exercício

ModeloEquaes nas Formas ReduzidasY=a0+a1I+a2X+uY = P0 + P1X + P2A + P3C + wI=b0+b1Y+b2A+b3C+vI = P4 + P5X + P6A + P7C + za)Identificar as variveis endgenas e exgenasb)Verificar o status de identificao de cada equaoc)Estimar as equaes identificadas e superidentificadas, se houver, utilizando o mtodo mais adequado e a tabelad)Mostrar como so calculadas as estatsticas de avaliao no caso do mtodo dos mnimos quadrados de dois estgiose)Teste o vis de simultaneidadea)Variveis Endgenas: Y e IVariveis Predeterminadas: X, A e Cb)Identificao das EquaesM=2K=3condio de ordem (necessria mas no suficiente)eq.1YIXACK-k m-11aa01a1a200m=2k=12 > 1Superidentificada2ab0b110b2b3m=2k=21 = 1Exatamente Identificadacondio de posto (necessaria e suficiente)1a Eq.b2 02a Eq.a2 0b3 0IdentificadaIdentificada

DadosanoYIXACYpredIpred198884.3119.944.736.883.983.0612888805122.1092529858198990128.651.721.990.590.0629540783127.8545789828199098.3141.670.5-56.798.897.6792619303121.5634168056Variveis Endgenas: Y e I199194133.469.892.592.692.5111557432117.1472009683Variveis Predeterminadas: X, A, C199294.6122.856.684.695.996.7551950821137.3372460671199391.393.181.696.594.393.9633496072108.65696187041 Estgio Dos Mnimos Quadrados de 2 Estgios19949690.9101.262.796.795.393613149591.55037309481995104109.198.8137.3103.3103.9239940291111.74464825671996111.9132.977.3-71.6111.6111.7352156551140.4748683071997115.9159.484.4373.1110.1115.2139718447153.2614526615980.3C)RESUMO DOS RESULTADOSRESUMO DOS RESULTADOSEstatstica de regressoEstatstica de regressoR mltiplo0.9904136508R mltiplo0.8342500069R-Quadrado0.9809191997R-Quadrado0.695973074R-quadrado ajustado0.9713787995R-quadrado ajustado0.5439596109Erro padro1.6708235907Erro padro14.2996662107Observaes10Observaes10ANOVAANOVAglSQMQFF de significaoglSQMQFF de significaoRegresso3861.0910911717287.0303637239102.81740635120.0000150871Regresso32808.5582775703936.18609252344.57836470630.0539734365Resduo616.74990882832.7916514714Resduo61226.8827224297204.4804537383Total9877.841Total94035.441CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95,0%Superior 95,0%CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95,0%Superior 95,0%Interseo-10.72888371486.7640802984-1.58615558090.1637992495-27.28000406315.8222366334-27.28000406315.8222366334Interseo-8.759872246957.8900675246-0.15131908840.8846835141-150.4118681281132.8921236342-150.4118681281132.8921236342Varivel X 1-0.04483676160.0374503121-1.19723332530.27636621-0.13647444110.0468009178-0.13647444110.0468009178Varivel X 1-1.03838047420.3205167589-3.2397072710.0176933913-1.8226573034-0.2541036449-1.8226573034-0.2541036449Varivel X 20.01237150970.00478433892.58583473740.04144317940.00066464560.02407837390.00066464560.0240783739Varivel X 20.0523818180.04094654271.27927328060.2480436898-0.04781083580.1525744717-0.04781083580.1525744717Varivel X 31.13634212490.081497039513.94335466090.00000848080.93692590741.33575834240.93692590741.3357583424Varivel X 32.09007248540.69748863242.99656852910.02411477280.38337803653.79676693430.38337803653.7967669343RESULTADOS DE RESDUOSRESULTADOS DE RESDUOSObservaoY previstoResduosObservaoI previstoResduos183.06128888051.23871111951122.1092529858-2.2092529858290.0629540783-0.06295407832127.85457898280.7454210172397.67926193030.62073806973121.563416805620.0365831944492.51115574321.48884425684117.147200968316.2527990317596.7551950821-2.15519508215137.3372460671-14.5372460671693.9633496072-2.66334960726108.6569618704-15.5569618704795.39361314950.6063868505791.5503730948-0.65037309488103.92399402910.07600597098111.7446482567-2.64464825679111.73521565510.16478434499140.474868307-7.57486830710115.21397184470.686028155310153.26145266156.13854733852 Estgio Dos Mnimos Quadrados de 2 EstgiosIY previstoACYXRESUMO DOS RESULTADOS119.983.061288880536.883.9RESUMO