-------------------------------------------------------------------------------------------------------- log: T:\170\class4.log log type: text opened on: 24 Feb 2005, 11:10:38 . clear . set obs 100 obs was 0, now 100 . generate float e= invnorm(uniform()) . generate float x0= 10*uniform() . - preserve . generate float u1= invnorm(uniform()) . generate float u2= invnorm(uniform()) . generate x1=x0+u1 . generate x2=x0+u2 . - preserve . twoway (scatter x2 x1) . correlate (obs=100) | e x0 u1 u2 x1 x2 -------------+------------------------------------------------------ e | 1.0000 x0 | 0.0092 1.0000 u1 | -0.0132 -0.1556 1.0000 u2 | -0.0286 0.1907 -0.0256 1.0000 x1 | 0.0047 0.9448 0.1767 0.1815 1.0000 x2 | 0.0000 0.9593 -0.1481 0.4601 0.9067 1.0000 . generate y=5*x1+e . regress y x1 Source | SS df MS Number of obs = 100 -------------+------------------------------ F( 1, 98) =25155.57 Model | 21253.3521 1 21253.3521 Prob > F = 0.0000 Residual | 82.7978996 98 .844876527 R-squared = 0.9961 -------------+------------------------------ Adj R-squared = 0.9961 Total | 21336.15 99 215.516667 Root MSE = .91917 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 5.001477 .0315342 158.61 0.000 4.938899 5.064056 _cons | -.0764623 .1865494 -0.41 0.683 -.4466635 .2937389 ------------------------------------------------------------------------------ . regress y x2 Source | SS df MS Number of obs = 100 -------------+------------------------------ F( 1, 98) = 441.86 Model | 17462.9994 1 17462.9994 Prob > F = 0.0000 Residual | 3873.15062 98 39.5219451 R-squared = 0.8185 -------------+------------------------------ Adj R-squared = 0.8166 Total | 21336.15 99 215.516667 Root MSE = 6.2866 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | 4.1154 .1957816 21.02 0.000 3.726878 4.503923 _cons | 4.832063 1.173869 4.12 0.000 2.502558 7.161568 ------------------------------------------------------------------------------ . regress y x1 x2 Source | SS df MS Number of obs = 100 -------------+------------------------------ F( 2, 97) =12450.71 Model | 21253.3605 2 10626.6803 Prob > F = 0.0000 Residual | 82.7895124 97 .853500128 R-squared = 0.9961 -------------+------------------------------ Adj R-squared = 0.9960 Total | 21336.15 99 215.516667 Root MSE = .92385 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 5.008232 .0751529 66.64 0.000 4.859074 5.15739 x2 | -.0067627 .0682204 -0.10 0.921 -.1421613 .1286358 _cons | -.0769931 .1875755 -0.41 0.682 -.4492784 .2952923 ------------------------------------------------------------------------------ . generate float group= int((_n-1)/25) . - preserve . bysort group: regress y x1 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 5447.79 Model | 4572.37473 1 4572.37473 Prob > F = 0.0000 Residual | 19.3040836 23 .839307984 R-squared = 0.9958 -------------+------------------------------ Adj R-squared = 0.9956 Total | 4591.67882 24 191.319951 Root MSE = .91614 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 4.937814 .0668998 73.81 0.000 4.799422 5.076207 _cons | .2780642 .3956636 0.70 0.489 -.5404283 1.096557 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 4900.56 Model | 4293.03279 1 4293.03279 Prob > F = 0.0000 Residual | 20.1486816 23 .876029635 R-squared = 0.9953 -------------+------------------------------ Adj R-squared = 0.9951 Total | 4313.18147 24 179.715894 Root MSE = .93596 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 5.101318 .0728718 70.00 0.000 4.950571 5.252065 _cons | -.6053277 .4698631 -1.29 0.210 -1.577313 .3666582 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 6453.19 Model | 6330.28029 1 6330.28029 Prob > F = 0.0000 Residual | 22.5619319 23 .980953562 R-squared = 0.9964 -------------+------------------------------ Adj R-squared = 0.9963 Total | 6352.84222 24 264.701759 Root MSE = .99043 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 4.973075 .0619067 80.33 0.000 4.845011 5.101138 _cons | -.0593474 .3161493 -0.19 0.853 -.7133519 .5946572 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 