Académique Documents
Professionnel Documents
Culture Documents
2.
3.
3.2.
B.
ESTIMACIN ALGEBRAICA...................................................................................... 5
b.
C.
D.
VALIDACION ECONMICA........................................................................................ 14
b.
c.
VALIDACIN GLOBAL................................................................................................ 14
MODELO MATEMTICO
( ) ....................................................................................................................... 1.1
( )
2.
............................................................................................................ 1.2
MODELO ECONMICO
( ) .................................................................................................................... 2.1
( )
.................................................................................................................2.2
DONDE:
G= Gasto
Y= Ingreso
= Propensin marginal a
gastar1
3.
MODELO ECONOMTRICO
3.1. FUNCIN DE REGRESIN POBLACIONAL LINEAL
[
.........................................................................................3.1
que valores podra tener porque representa a todas aquellas variables no incorporadas
y abstradas del modelo.
.............................................................................. 3.3
La ecuacin 3.3, es la representacin de la realidad con todas sus variables
importantes y con todas sus variables no importantes, tiene tres partes:
La primera es [ ] que representa la variable dependiente (gasto) que es la
variable que se quiere explicar en la realidad, la segunda parte [
] que
representa la parte sistemtica que explica a la variable dependiente y [ ] representa
la parte no sistemtica o aleatoria.
Al operar la ecuacin 3.2 y 3.3 podemos representar las perturbaciones de la
siguiente manera.
.................................................... 3.4
( )
(
Para que las perturbaciones tengan un sentido de ser todas aquellas variables
no importantes de la realidad abstrada estas no deben influir significativamente a
la variable dependiente, por tanto, los econometristas suponen que esta
perturbacin debe comportarse como un ruido blanco, es decir existe en el modelo
pero no afecta, y para ello se debe suponer que su media es cero, que su
varianza es la ms pequea posible y la covarianza entre los errores es cero.
3.2. FUNCIN LINEAL DE REGRESIN MUESTRAL.
En la mayora de veces por no decir en todos los casos, los datos con los que se cuenta
para desarrollar un modelo economtrico son obtenidos de una muestra, dado que no
siempre se pueden obtener los datos de toda la poblacin debido a que es muy costoso.3
La Funcin de la Regresin Muestral (FRM) es una funcin lineal que estima la
variable dependiente G (en este caso la variable es gasto) dado uno o ms variables
exgenas Y (ingreso), y est representada por lo siguiente expresin:
............................................................................. 3.5
La toma de muestras representativas sirven para inferir resultados para toda la poblacin, en este sentido
se obtiene estimadores que infieran los parmetros poblacionales.
................................................................................ 3.6
( )
(
]
[
N
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
APELLIDOS Y NOMBRES
ALCANTARA VARGAS LUCERO JAMIN
ARMAS QUISPEALAYA LI KAREM
ASPARRIN CCOPE MARIEL
