Menggunakan Gretl
Masukkan semua variabel
Model > Simultaneous equation
Ketikkan persamaaannya:
system method=tsls
equation INCOME const EARNS WEALTH ED SIZE
equation WEALTH const INCOME SAVING
end system equation
Pada estimator: klik Two-Stage least Square (tsls)
Equation system, Two-Stage Least Squares
Equation 1: TSLS, using observations 1950-2049 (T = 100)
Dependent variable: INCOME
Instruments: const EARNS ED SIZE SAVING
coefficient std. error z p-value
----------------------------------------------------------
const 3,89471 1,57515 2,473 0,0134 **
EARNS 0,884186 0,343653 2,573 0,0101 **
WEALTH 0,0393560 0,153197 0,2569 0,7973
ED -0,000796439 0,110176 -0,007229 0,9942
SIZE -0,330206 0,287204 -1,150 0,2503
Mean dependent var 9,941240 S.D. dependent var 5,583998
Sum squared resid 579,6395 S.E. of regression 2,470115
R-squared 0,812249 Adjusted R-squared 0,804343
Equation 2: TSLS, using observations 1950-2049 (T = 100)
Dependent variable: WEALTH
Instruments: const EARNS ED SIZE SAVING
coefficient std. error z p-value
--------------------------------------------------------
const -9,62304 2,87868 -3,343 0,0008 ***
INCOME 2,31511 0,280015 8,268 1,36e-016 ***
SAVING -0,427895 0,320115 -1,337 0,1813
Mean dependent var 12,63536 S.D. dependent var 16,81237
Sum squared resid 15238,64 S.E. of regression 12,53393
R-squared 0,458614 Adjusted R-squared 0,447451
Cross-equation VCV for residuals
(correlations above the diagonal)
5,7964 (-0,352)
-10,471 152,39
log determinant = 6,65111
Breusch-Pagan test for diagonal covariance matrix:
Chi-square(1) = 12,4136 [0,0004]
Hasil dan intrepetasi sama dengan software eviews
0 komentar:
Posting Komentar