6110.20 Model | 4734.51976 1 4734.51976 Prob > F = 0.0000 Residual | 17.8216604 23 .774854799 R-squared = 0.9962 -------------+------------------------------ Adj R-squared = 0.9961 Total | 4752.34142 24 198.014226 Root MSE = .88026 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 4.994128 .0638899 78.17 0.000 4.861962 5.126295 _cons | -.0228477 .390478 -0.06 0.954 -.8306131 .7849176 ------------------------------------------------------------------------------ . generate y1=x1+e . regress y x1 Source | SS df MS Number of obs = 100 -------------+------------------------------ F( 1, 98) =25155.57 Model | 21253.3521 1 21253.3521 Prob > F = 0.0000 Residual | 82.7978996 98 .844876527 R-squared = 0.9961 -------------+------------------------------ Adj R-squared = 0.9961 Total | 21336.15 99 215.516667 Root MSE = .91917 ------------------------------------------------------------------------------ y | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 5.001477 .0315342 158.61 0.000 4.938899 5.064056 _cons | -.0764623 .1865494 -0.41 0.683 -.4466635 .2937389 ------------------------------------------------------------------------------ . regress y1 x1 Source | SS df MS Number of obs = 100 -------------+------------------------------ F( 1, 98) = 1008.60 Model | 852.143901 1 852.143901 Prob > F = 0.0000 Residual | 82.7979079 98 .844876611 R-squared = 0.9114 -------------+------------------------------ Adj R-squared = 0.9105 Total | 934.941809 99 9.44385666 Root MSE = .91917 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.001477 .0315342 31.76 0.000 .9388986 1.064056 _cons | -.0764623 .1865494 -0.41 0.683 -.4466635 .2937389 ------------------------------------------------------------------------------ . bysort group: regress y1 x1 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 196.51 Model | 164.932363 1 164.932363 Prob > F = 0.0000 Residual | 19.3040773 23 .83930771 R-squared = 0.8952 -------------+------------------------------ Adj R-squared = 0.8907 Total | 184.236441 24 7.67651836 Root MSE = .91614 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9378141 .0668997 14.02 0.000 .7994215 1.076207 _cons | .2780644 .3956635 0.70 0.489 -.540428 1.096557 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 228.41 Model | 200.089784 1 200.089784 Prob > F = 0.0000 Residual | 20.1486931 23 .876030135 R-squared = 0.9085 -------------+------------------------------ Adj R-squared = 0.9045 Total | 220.238477 24 9.17660322 Root MSE = .93596 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.101318 .0728719 15.11 0.000 .9505711 1.252065 _cons | -.6053276 .4698632 -1.29 0.210 -1.577314 .3666585 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 247.07 Model | 242.362424 1 242.362424 Prob > F = 0.0000 Residual | 22.5619335 23 .980953629 R-squared = 0.9148 -------------+------------------------------ Adj R-squared = 0.9111 Total | 264.924357 24 11.0385149 Root MSE = .99043 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9730746 .0619067 15.72 0.000 .8450108 1.101138 _cons | -.0593474 .3161493 -0.19 0.853 -.713352 .5946572 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 242.11 Model | 187.603762 1 187.603762 Prob > F = 0.0000 Residual | 17.8216585 23 .77485472 R-squared = 0.9132 -------------+------------------------------ Adj R-squared = 0.9095 Total | 205.425421 24 8.55939252 Root MSE = .88026 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9941285 .0638899 15.56 0.000 .8619623 1.126295 _cons | -.0228478 .390478 -0.06 0.954 -.8306131 .7849176 ------------------------------------------------------------------------------ . bysort group: regress y1 x1 x2 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 94.53 Model | 165.033166 2 82.5165828 Prob > F = 0.0000 Residual | 19.2032752 22 .872876145 R-squared = 0.8958 -------------+------------------------------ Adj R-squared = 0.8863 Total | 184.236441 24 7.67651836 Root MSE = .93428 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9969922 .187029 5.33 0.000 .6091178 