AVELLANEDA ALANYA DANIEL DUVAL
AVILA GUTARRA ANTONY JESUS
BAQUERIZO MARTINEZ FIORELLA KATIA
BASTIDAS GUTIERREZ KATIA
BLAS GALINDO MARIA LUISA
CANCHARI CARHUALLANQUI DENYS
CASTRO TORPOCO GELIDA ESTEFANY
CONTRERAS PARI JHUNIOR PAUL
CORILLA HUAMAN MAGALY
CUEVA PEREZ RUSBELY ALCIRA
DE LA CRUZ CRISTAN JOHN NEIL
DE LA O DIAZ JHACKZ JHUNNIOR4
ESCOBAR VARGAS RONALD LUIS
ESPINOZA SAENZ JHON LITMAN
GARCIA GUERRERO XIOMY SKAYURI
GONZALES SANTOS EDGAR TOMAS
HILARIO ALBIO ESTEFANY
HUACHO ARANDA DANITZA MARGOTH
IBARRA PORRAS LESLY VANESA
INGAROCA ESTEBAN MILAGROS MERCEDES
JIMENEZ ECHEVARRIA JORDAN
LAURA BALBIN JESUS ALBERTO
MALPARTIDA HINOSTROZA CINTHIA BEATRIZ
MARQUEZ REGINALDO ALVARO CLINTON
MELCHOR REMUZGO KELY ILIANA
OLIVERA PALOMINO JERSON MICHAEL
PAUCAR MATEO YANINA PAOLA
POMA LOPEZ CATALINA JASSIRA
QUISPE AGUILAR KENIA ZOMELY
RAFFO CASTRO SMITH
RAMOS LAURANTE NETHZY
RODRIGUEZ MERCADO YERRY ROMEL
ROSALES ROMERO ANGY MARICIELO
SANCHEZ HUAMAN KELLY KARINA
SAPAICO QUINTANILLA RONALD ARMANDO
VALENCIA CANTO IVONNE YUSSARA
VALER LEON MICHAEL
VARGAS SANCHEZ KEVIN
VASQUEZ FERNANDEZ LESLIE DIANNE
VIDAL SALAZAR ANTHONY MICHAEL
VILCHEZ CASTELLARES DIEGO OMAR
VILCHEZ CASTILLO NEYSER GLAUDER
VILLAVERDE VERASTEGUI KARINA LIZ
YUPANQUI MERCADO JERSY MAYGUEL
ZAMBRANO LEIVA SHIRLEY DAYANA
Pare realizar una estimacin de una muestra este dato ser eliminado( N=47)
ingreso
gasto
5.0
4.0
4.0
3.0
10.0
10.0
2.0
3.0
6.0
12.0
4.0
5.0
4.0
3.0
10.0
5.0
6.0
11.0
30.0
6.0
5.0
8.0
5.0
5.0
10.0
7.0
2.0
4.0
5.0
5.0
5.0
5.0
9.0
6.0
5.0
5.0
7.0
5.0
5.0
10.0
5.0
2.0
5.0
7.0
5.0
5.0
4.0
3.0
2.0
2.0
1.0
1.5
5.0
3.0
1.0
2.0
3.0
2.5
3.0
3.0
1.0
1.0
2.0
3.0
3.0
3.0
5.0
2.0
1.5
2.5
2.0
2.0
7.0
3.0
1.0
1.0
1.0
2.0
2.0
2.0
4.0
2.0
2.0
2.0
3.0
2.0
1.0
8.0
3.0
1.0
2.0
2.0
2.0
2.0
1.5
1.0
(variable dependiente)
Y=INGRESO
(variable explicativa)
, podra ser una constante diferente de cero, debido a que se plantea una forma
funcional lineal con intercepto diferente de cero, en este caso esta coeficiente significara la gasto
autnomo.5
a. ESTIMACIN ALGEBRAICA
(
Datos Recolectados
Gi
Yi
gasto
ingreso
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
SUMAT.
MEDIA
2
2
1
1.5
5
3
1
2
3
2.5
3
3
1
1
3
3
3
5
2
1.5
2.5
2
2
7
3
1
1
1
2
2
2
4
2
2
2
3
2
1
8
3
1
2
2
2
2
1.5
1
112.500
2.393617
5
4
4
3
10
10
2
3
6
12
4
5
4
3
5
6
11
30
6
5
8
5
5
10
7
2
4
5
5
5
5
9
6
5
5
7
5
5
10
5
2
5
7
5
5
4
3
287.000
6.106383
Gi2
gasto
Yi2
ingreso
gi
gasto
yi
ingreso
giyi
gas*ing
gi2
gasto
yi2
ingreso
Gi^
gasto
U^i
error
U^i2
error
4
4
1
2.25
25
9
1
4
9
6.25
9
9
1
1
9
9
9
25
4
2.25
6.25
4
4
49
9
1
1
1
4
4
4
16
4
4
4
9
4
1
64
9
1
4
4
4
4
2.25
1
366.250
25
16
16
9
100
100
4
9
36
144
16
25
16
9
25
36
121
900
36
25
64
25
25
100
49
4
16
25
25
25
25
81
36
25
25
49
25
25
100
25
4
25
49
25
25
16
9
2595.000
-0.393617021
-0.393617021
-1.393617021
-0.893617021
2.606382979
0.606382979
-1.393617021
-0.393617021
0.606382979
0.106382979
0.606382979
0.606382979
-1.393617021
-1.393617021
0.606382979
0.606382979
0.606382979
2.606382979
-0.393617021
-0.893617021
0.106382979
-0.393617021
-0.393617021
4.606382979
0.606382979
-1.393617021
-1.393617021
-1.393617021
-0.393617021
-0.393617021
-0.393617021
1.606382979
-0.393617021
-0.393617021
-0.393617021
0.606382979
-0.393617021
-1.393617021
5.606382979
0.606382979
-1.393617021
-0.393617021
-0.393617021
-0.393617021
-0.393617021
-0.893617021
-1.393617021
0.000
-1.106382979
-2.106382979
-2.106382979
-3.106382979
3.893617021
3.893617021
-4.106382979