DOS RESULTADOS84.344.7122.1092529858128.690.062954078321.990.59051.7127.8545789828Estatstica de regresso141.697.6792619303-56.798.8Estatstica de regresso98.370.5121.5634168056R mltiplo0.976092716133.492.511155743292.592.6R mltiplo0.83425000699469.8117.1472009683R-Quadrado0.9527569902122.896.755195082184.695.9R-Quadrado0.69597307494.656.6137.3372460671R-quadrado ajustado0.939258987493.193.963349607296.594.3R-quadrado ajustado0.543959610991.381.6108.6569618704Erro padro2.434039880490.995.393613149562.796.7Erro padro14.299666210796101.291.5503730948Observaes10109.1103.9239940291137.3103.3Observaes1010498.8111.7446482567132.9111.7352156551-71.6111.6111.977.3140.474868307ANOVA159.4115.2139718447373.1110.1ANOVA115.984.4153.2614526615glSQMQFF de significaoglSQMQFF de significaoRegresso2836.3691490249418.184574512570.58503425240.0000229183Regresso32808.5582775703936.18609252344.57836470630.0539734365Resduo741.47185097515.9245501393Resduo61226.8827224297204.4804537383Total9877.841Total94035.441CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95,0%Superior 95,0%CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95,0%Superior 95,0%Interseo3.51529993898.15830163140.4308862430.6795082493-15.776004149722.8066040276-15.776004149722.8066040276Interseo239.711760217182.9826344292.88869788080.027740688136.6604201001442.763100334136.6604201001442.7631003341Varivel X 10.46684604540.046590371510.02022586460.00002111110.35667740190.57701468890.35667740190.5770146889Varivel X 123.15913184147.14852605633.2397072710.01769339135.667305924140.65095775875.667305924140.6509577587Varivel X 20.48816124350.04987839999.78702693170.0000246520.37021765370.60610483320.37021765370.6061048332Varivel X 2-0.23413160740.0900725245-2.59936766160.0406967999-0.4545312962-0.0137319185-0.4545312962-0.0137319185Varivel X 3-24.22662460297.7529004731-3.12484658960.0204583044-43.1973025248-5.255946681-43.1973025248-5.255946681RESULTADOS DE RESDUOSRESULTADOS DE RESDUOSObservaoY previstoResduos183.99232294420.3076770558ObservaoY previstoResduos290.0648907447-0.06489074471122.1092529856-2.2092529856395.77049484672.52950515332127.85457898260.7454210174493.28787720040.71212279963121.563416805620.0365831944596.9815069224-2.38150692244117.147200968416.2527990316694.6520548605-3.35205486055137.3372460669-14.5372460669795.45146370190.54853629816108.6569618706-15.55696187068104.1890956669-0.1890956669791.5503730952-0.65037309529108.1768856363.72311436410156.16722446128111.744648257-2.64464825710117.7334074765-1.83340747659140.4748683068-7.574868306810153.26145266146.1385473386Quadro de Anlise de Varincias32.4356Varincia ResidualY^YInterceptoXIntercepto111111111184.382.91385125951.38614874051.92140833081122.109252985844.7122.1092529858127.8545789828121.5634168056117.1472009683137.3372460671108.656961870491.5503730948111.7446482567140.474868307153.26145266159090.4287763954-0.42877639540.18384919721127.854578982851.7X44.751.770.569.856.681.6101.298.877.384.498.3105.5515782137-7.251578213752.58538658941121.563416805670.594101.2218637855-7.221863785552.15531653621117.147200968369.894.689.88498680564.715013194422.2313494231137.337246067156.6101231.7736.691.387.05774900934.242250990717.99669346831108.656961870481.61231.7154517.04727757189554.49695.13397676320.86602323680.7499962467191.5503730948101.2736.689554.457476.92104102.89808088541.10191911461.21422573511111.744648256798.8X.X'111.9104.47912850417.420871495955.06933375791140.47486830777.311.2342513682-0.0629898218-0.0458294193364.3896836772-2.0431126624-1.4865047116115.9120.7300083783-4.830008378323.32898093441153.261452661584.4-0.06298982180.0004199230.0001529719-2.04311266240.0136204540.0049617343227.4365402191-0.04582941930.00015297190.0003663844-1.48650471160.00496173430.0118838977X.X'(-1)X.X'(-1).Var. Residual