1.384867 x2 | -.0591377 .1740227 -0.34 0.737 -.4200387 .3017633 _cons | .2640019 .4056147 0.65 0.522 -.5771916 1.105195 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 114.52 Model | 200.937282 2 100.468641 Prob > F = 0.0000 Residual | 19.3011958 22 .877327081 R-squared = 0.9124 -------------+------------------------------ Adj R-squared = 0.9044 Total | 220.238477 24 9.17660322 Root MSE = .93666 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.247236 .1654072 7.54 0.000 .9042021 1.590269 x2 | -.1378554 .1402605 -0.98 0.336 -.4287377 .153027 _cons | -.6376855 .471362 -1.35 0.190 -1.615231 .3398595 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 123.30 Model | 243.226163 2 121.613081 Prob > F = 0.0000 Residual | 21.6981944 22 .986281566 R-squared = 0.9181 -------------+------------------------------ Adj R-squared = 0.9107 Total | 264.924357 24 11.0385149 Root MSE = .99312 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .8515299 .1439524 5.92 0.000 .5529908 1.150069 x2 | .1213911 .1297167 0.94 0.360 -.1476249 .3904071 _cons | -.0086762 .3215977 -0.03 0.979 -.675629 .6582765 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 117.12 Model | 187.787932 2 93.8939662 Prob > F = 0.0000 Residual | 17.6374882 22 .801704009 R-squared = 0.9141 -------------+------------------------------ Adj R-squared = 0.9063 Total | 205.425421 24 8.55939252 Root MSE = .89538 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.051916 .1369669 7.68 0.000 .767864 1.335968 x2 | -.0670435 .1398794 -0.48 0.636 -.3571357 .2230487 _cons | .0409237 .4188787 0.10 0.923 -.8277776 .9096249 ------------------------------------------------------------------------------ . bysort group: regress y1 x2 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 73.29 Model | 140.229367 1 140.229367 Prob > F = 0.0000 Residual | 44.0070739 23 1.91335104 R-squared = 0.7611 -------------+------------------------------ Adj R-squared = 0.7508 Total | 184.236441 24 7.67651836 Root MSE = 1.3832 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8046005 .0939849 8.56 0.000 .6101779 .9990231 _cons | 1.164804 .5459322 2.13 0.044 .0354574 2.294151 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 50.22 Model | 151.05459 1 151.05459 Prob > F = 0.0000 Residual | 69.1838878 23 3.00799512 R-squared = 0.6859 -------------+------------------------------ Adj R-squared = 0.6722 Total | 220.238477 24 9.17660322 Root MSE = 1.7344 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8114246 .1145038 7.09 0.000 .5745555 1.048294 _cons | 1.018916 .7721948 1.32 0.200 -.5784906 2.616323 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 85.40 Model | 208.714753 1 208.714753 Prob > F = 0.0000 Residual | 56.2096046 23 2.44389585 R-squared = 0.7878 -------------+------------------------------ Adj R-squared = 0.7786 Total | 264.924357 24 11.0385149 Root MSE = 1.5633 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8137051 .0880505 9.24 0.000 .6315588 .9958514 _cons | .9105269 .4432183 2.05 0.051 -.00634 1.827394 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 49.77 Model | 140.500587 1 140.500587 Prob > F = 0.0000 Residual | 64.9248335 23 2.82281885 R-squared = 0.6839 -------------+------------------------------ Adj R-squared = 0.6702 Total | 205.425421 24 8.55939252 Root MSE = 1.6801 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8786158 .1245379 7.06 0.000 .6209896 1.136242 _cons | .4333085 .7801318 0.56 0.584 -1.180517 2.047134 ------------------------------------------------------------------------------ . generate y2=x1+5*e . bysort group: regress y1 x2 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 73.29 Model | 140.229367 1 140.229367 Prob > F = 0.0000 Residual | 44.0070739 23 1.91335104 R-squared = 0.7611 -------------+------------------------------ Adj R-squared = 0.7508 Total | 184.236441 24 7.67651836 Root MSE = 1.3832 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8046005 .0939849 8.56 0.000 .6101779 .9990231 _cons | 1.164804 .5459322 2.13 0.044 .0354574 