Modelo doble logaritmo

Poblacional
𝐿𝐼𝑛𝑔𝑖 = 𝛽0 + 𝛽1 𝐿𝐸𝑑𝑢𝑖 + 𝑢𝑖

Muestral
𝐿𝐼𝑛𝑔𝑖 = 𝛽̂0 + 𝛽̂1 𝐿𝐸𝑑𝑢𝑖 + 𝑒𝑖
Estimación
genr LIng=log(ingreso)
genr LEdu=log(educacion)
ls LIng C LEdu
log(ingreso) log(educacion) c

̂ 𝑖 = 6,835558 + 0,790482𝐿𝐸𝑑𝑢𝑖
𝐿𝐼𝑛𝑔

Donde LIng es el logaritmo natural del

ingreso y LEdu es el logaritmo natural
de educación.

Dependent Variable: LOG(INGRESO)

Method: Least Squares
Date: 09/13/19 Time: 11:56
Sample: 1 65
Included observations: 65
Variable Coefficient Std. Error t-Statistic Prob.
LOG(EDUCACION) 0.790482 0.070232 11.25532 0.0000
C 6.835558 0.098413 69.45804 0.0000
R-squared 0.667866 Mean dependent var 7.703792
Adjusted R-squared 0.662594 S.D. dependent var 0.848197
S.E. of regression 0.492690 Akaike info criterion 1.452411
Sum squared resid 15.29281 Schwarz criterion 1.519315
Log likelihood -45.20336 Hannan-Quinn criter. 1.478809
F-statistic 126.6823 Durbin-Watson stat 2.319184
Prob(F-statistic) 0.000000

Prueba de normalidad

View-Residuals diagnostics-Histogram
Normality test
9
Series: Residuals
8 Sample 1 65
Observations 65
7

6 Mean -1.12e-15
Median 0.104808
5 Maximum 1.185020
Minimum -1.009730
4 Std. Dev. 0.488825
Skewness -0.200765
3
Kurtosis 2.518579
2
Jarque-Bera 1.064355
1 Probability 0.587325

0
-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2

View-Estimation Output
Grados de libertad
gl = n – k – 1 = 65 – 1 – 1 = 63
𝑡𝛼;𝑔𝑙= 𝑡5%;63 = 𝑡0,05;63 = 1,998
𝑡𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑑𝑜 = 11,25532
𝛽̂1 − 𝛽1 0,790482 − 0
𝑡𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑑𝑜 = =
𝑠𝑒𝛽̂1 0,070232

El coeficiente de regresión 𝛽1 es
estadísticamente significativo, con el
estadístico de prueba t bilateral y un
nivel de significancia 𝛼 = 0,05.
Prueba de significancia con valor p

valor p = 0,0000
nivel de significancia = 𝛼 = 0,05

R cuadrado
El 𝑟 2 = 0,667866; nos indica que el
66,7866% del cambio en el logaritmo del
ingreso es explicado por el logaritmo de
educación.
Coeficiente de regresión 𝛽1
El 𝛽̂1 = 0,790482; nos indica que si la
educación se incrementa en un uno por
ciento entonces el ingreso deberá
aumentar en 0,790482 por ciento.

El 𝛽̂1 = 0,790482; es la elasticidad del

ingreso con respecto a la educación.
Prueba de heteroscedasticidad

Heteroskedasticity Test: White

F-statistic 0.114517 Prob. F(1,63) 0.7362
Obs*R-squared 0.117938 Prob. Chi-Square(1) 0.7313
Scaled explained SS 0.084123 Prob. Chi-Square(1) 0.7718

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 09/13/19 Time: 12:44
Sample: 1 65
Included observations: 65
Variable Coefficient Std. Error t-Statistic Prob.
C 0.218856 0.060710 3.604963 0.0006
LOG(EDUCACION)^2 0.008362 0.024709 0.338403 0.7362
R-squared 0.001814 Mean dependent var 0.235274
Adjusted R-squared -0.014030 S.D. dependent var 0.292186
S.E. of regression 0.294228 Akaike info criterion 0.421365
Sum squared resid 5.453934 Schwarz criterion 0.488270
Log likelihood -11.69438 Hannan-Quinn criter. 0.447763
F-statistic 0.114517 Durbin-Watson stat 1.709896
Prob(F-statistic) 0.736185
Heteroskedasticity Test: White
F-statistic 0.535239 Prob. F(2,62) 0.5882
Obs*R-squared 1.103228 Prob. Chi-Square(2) 0.5760
Scaled explained SS 0.786914 Prob. Chi-Square(2) 0.6747

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 09/13/19 Time: 12:46
Sample: 1 65
Included observations: 65
Variable Coefficient Std. Error t-Statistic Prob.
C 0.204685 0.062436 3.278306 0.0017
LOG(EDUCACION)^2 -0.019298 0.037565 -0.513710 0.6093
LOG(EDUCACION) 0.062348 0.063765 0.977774 0.3320
R-squared 0.016973 Mean dependent var 0.235274
Adjusted R-squared -0.014738 S.D. dependent var 0.292186
S.E. of regression 0.294331 Akaike info criterion 0.436832
Sum squared resid 5.371111 Schwarz criterion 0.537189
Log likelihood -11.19705 Hannan-Quinn criter. 0.476429
F-statistic 0.535239 Durbin-Watson stat 1.671708
Prob(F-statistic) 0.588210