Y=a0+a1I+a2X+u MQOanoYIXACRESUMO DOS RESULTADOS198884.3119.944.736.883.9198990128.651.721.990.5Estatstica de regresso199098.3141.670.5-56.798.8R mltiplo0.9037114416199194133.469.892.592.6R-Quadrado0.8166943696199294.6122.856.684.695.9R-quadrado ajustado0.7643213323199391.393.181.696.594.3Erro padro4.794538528419949690.9101.262.796.7Observaes101995104109.198.8137.3103.31996111.9132.977.3-71.6111.6ANOVA1997115.9159.484.4373.1110.1glSQMQFF de significaoRegresso2716.9278020968358.463901048415.59379429430.0026370315Resduo7160.913197903222.9875997005Total9877.841CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo23.882819511113.57922694671.7587760780.1220201327-8.226949836155.9925888583-8.226949836155.9925888583Varivel X 10.35238074150.07981732934.41484004060.00310058880.16364274890.5411187340.16364274890.541118734Varivel X 20.41738317350.08936853394.67035941130.00228652890.20606017090.62870617610.20606017090.6287061761RESULTADOS DE RESDUOSObservaoY previstoResduos184.7902982698-0.4902982698290.7776929353-0.77769293533103.2054462368-4.90544623684100.0237559353-6.0237559353590.77906218513.8209378149690.7479335020.552066498798.1534060721-2.15340607218103.56501595030.43498404979102.97793936618.922060633910115.27944954710.6205504529

Y=a0+a1I+a2X+u MQO0000000000

Varivel X 1ResduosVarivel X 1 Plotagem de resduos

I=b0+b1Y+b2A+b3C+v MQO0000000000


Efr1 Y=P0+P1X+P2A+P3C+wanoIYACXRESUMO DOS RESULTADOS1988119.984.336.883.944.71989128.69021.990.551.7Estatstica de regresso1990141.698.3-56.798.870.5R mltiplo0.80606499191991133.49492.592.669.8R-Quadrado0.64974077111992122.894.684.695.956.6R-quadrado ajustado0.4746111567199393.191.396.594.381.6Erro padro15.3484551496199490.99662.796.7101.2Observaes101995109.1104137.3103.398.81996132.9111.9-71.6111.677.3ANOVA1997159.4115.9373.1110.184.4glSQMQFF de significaoRegresso32621.9905471273873.99684904243.71005653830.0806298338Resduo61413.4504528727235.5750754788Total94035.441CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo124.274215334866.54603600571.86749238260.1110642315-38.5580685006287.1064991702-38.5580685006287.1064991702Varivel X 19.71762500183.36931227922.88415682390.02790573061.473214871417.96203513211.473214871417.9620351321Varivel X 2-0.08256181370.0574842418-1.43625124140.2009515442-0.2232206860.0580970586-0.2232206860.0580970586Varivel X 3-9.68913895593.6963001818-2.62130738290.0395169575-18.7336596587-0.6446182531-18.7336596587-0.6446182531RESULTADOS DE RESDUOSObservaoY previstoResduos1127.5129698413-7.61296984132120.18528626638.41471373373126.911079001814.68892099824132.87973042060.52026957945107.388385195215.4116148048689.84035943613.25964056397115.0498527525-24.14985275258122.6834243576-13.58342435769136.2799714142-3.379971414210152.96894131436.4310586857

Efr1 Y=P0+P1X+P2A+P3C+w-7.61296984138.414713733714.68892099820.520269579415.41161480483.2596405639-24.1498527525-13.5834243576-3.37997141426.4310586857


Efr2 I=P4+P5X+P6A+P7C+z-7.61296984138.414713733714.68892099820.520269579415.41161480483.2596405639-24.1498527525-13.5834243576-3.37997141426.4310586857


2 estgio 1eq.-7.61296984138.414713733714.68892099820.520269579415.41161480483.2596405639-24.1498527525-13.5834243576-3.37997141426.4310586857


