    ================================================
    
    SCAT(R) NICO TAR

    LS CARMON C TAR WEIGHT
    ============================================================
    LS // Dependent Variable is CARMON                                    
    Date: 04/14/98   Time: 13:15                                          
    Sample: 1 25                                                          
    Included observations: 25                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           3.114332   3.416204   0.911635   0.3718          
            TAR          0.804189   0.059035   13.62224   0.0000          
           WEIGHT       -0.422873   3.812990  -0.110903   0.9127          
    ============================================================
    R-squared            0.916825    Mean dependent var 12.52800          
    Adjusted R-squared   0.909263    S.D. dependent var 4.739683          
    S.E. of regression   1.427713    Akaike info criter 0.824314          
    Sum squared resid    44.84401    Schwarz criterion  0.970579          
    Log likelihood      -42.77739    F-statistic        121.2508          
    Durbin-Watson stat   2.875440    Prob(F-statistic)  0.000000          
    ============================================================
    
    LS CARMON C NICO WEIGHT
    ============================================================
    LS // Dependent Variable is CARMON                                    
    Date: 04/14/98   Time: 13:16                                          
    Sample: 1 25                                                          
    Included observations: 25                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           1.613977   4.446631   0.362966   0.7201          
            NICO         12.38812   1.244734   9.952417   0.0000          
           WEIGHT        0.058826   5.023953   0.011709   0.9908          
    ============================================================
    R-squared            0.857379    Mean dependent var 12.52800          
    Adjusted R-squared   0.844414    S.D. dependent var 4.739683          
    S.E. of regression   1.869541    Akaike info criter 1.363552          
    Sum squared resid    76.89401    Schwarz criterion  1.509817          
    Log likelihood      -49.51786    F-statistic        66.12765          
    Durbin-Watson stat   2.676416    Prob(F-statistic)  0.000000          
    ============================================================
    
    LS NICO C TAR WEIGHT
    ============================================================
    LS // Dependent Variable is NICO                                      
    Date: 04/14/98   Time: 13:19                                          
    Sample: 1 25                                                          
    Included observations: 25                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C           0.033384   0.189082   0.176559   0.8615          
            TAR          0.060184   0.003268   18.41902   0.0000          
           WEIGHT        0.111106   0.211044   0.526457   0.6038          
    ============================================================
    R-squared            0.954338    Mean dependent var 0.876400          
    Adjusted R-squared   0.950187    S.D. dependent var 0.354058          
    S.E. of regression   0.079022    Akaike info criter-4.963891          
    Sum squared resid    0.137378    Schwarz criterion -4.817626          
    Log likelihood       29.57518    F-statistic        229.8990          
    Durbin-Watson stat   1.901424    Prob(F-statistic)  0.000000          
    ============================================================
    
    LS TAR C NICO WEIGHT
    ============================================================
    LS // Dependent Variable is TAR                                       
    Date: 04/14/98   Time: 13:20                                          
    Sample: 1 25                                                          
    Included observations: 25                                             
    ============================================================
          Variable      CoefficienStd. Errort-Statistic  Prob.            
    ============================================================
             C          -1.649963   3.026336  -0.545201   0.5911          
            NICO         15.60377   0.847155   18.41902   0.0000          
           WEIGHT        0.196667   3.419257   0.057517   0.9547          
    ============================================================
    R-squared            0.953769    Mean dependent var 12.21600          
    Adjusted R-squared   0.949567    S.D. dependent var 5.665810          
    S.E. of regression   1.272392    Akaike info criter 0.593964          
    Sum squared resid    35.61760    Schwarz criterion  0.740229          
    Log likelihood      -39.89801    F-statistic        226.9377          
    Durbin-Watson stat   2.030280    Prob(F-statistic)  0.000000          
    ============================================================