-3.106382979
-0.106382979
5.893617021
-2.106382979
-1.106382979
-2.106382979
-3.106382979
-1.106382979
-0.106382979
4.893617021
23.89361702
-0.106382979
-1.106382979
1.893617021
-1.106382979
-1.106382979
3.893617021
0.893617021
-4.106382979
-2.106382979
-1.106382979
-1.106382979
-1.106382979
-1.106382979
2.893617021
-0.106382979
-1.106382979
-1.106382979
0.893617021
-1.106382979
-1.106382979
3.893617021
-1.106382979
-4.106382979
-1.106382979
0.893617021
-1.106382979
-1.106382979
-2.106382979
-3.106382979
0.000
0.43549117
0.82910819
2.93549117
2.7759167
10.1482571
2.36102309
5.72272522
1.22272522
-0.06450883
0.62698053
-1.27727478
-0.67089181
2.93549117
4.32910819
-0.67089181
-0.06450883
2.96740607
62.2759167
0.04187415
0.98868266
0.20144862
0.43549117
0.43549117
17.9354912
0.54187415
5.72272522
2.93549117
1.54187415
0.43549117
0.43549117
0.43549117
4.64825713
0.04187415
0.43549117
0.43549117
0.54187415
0.43549117
1.54187415
21.8291082
-0.67089181
5.72272522
0.43549117
-0.35174287
0.43549117
0.43549117
1.88229968
4.32910819
171.032
0.15493436
0.15493436
1.9421684
0.79855138
6.79323223
0.36770032
1.9421684
0.15493436
0.36770032
0.01131734
0.36770032
0.36770032
1.9421684
1.9421684
0.36770032
0.36770032
0.36770032
6.79323223
0.15493436
0.79855138
0.01131734
0.15493436
0.15493436
21.2187641
0.36770032
1.9421684
1.9421684
1.9421684
0.15493436
0.15493436
0.15493436
2.58046627
0.15493436
0.15493436
0.15493436
0.36770032
0.15493436
1.9421684
31.4315301
0.36770032
1.9421684
0.15493436
0.15493436
0.15493436
0.15493436
0.79855138
1.9421684
96.968
1.224083296
4.436849253
4.436849253
9.649615211
15.16025351
15.16025351
16.86238117
9.649615211
0.011317338
34.73472159
4.436849253
1.224083296
4.436849253
9.649615211
1.224083296
0.011317338
23.94748755
570.9049344
0.011317338
1.224083296
3.585785423
1.224083296
1.224083296
15.16025351
0.798551381
16.86238117
4.436849253
1.224083296
1.224083296
1.224083296
1.224083296
8.373019466
0.011317338
1.224083296
1.224083296
0.798551381
1.224083296
1.224083296
15.16025351
1.224083296
16.86238117
1.224083296
0.798551381
1.224083296
1.224083296
4.436849253
9.649615211
842.468
2.169
1.966
1.966
1.763
3.184
3.184
1.560
1.763
2.372
3.590
1.966
2.169
1.966
1.763
2.169
2.372
3.387
7.244
2.372
2.169
2.778
2.169
2.169
3.184
2.575
1.560
1.966
2.169
2.169
2.169
2.169
2.981
2.372
2.169
2.169
2.575
2.169
2.169
3.184
2.169
1.560
2.169
2.575
2.169
2.169
1.966
1.763
112.500
-0.169
0.034
-0.966
-0.263
1.816
-0.184
-0.560
0.237
0.628
-1.090
1.034
0.831
-0.966
-0.763
0.831
0.628
-0.387
-2.244
-0.372
-0.669
-0.278
-0.169
-0.169
3.816
0.425
-0.560
-0.966
-1.169
-0.169
-0.169
-0.169
1.019
-0.372
-0.169
-0.169
0.425
-0.169
-1.169
4.816
0.831
-0.560
-0.169
-0.575
-0.169
-0.169
-0.466
-0.763
0.000
0.029
0.001
0.933
0.069
3.298
0.034
0.314
0.056
0.394
1.188
1.069
0.691
0.933
0.582
0.691
0.394
0.150
5.037
0.138
0.448
0.077
0.029
0.029
14.561
0.181
0.314
0.933
1.367
0.029
0.029
0.029
1.038
0.138
0.029
0.029
0.181
0.029
1.367
23.193
0.691
0.314
0.029
0.331
0.029
0.029
0.217
0.582
62.246
K
1
2
Coeficiente
C
1.153942317
VAR
EE
T-STATISTIC
PROB
0.090654 0.301088
3.832571 0.000391
5.01014 0.000009
R2
0.3580734
0.3580734
1.1761179
1.1761179
62.24639
62.24639
F-STATISTIC
25.10147
25.10147
PROB(F-STATISTIC)
0.001040
Cov(B1,B2)
^2
R
-0.01003
1.3833
0.59839
1.38325
0.59839
GRFICO 1. EXCEL-MUESTRA
Gi
9
G = 0.203*Y + 1.1539
R = 0.3581
GASTO
0
0
10
15
20
INGRESO
Gi
Linear (Gi)
b. ESTIMACIN MATRICIAL
