Строим модели с новыми зависимыми переменными
. . reg priceperm_star totsp kitsp dist metrdist walk brick tel floor new floors nfloor sw
Source |
SS |
df MS |
Number of obs |
= 763 |
|
|
|
|
F( 12, 750) |
= 59.91 |
|
|
|
Model |
9.59000974 |
12 .799167479 |
Prob > F |
= 0.0000 |
|
|
Residual |
10.004223 |
750 .013338964 |
R-squared |
= 0.4894 |
|
|
|
|
Adj R-squared |
= 0.4813 |
|
|
|
Total |
19.5942328 |
762 .025714216 |
Root MSE |
= .11549 |
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|
priceperm_~r |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
totsp |
-.0040999 |
.0009803 -4.18 |
0.000 |
-.0060243 |
-.0021754 |
|
kitsp |
.0216728 |
.0040109 5.40 |
0.000 |
.0137988 |
.0295467 |
|
dist |
-.0209141 |
.0012389 -16.88 |
0.000 |
-.0233462 |
-.0184821 |
|
metrdist |
-.0058656 |
.0010097 -5.81 |
0.000 |
-.0078478 |
-.0038835 |
|
walk |
.0948849 |
.0092563 10.25 |
0.000 |
.0767136 |
.1130561 |
|
brick |
.0451822 |
.0103083 4.38 |
0.000 |
.0249456 |
.0654187 |
|
tel |
.0242942 |
.0119652 2.03 |
0.043 |
.0008051 |
.0477834 |
|
floor |
.0724951 |
.0101346 7.15 |
0.000 |
.0525995 |
.0923907 |
|
new |
-.0747356 |
.0288712 -2.59 |
0.010 |
-.1314136 |
-.0180575 |
|
floors |
.007405 |
.001156 6.41 |
0.000 |
.0051356 |
.0096743 |
|
nfloor |
.0047846 |
.0010727 4.46 |
0.000 |
.0026789 |
.0068904 |
|
sw |
.0433601 |
.0088736 4.89 |
0.000 |
.02594 |
.0607802 |
|
_cons |
1.063269 |
.0377433 28.17 |
0.000 |
.9891742 |
1.137364 |
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. reg lgpriceperm_star lntotsp lnkitsp lndist lnmetrdist lnfloors lnnfloor walk brick tel floor new sw
Source |
SS |
df MS |
Number of obs |
= 763 |
|
|
|
|
F( 12, 750) |
= 58.59 |
|
|
|
Model |
9.112745 |
12 .759395416 |
Prob > F |
= 0.0000 |
|
|
Residual |
9.72142331 |
750 .012961898 |
R-squared |
= 0.4838 |
|
|
|
|
Adj R-squared |
= 0.4756 |
|
|
|
Total |
18.8341683 |
762 .024716756 |
Root MSE |
= .11385 |
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|
lgpriceper~r |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
lntotsp |
-.1994132 |
.0491942 -4.05 |
0.000 |
-.2959879 |
-.1028385 |
|
lnkitsp |
.1488611 |
.0338481 4.40 |
0.000 |
.0824127 |
.2153094 |
|
lndist |
-.2114004 |
.0131866 -16.03 |
0.000 |
-.2372874 |
-.1855133 |
|
lnmetrdist |
-.0388459 |
.008135 -4.78 |
0.000 |
-.0548159 |
-.022876 |
|
lnfloors |
.0979816 |
.0127182 7.70 |
0.000 |
.0730141 |
.122949 |
|
lnnfloor |
.0251988 |
.005752 4.38 |
0.000 |
.0139068 |
.0364908 |
|
walk |
.0992604 |
.0090582 10.96 |
0.000 |
.0814781 |
.1170428 |
|
brick |
.055766 |
.0103708 5.38 |
0.000 |
.0354067 |
.0761253 |
|
tel |
.0268293 |
.0117936 2.27 |
0.023 |
.0036769 |
.0499816 |
|
floor |
.0569536 |
.0105399 5.40 |
0.000 |
.0362624 |
.0776448 |
|
new |
-.0656276 |
.0283623 -2.31 |
0.021 |
-.1213064 |
-.0099487 |
|
sw |
.0445313 |
.0087298 5.10 |
0.000 |
.0273935 |
.0616691 |
|
_cons |
.6331904 |
.1493441 4.24 |
0.000 |
.3400082 |
.9263725 |
|
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Сравниваем RSS в обоих моделях:
Χ2 = n/2 * ln(RSSmax/RSSmin) ~ Χ21
Χ2 = 763/2 * ln(10/9,7) ~ Χ21
11,62 ~ Χ21
0,00065. На 1% уровне значимости больше подходит логарифмическая модель.
Сравнивая R2adj в логарифмической и полулогарифмической моделях, а также Root MSE в обоих моделях, приходим к выводу о том, что полулогарифмическая модель обладает самой высокой описательной способностью.
. reg lnpriceperm totsp kitsp dist metrdist walk brick tel floor new floors nfloor sw
Source |
SS |
df MS |
Number of obs |
= 763 |
|
|
|
|
F( 12, 750) |
= 61.48 |
|
|
|
Model |
9.33934623 |
12 .778278852 |
Prob > F |
= 0.0000 |
|
|
Residual |
9.49482307 |
750 .012659764 |
R-squared |
= 0.4959 |
|
|
|
|
Adj R-squared |
= 0.4878 |
|
|
|
Total |
18.8341693 |
762 .024716758 |
Root MSE |
= .11252 |
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|
lnpriceperm |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
totsp |
-.0039887 |
.000955 -4.18 |
0.000 |
-.0058635 |
-.002114 |
|
kitsp |
.0208337 |
.0039075 5.33 |
0.000 |
.0131629 |
.0285046 |
|
dist |
-.0202985 |
.0012069 -16.82 |
0.000 |
-.0226679 |
-.0179292 |
|
metrdist |
-.0064124 |
.0009837 -6.52 |
0.000 |
-.0083435 |
-.0044814 |
|
walk |
.0943859 |
.0090175 10.47 |
0.000 |
.0766833 |
.1120885 |
|
brick |
.0437063 |
.0100424 4.35 |
0.000 |
.0239917 |
.0634209 |
|
tel |
.0226295 |
.0116565 1.94 |
0.053 |
-.0002538 |
.0455129 |
|
floor |
.0747079 |
.0098732 7.57 |
0.000 |
.0553255 |
.0940904 |
|
new |
-.0714038 |
.0281266 -2.54 |
0.011 |
-.12662 |
-.0161876 |
|
floors |
.007333 |
.0011262 6.51 |
0.000 |
.0051222 |
.0095438 |
|
nfloor |
.0043739 |
.001045 4.19 |
0.000 |
.0023225 |
.0064254 |
|
sw |
.0427449 |
.0086448 4.94 |
0.000 |
.0257741 |
.0597157 |
|
_cons |
8.648569 |
.0367698 235.21 |
0.000 |
8.576385 |
8.720753 |
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