EC228 Linear Regression example
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log: /Users/baum/doc/RePEc/SSC ranks/228linregexample.smcl
log type: smcl
opened on: 3 Sep 2003, 15:44:41
. webuse auto,clear
(1978 Automobile Data)
. summ mpg displacement weight foreign
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
mpg | 74 21.2973 5.785503 12 41
displacement | 74 197.2973 91.83722 79 425
weight | 74 3019.459 777.1936 1760 4840
foreign | 74 .2972973 .4601885 0 1
. gen displ2 = displacement^2
. reg mpg displacement
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 1, 72) = 71.41
Model | 1216.67534 1 1216.67534 Prob > F = 0.0000
Residual | 1226.78412 72 17.0386683 R-squared = 0.4979
-------------+------------------------------ Adj R-squared = 0.4910
Total | 2443.45946 73 33.4720474 Root MSE = 4.1278
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mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
displacement | -.0444536 .0052606 -8.45 0.000 -.0549405 -.0339668
_cons | 30.06788 1.143462 26.30 0.000 27.78843 32.34733
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. reg mpg displacement weight displ2 foreign
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 4, 69) = 38.85
Model | 1692.14665 4 423.036664 Prob > F = 0.0000
Residual | 751.312805 69 10.8885914 R-squared = 0.6925
-------------+------------------------------ Adj R-squared = 0.6747
Total | 2443.45946 73 33.4720474 Root MSE = 3.2998
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mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
displacement | -.0691733 .029221 -2.37 0.021 -.1274676 -.0108791
weight | -.0059021 .001172 -5.04 0.000 -.0082401 -.003564
displ2 | .0001353 .0000525 2.58 0.012 .0000307 .00024
foreign | -2.833556 1.173069 -2.42 0.018 -5.173763 -.4933481
_cons | 47.21469 3.07295 15.36 0.000 41.08432 53.34506
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. test displ2 foreign
( 1) displ2 = 0
( 2) foreign = 0
F( 2, 69) = 4.44
Prob > F = 0.0153
. gen gphm = 100/mpg
. regress gphm displacement
Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 1, 72) = 105.68
Model | 71.1224598 1 71.1224598 Prob > F = 0.0000
Residual | 48.453801 72 .672969458 R-squared = 0.5948
-------------+------------------------------ Adj R-squared = 0.5892
Total | 119.576261 73 1.63803097 Root MSE = .82035
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gphm | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
displacement | .0107479 .0010455 10.28 0.000 .0086638 .012832
_cons | 2.89875 .2272488 12.76 0.000 2.445738 3.351763
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. predict gphmhat, xb
. format gphm %9.2f
. format gphmhat %9.2f
. label var gphm "Gallons per hundred miles"
. sort gphm
. list make gphm gphmhat displacement
+-----------------------------------------------+
| make gphm gphmhat displa~t |
|-----------------------------------------------|
1. | VW Diesel 2.44 3.87 90 |
2. | Subaru 2.86 3.94 97 |
3. | Datsun 210 2.86 3.81 85 |
4. | Plym. Champ 2.94 3.82 86 |
5. | Toyota Corolla 3.23 3.94 97 |
|-----------------------------------------------|
6. | Mazda GLC 3.33 3.82 86 |
7. | Dodge Colt 3.33 3.95 98 |
8. | Chev. Chevette 3.45 5.38 231 |
9. | Plym. Arrow 3.57 4.58 156 |
10. | Ford Fiesta 3.57 3.95 98 |