(
) (
25
30
35
) (
) (
) (
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
5
4
4
3
10
10
2
3
6
12
4
5
4
3
5
6
11
30
6
5
8
5
5
10
7
2
4
5
5
5
5
9
6
5
5
7
5
5
10
5
2
5
7
5
5
4
3
*(
2
2
1
1.5
5
3
1
2
3
2.5
3
3
1
1
3
3
2.16900697
1.96599404
1.96599404
1.76298111
3.18407162
3.18407162
1.55996818
1.76298111
2.3720199
3.59009748
1.96599404
2.16900697
1.96599404
1.76298111
2.16900697
2.3720199
3.38708455
7.24433024
2.3720199
2.16900697
2.77804576
2.16900697
2.16900697
3.18407162
2.57503283
1.55996818
1.96599404
2.16900697
2.16900697
2.16900697
2.16900697
2.98105869
2.3720199
2.16900697
2.16900697
2.57503283
2.16900697
2.16900697
3.18407162
2.16900697
1.55996818
2.16900697
2.57503283
2.16900697
2.16900697
1.96599404
1.76298111
2.16900697
1.96599404
1.96599404
1.76298111
3.18407162
3.18407162
1.55996818
1.76298111
2.3720199
3.59009748
1.96599404
2.16900697
1.96599404
1.76298111
2.16900697
2.3720199
3.38708455
-0.16900697
0.03400596
-0.96599404
-0.26298111
1.81592838
-0.18407162
-0.55996818
0.23701889
0.6279801
-1.09009748
1.03400596
0.83099303
-0.96599404
-0.76298111
0.83099303
0.6279801
( )
( )
( )
( )
( )
Estimation Command:
=========================
LS GASTO C INGRESO
Estimation Equation:
=========================
GASTO = C(1) + C(2)*INGRESO
Substituted Coefficients:
=========================
GASTO = 1.15394231741 + 0.203012930599*INGRESO
Coefficient
Std. Error
t-Statistic
Prob.
C
INGRESO
1.153942
0.203013
0.301088
0.040520
3.832571
5.010137
0.0004
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.358073
0.343808
1.176118
62.24639
-73.29251
25.10147
0.000009
2.393617
1.451896
3.203936
3.282666
3.233563
1.949064
9
8
7
GASTO
6
5
4
3
2
1
0
0
12
16
20
INGRESO
24
28
32
a. VALIDACION ECONMICA
( )
( )
( )
b. VALIDACION ESTADSTICA
Pr H (B1,B2)
Una Cola
Dos Colas
H0
1.15
T-STATISTIC
0.0130936
PROB
0.4948055
T-STATISTIC
0.0130936
PROB
0.9896110
0.2
0.0743558
0.4705284
0.0743558
0.9410568
c. VALIDACIN GLOBAL
=
y = x , y= ingreso
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
PROMEDIO
1.166385
1.160081
1.197696
1.173416
1.174778
1.160887
1.191537
1.150756
1.1471
1.138601
1.122467
1.136305
1.197696
1.196076
1.153942
1.136305
1.1471
1.156934
0.16645
1.169748
1.181424
1.163793
1.166385
1.166385
1.188668
1.15491
1.191537
1.197696
1.196465
1.166385
1.166385
1.166385
1.161272
1.1697
1.166385
1.166385
1.15491
1.166385
1.196465
1.195613
1.136305
1.191537
1.166385
1.17021
1.166385
1.166385
1.178889
1.196076
1.14791594
0.197534
0.197871
0.19525
0.196767
0.189148
0.198391
0.194908
0.198688
0.1979
0.205213
0.200492
0.198951
0.19525
0.194845
0.203012
0.198951
0.1979
0.199735
0.380812
0.19767
0.196825
0.198276
0.197534
0.197534
0.174905
0.197308
0.194908
0.19525
0.19617
0.197534
0.197534
0.197534
0.194167
0.1977
0.197534
0.197534
0.197308
0.197534
0.196117
0.175283
0.198951
0.194908
0.197534
0.198276
0.197534
0.197534
0.196561
0.194845
0.20020667
ECUACIN POBLACIONAL
GRAFICO
GRAFICO 1: parmetros de la poblacin
9
8
7
GASTO
6
5
4
3
2
1
0
0
12
16
20
24
INGRESO
INTERPRETACIN
Dependent Variable: GASTO
Method: Least Squares
Date: 09/24/14 Time: 3:16
Sample: 1 48
Included observations: 48
Variable
Coefficient
Std. Error
t-Statistic
Prob.
28
32
INGRESO
C
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.193548
1.244960
0.334088
0.319611
1.186995
64.81200
-75.31600
23.07816
0.000017
0.040289
0.296292
4.803974
4.201793
0.0000
0.0001
2.406250
1.439031
3.221500
3.299467
3.250964
1.964908