--------------------------------------------------------------------------------- name: log: C:\Users\LabProf01\Desktop\Listas 6 e 7.log log type: text opened on: 10 Nov 2022, 15:44:10 . reg consumo preco Source | SS df MS Number of obs = 19 -------------+---------------------------------- F(1, 17) = 45.98 Model | 3.73084686 1 3.73084686 Prob > F = 0.0000 Residual | 1.3793955 17 .081140912 R-squared = 0.7301 -------------+---------------------------------- Adj R-squared = 0.7142 Total | 5.11024236 18 .283902354 Root MSE = .28485 ------------------------------------------------------------------------------ consumo | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- preco | -.0220577 .0032529 -6.78 0.000 -.0289208 -.0151946 _cons | 5.993617 .3657134 16.39 0.000 5.22203 6.765205 ------------------------------------------------------------------------------ . test preco ( 1) preco = 0 F( 1, 17) = 45.98 Prob > F = 0.0000 . display 5.993617+-.0220577*70 4.449578 . set obs 20 number of observations (_N) was 19, now 20 . replace year = 1989 in 20 (1 real change made) . replace preco = 70 in 20 (1 real change made) . predict consump_hat (option xb assumed; fitted values) . generate tcritico=invttail(17,.025) . predict stderror_conshat, stdp . generat lowerCI=consump_hat- tcritic*stderror_conshat . generat upperCI=consump_hat+ tcritic*stderror_conshat . list lowerCI upperCI in 20 +---------------------+ | lowerCI upperCI | |---------------------| 20. | 4.138591 4.760561 | +---------------------+ . generate tcritico99=invttail(17,.005) . generat lowerCI99=consump_hat- tcritico99*stderror_conshat . generat upperCI99=consump_hat+ tcritico99*stderror_conshat . list lowerCI99 upperCI99 in 20 +---------------------+ | lower~99 upper~99 | |---------------------| 20. | 4.022379 4.876773 | +---------------------+ . predict stderror_cons, stdf . generat lowerCI99_Y=consump_hat- tcritico99*stderror_cons . generat upperCI99_Y=consump_hat+ tcritico99*stderror_cons . list lowerCI99_Y upperCI99_Y in 20 +---------------------+ | lowerC~Y upperC~Y | |---------------------| 20. | 3.520028 5.379125 | +---------------------+ . reg consumo preco precomanteiga Source | SS df MS Number of obs = 19 -------------+---------------------------------- F(2, 16) = 61.98 Model | 4.52604886 2 2.26302443 Prob > F = 0.0000 Residual | .584193504 16 .036512094 R-squared = 0.8857 -------------+---------------------------------- Adj R-squared = 0.8714 Total | 5.11024236 18 .283902354 Root MSE = .19108 ------------------------------------------------------------------------------- consumo | Coef. Std. Err. t P>|t| [95% Conf. Interval] --------------+---------------------------------------------------------------- preco | -.0235329 .0022049 -10.67 0.000 -.0282071 -.0188588 precomanteiga | .0167033 .0035792 4.67 0.000 .0091158 .0242909 _cons | 4.309936 .4362844 9.88 0.000 3.385055 5.234818 ------------------------------------------------------------------------------- . sum consumo preco Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- consumo | 19 3.553684 .5328249 2.6 4.33 preco | 20 108.585 22.04687 70 141 . display -.0235329 * 108.585 / 3.553684 -.71906223 . display -.0220577 * 108.585 / 3.553684 -.67398659 . drop in 20/21 observation numbers out of range r(198); . set obs 20 number of observations (_N) was 20, now 20 . replace year = 1989 in 20 (0 real changes made) . drop in 20 (1 observation deleted) . set obs 20 number of observations (_N) was 19, now 20 . replace year = 1989 in 20 (1 real change made) . set obs 21 number of observations (_N) was 20, now 21 . replace year = 1990 in 21 (1 real change made) . replace preco = 79.3 in 20 (1 real change made) . replace precomanteiga = 104.3 in 20 (1 real change made) . replace precomanteiga = 97 in 21 (1 real change made) . replace preco = 79.3 in 21 (1 real change made) . replace y = 120.2 in 20 (1 real change made) . replace y = 122.7 in 21 (1 real change made) . predict consump_hatm (option xb assumed; fitted values) . gen dummy=1 if year<1989 (2 missing values generated) . gen dummy_preco= dummy*preco (2 missing values generated) . gen dummy_precomanteiga = dummy*precomanteiga (2 missing values generated) . replace consumo = 3.47 in 20 (1 real change made) . replace consumo = 3.19 in 21 (1 real change made) . reg consumo preco precomanteiga Source | SS df MS Number of obs = 21 -------------+---------------------------------- F(2, 18) = 22.48 Model | 3.74166949 2 1.87083475 Prob > F = 0.0000 Residual | 1.49831165 18 .083239536 R-squared = 0.7141 -------------+---------------------------------- Adj R-squared = 0.6823 Total | 5.23998115 20 .261999057 Root MSE = .28851 ------------------------------------------------------------------------------- consumo | Coef. Std. Err. t P>|t| [95% Conf. Interval] --------------+---------------------------------------------------------------- preco | -.0191594 .0030498 -6.28 0.000 -.0255666 -.0127521 precomanteiga | .0197293 .0053102 3.72 0.002 .008573 .0308855 _cons | 3.43177 .6026996 5.69 0.000 2.165545 4.697995 ------------------------------------------------------------------------------- . reg consumo dummy_preco dummy_precomanteiga Source | SS df MS Number of obs = 19 -------------+---------------------------------- F(2, 16) = 61.98 Model | 4.52604886 2 2.26302443 Prob > F = 0.0000 Residual | .584193504 16 .036512094 R-squared = 0.8857 -------------+---------------------------------- Adj R-squared = 0.8714 Total | 5.11024236 18 .283902354 Root MSE = .19108 -------------------------------------------------------------------------------- consumo | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------------+---------------------------------------------------------------- dummy_preco | -.0235329 .0022049 -10.67 0.000 -.0282071 -.0188588 dummy_precom~a | .0167033 .0035792 4.67 0.000 .0091158 .0242909 _cons | 4.309936 .4362844 9.88 0.000 3.385055 5.234818 -------------------------------------------------------------------------------- . display ((1.49831165- .584193504)/2)/ (.584193504/(19-3)) 12.518019 . log close name: log: C:\Users\LabProf01\Desktop\Listas 6 e 7.log log type: text closed on: 10 Nov 2022, 15:46:42 ---------------------------------------------------------------------------------