|-----------------------------------------------|
11. | Honda Civic 3.57 3.88 91 |
12. | Buick Opel 3.85 6.17 304 |
13. | Renault Le Car 3.85 3.75 79 |
14. | Plym. Sapporo 3.85 4.18 119 |
15. | Plym. Horizon 4.00 4.03 105 |
|-----------------------------------------------|
16. | VW Scirocco 4.00 3.94 97 |
17. | Honda Accord 4.00 4.05 107 |
18. | BMW 320i 4.00 4.20 121 |
19. | VW Rabbit 4.00 3.86 89 |
20. | Chev. Monza 4.17 4.52 151 |
|-----------------------------------------------|
21. | Pont. Sunbird 4.17 4.52 151 |
22. | Olds Starfire 4.17 4.52 151 |
23. | Datsun 510 4.17 4.18 119 |
24. | VW Dasher 4.35 3.94 97 |
25. | Audi Fox 4.35 3.94 97 |
|-----------------------------------------------|
26. | Datsun 200 4.35 4.18 119 |
27. | AMC Spirit 4.55 4.20 121 |
28. | Chev. Monte Carlo 4.55 5.05 200 |
29. | AMC Concord 4.55 4.20 121 |
30. | Merc. Bobcat 4.55 4.40 140 |
|-----------------------------------------------|
31. | Chev. Malibu 4.55 5.05 200 |
32. | Olds 98 4.76 6.66 350 |
33. | Datsun 810 4.76 4.47 146 |
34. | Cad. Seville 4.76 6.66 350 |
35. | Ford Mustang 4.76 4.40 140 |
|-----------------------------------------------|
36. | Fiat Strada 4.76 4.03 105 |
37. | Buick Regal 5.00 5.01 196 |
38. | Merc. Zephyr 5.00 4.40 140 |
39. | Buick Century 5.00 5.01 196 |
40. | Olds Cutl Supr 5.26 5.38 231 |
|-----------------------------------------------|
41. | Olds Omega 5.26 5.38 231 |
42. | Pont. Grand Prix 5.26 5.38 231 |
43. | Chev. Nova 5.26 5.59 250 |
44. | Pont. Le Mans 5.26 5.38 231 |
45. | Pont. Phoenix 5.26 5.38 231 |
|-----------------------------------------------|
46. | Buick Skylark 5.26 5.38 231 |
47. | Olds Cutlass 5.26 5.38 231 |
48. | Plym. Volare 5.56 5.32 225 |
49. | Pont. Firebird 5.56 5.38 231 |
50. | Dodge Diplomat 5.56 6.32 318 |
|-----------------------------------------------|
51. | Olds Delta 88 5.56 5.38 231 |
52. | Toyota Corona 5.56 4.34 134 |
53. | Toyota Celica 5.56 4.34 134 |
54. | Pont. Catalina 5.56 5.38 231 |
55. | Buick LeSabre 5.56 5.38 231 |
|-----------------------------------------------|
56. | Merc. Monarch 5.56 5.59 250 |
57. | Volvo 260 5.88 4.65 163 |
58. | Audi 5000 5.88 4.31 131 |
59. | AMC Pacer 5.88 5.67 258 |
60. | Dodge St. Regis 5.88 5.32 225 |
|-----------------------------------------------|
61. | Buick Riviera 6.25 5.38 231 |
62. | Chev. Impala 6.25 5.59 250 |
63. | Dodge Magnum 6.25 6.32 318 |
64. | Olds Toronado 6.25 6.66 350 |
65. | Merc. Marquis 6.67 6.14 302 |
|-----------------------------------------------|
66. | Buick Electra 6.67 6.66 350 |
67. | Cad. Eldorado 7.14 6.66 350 |
68. | Linc. Versailles 7.14 6.14 302 |
69. | Merc. Cougar 7.14 6.14 302 |
70. | Peugeot 604 7.14 4.65 163 |
|-----------------------------------------------|
71. | Merc. XR-7 7.14 6.14 302 |
72. | Cad. Deville 7.14 7.47 425 |
73. | Linc. Mark V 8.33 7.20 400 |
74. | Linc. Continental 8.33 7.20 400 |
+-----------------------------------------------+
. scatter gphm displacement || lfit gphm displacement, saving(228lrex.gph,repla
> ce)
(file 228lrex.gph saved)
. graph export 228lrex.pdf, replace
(note: file 228lrex.pdf not found)
. log close
log: /Users/baum/doc/RePEc/SSC ranks/228linregexample.smcl
log type: smcl
closed on: 3 Sep 2003, 15:44:47
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