2.294151 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 50.22 Model | 151.05459 1 151.05459 Prob > F = 0.0000 Residual | 69.1838878 23 3.00799512 R-squared = 0.6859 -------------+------------------------------ Adj R-squared = 0.6722 Total | 220.238477 24 9.17660322 Root MSE = 1.7344 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8114246 .1145038 7.09 0.000 .5745555 1.048294 _cons | 1.018916 .7721948 1.32 0.200 -.5784906 2.616323 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 85.40 Model | 208.714753 1 208.714753 Prob > F = 0.0000 Residual | 56.2096046 23 2.44389585 R-squared = 0.7878 -------------+------------------------------ Adj R-squared = 0.7786 Total | 264.924357 24 11.0385149 Root MSE = 1.5633 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8137051 .0880505 9.24 0.000 .6315588 .9958514 _cons | .9105269 .4432183 2.05 0.051 -.00634 1.827394 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 49.77 Model | 140.500587 1 140.500587 Prob > F = 0.0000 Residual | 64.9248335 23 2.82281885 R-squared = 0.6839 -------------+------------------------------ Adj R-squared = 0.6702 Total | 205.425421 24 8.55939252 Root MSE = 1.6801 ------------------------------------------------------------------------------ y1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8786158 .1245379 7.06 0.000 .6209896 1.136242 _cons | .4333085 .7801318 0.56 0.584 -1.180517 2.047134 ------------------------------------------------------------------------------ . bysort group: regress y2 x1 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 4.24 Model | 89.0430371 1 89.0430371 Prob > F = 0.0509 Residual | 482.60198 23 20.9826948 R-squared = 0.1558 -------------+------------------------------ Adj R-squared = 0.1191 Total | 571.645017 24 23.8185424 Root MSE = 4.5807 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .6890708 .3344987 2.06 0.051 -.0028926 1.381034 _cons | 1.390322 1.978318 0.70 0.489 -2.70214 5.482784 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 17.10 Model | 374.446456 1 374.446456 Prob > F = 0.0004 Residual | 503.717331 23 21.9007535 R-squared = 0.4264 -------------+------------------------------ Adj R-squared = 0.4015 Total | 878.163787 24 36.5901578 Root MSE = 4.6798 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.50659 .3643593 4.13 0.000 .7528557 2.260325 _cons | -3.026638 2.349316 -1.29 0.210 -7.886569 1.833292 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 7.82 Model | 191.681376 1 191.681376 Prob > F = 0.0103 Residual | 564.048362 23 24.5238418 R-squared = 0.2536 -------------+------------------------------ Adj R-squared = 0.2212 Total | 755.729738 24 31.4887391 Root MSE = 4.9522 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .8653732 .3095336 2.80 0.010 .2250543 1.505692 _cons | -.296737 1.580746 -0.19 0.853 -3.56676 2.973286 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 9.23 Model | 178.844298 1 178.844298 Prob > F = 0.0058 Residual | 445.541456 23 19.3713677 R-squared = 0.2864 -------------+------------------------------ Adj R-squared = 0.2554 Total | 624.385754 24 26.0160731 Root MSE = 4.4013 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9706425 .3194493 3.04 0.006 .3098113 1.631474 _cons | -.114239 1.95239 -0.06 0.954 -4.153066 3.924588 ------------------------------------------------------------------------------ . bysort group: regress y2 x2 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 3.07 Model | 67.3543139 1 67.3543139 Prob > F = 0.0930 Residual | 504.290703 23 21.9256828 R-squared = 0.1178 -------------+------------------------------ Adj R-squared = 0.0795 Total | 571.645017 24 23.8185424 Root MSE = 4.6825 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .5576266 .318154 1.75 0.093 -.100525 1.215778 _cons | 2.209941 1.848068 1.20 0.244 -1.613079 6.032961 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 8.42 Model | 235.285086 1 235.285086 Prob > F = 0.0080 Residual | 642.878701 23 27.9512479 R-squared = 0.2679 -------------+------------------------------ Adj R-squared = 0.2361 Total | 878.163787 24 36.5901578 Root MSE = 5.2869 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | 1.012694 .3490453 2.90 0.008 .2906392 1.73475 _cons | -.2182944 2.353905 -0.09 0.927 -5.087718 4.651129 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 8.86 Model | 210.115324 1 210.115324 Prob > F = 0.0068 Residual | 545.614414 23 23.7223658 R-squared = 0.2780 -------------+------------------------------ Adj R-squared = 0.2466 Total | 755.729738 24 31.4887391 Root MSE = 4.8706 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .8164307 .2743276 2.98 0.007 .2489409 1.383921 _cons | .2347445 1.380878 0.17 0.866 -2.62182 3.091309 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 1, 23) = 5.23 Model | 115.647835 1 115.647835 Prob > F = 0.0318 Residual | 508.737919 23 22.11904 R-squared = 0.1852 -------------+------------------------------ Adj R-squared = 0.1498 Total | 624.385754 24 26.0160731 Root MSE = 4.7031 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x2 | .7971292 .3486126 2.29 0.032 .0759691 1.518289 _cons | .6744656 2.183784 0.31 0.760 -3.843035 5.191966 ------------------------------------------------------------------------------ . bysort group: regress y2 x1 x2 _______________________________________________________________________________ -> group = 0 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 2.10 Model | 91.5630892 2 45.7815446 Prob > F = 0.1466 Residual | 480.081928 22 21.8219058 R-squared = 0.1602 -------------+------------------------------ Adj R-squared = 0.0838 Total | 571.645017 24 23.8185424 Root MSE = 4.6714 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .9849611 .9351451 1.05 0.304 -.9544112 2.924333 x2 | -.2956885 .8701136 -0.34 0.737 -2.100194 1.508817 _cons | 1.320009 2.028074 0.65 0.522 -2.885958 5.525977 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 1 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 9.02 Model | 395.6339 2 197.81695 Prob > F = 0.0014 Residual | 482.529887 22 21.9331767 R-squared = 0.4505 -------------+------------------------------ Adj R-squared = 0.4006 Total | 878.163787 24 36.5901578 Root MSE = 4.6833 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 2.236178 .8270358 2.70 0.013 .521011 3.951346 x2 | -.689277 .7013023 -0.98 0.336 -2.143689 .7651349 _cons | -3.188428 2.35681 -1.35 0.190 -8.076153 1.699297 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 2 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 4.32 Model | 213.274851 2 106.637425 Prob > F = 0.0261 Residual | 542.454887 22 24.6570403 R-squared = 0.2822 -------------+------------------------------ Adj R-squared = 0.2170 Total | 755.729738 24 31.4887391 Root MSE = 4.9656 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | .2576497 .7197622 0.36 0.724 -1.235046 1.750345 x2 | .6069554 .6485836 0.94 0.360 -.7381247 1.952036 _cons | -.0433813 1.607988 -0.03 0.979 -3.378145 3.291383 ------------------------------------------------------------------------------ _______________________________________________________________________________ -> group = 3 Source | SS df MS Number of obs = 25 -------------+------------------------------ F( 2, 22) = 4.58 Model | 183.448557 2 91.7242785 Prob > F = 0.0218 Residual | 440.937197 22 20.0425999 R-squared = 0.2938 -------------+------------------------------ Adj R-squared = 0.2296 Total | 624.385754 24 26.0160731 Root MSE = 4.4769 ------------------------------------------------------------------------------ y2 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 | 1.25958 .6848345 1.84 0.079 -.1606798 2.67984 x2 | -.3352175 .6993971 -0.48 0.636 -1.785678 1.115243 _cons | .2046181 2.094394 0.10 0.923 -4.138888 4.548124 ------------------------------------------------------------------------------ . twoway (scatter y2 x1) . twoway (scatter y2 x2) . log close log: T:\170\class4.log log type: text closed on: 24 Feb 2005, 11:40:01 ------------------------------------------------------------------------------------------------------