2 estgio 2eq.anoYIXACRESUMO DOS RESULTADOS198884.3119.944.736.883.9198990128.651.721.990.5Estatstica de regresso199098.3141.670.5-56.798.8R mltiplo0.9904136508199194133.469.892.592.6R-Quadrado0.9809191997199294.6122.856.684.695.9R-quadrado ajustado0.9713787995199391.393.181.696.594.3Erro padro1.670823590719949690.9101.262.796.7Observaes101995104109.198.8137.3103.31996111.9132.977.3-71.6111.6ANOVA1997115.9159.484.4373.1110.1glSQMQFF de significaoRegresso3861.0910911717287.0303637239102.81740635120.0000150871Resduo616.74990882832.7916514714Total9877.841CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo-10.72888371486.7640802984-1.58615558090.1637992495-27.27999192725.8222244976-27.27999192725.8222244976Varivel X 1-0.04483676160.0374503121-1.19723332530.27636621-0.13647437390.0468008506-0.13647437390.0468008506Varivel X 20.01237150970.00478433892.58583473740.04144317940.00066465420.02407836530.00066465420.0240783653Varivel X 31.13634212490.081497039513.94335466090.00000848080.93692605361.33575819620.93692605361.3357581962RESULTADOS DE RESDUOSObservaoY previstoResduos183.06128888051.2387111195290.0629540783-0.0629540783397.67926193030.6207380697492.51115574321.4888442568596.7551950821-2.1551950821693.9633496072-2.6633496072795.39361314950.60638685058103.92399402910.07600597099111.73521565510.164784344910115.21397184470.6860281553

2 estgio 2eq.




anoYIXACRESUMO DOS RESULTADOS198884.3119.944.736.883.9198990128.651.721.990.5Estatstica de regresso199098.3141.670.5-56.798.8R mltiplo0.8342500069199194133.469.892.592.6R-Quadrado0.695973074199294.6122.856.684.695.9R-quadrado ajustado0.5439596109199391.393.181.696.594.3Erro padro14.299666210719949690.9101.262.796.7Observaes101995104109.198.8137.3103.31996111.9132.977.3-71.6111.6ANOVA1997115.9159.484.4373.1110.1glSQMQFF de significaoRegresso32808.5582775703936.18609252344.57836470630.0539734365Resduo61226.8827224297204.4804537383Total94035.441CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo-8.759872246957.8900675246-0.15131908840.8846835141-150.4117642638132.8920197699-150.4117642638132.8920197699Varivel X 1-1.03838047420.3205167589-3.2397072710.0176933913-1.8226567284-0.2541042199-1.8226567284-0.2541042199Varivel X 20.0523818180.04094654271.27927328060.2480436898-0.04781076240.1525743983-0.04781076240.1525743983Varivel X 32.09007248540.69748863242.99656852910.02411477280.38337928793.79676568290.38337928793.7967656829RESULTADOS DE RESDUOSObservaoY previstoResduos1122.1092529858-2.20925298582127.85457898280.74542101723121.563416805620.03658319444117.147200968316.25279903175137.3372460671-14.53724606716108.6569618704-15.5569618704791.5503730948-0.65037309488111.7446482567-2.64464825679140.474868307-7.57486830710153.26145266156.1385473385

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anoYIACYpredIpredXRESUMO DOS RESULTADOS198884.3119.936.883.983.0612888805122.109252985844.7198990128.621.990.590.0629540783127.854578982851.7Estatstica de regresso199098.3141.6-56.798.897.6792619303121.563416805670.5R mltiplo0.976092716199194133.492.592.692.5111557432117.147200968369.8R-Quadrado0.9527569902199294.6122.884.695.996.7551950821137.337246067156.6R-quadrado ajustado0.9392589874199391.393.196.594.393.9633496072108.656961870481.6Erro padro2.434039880419949690.962.796.795.393613149591.5503730948101.2Observaes101995104109.1137.3103.3103.9239940291111.744648256798.81996111.9132.9-71.6111.6111.7352156551140.47486830777.3ANOVA1997115.9159.4373.1110.1115.2139718447153.261452661584.4glSQMQFF de significaoRegresso2836.3691490249418.184574512570.58503425240.0000229183Resduo741.47185097515.9245501393Total9877.841CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo3.515308.15830163140.4308862430.6795082493-15.776017945122.806617823-15.776017945122.806617823Varivel X 10.488160.04987839999.78702693170.0000246520.37021756940.60610491760.37021756940.6061049176Varivel X 20.466850.046590371510.02022586460.00002111110.35667732310.57701476770.35667732310.5770147677RESULTADOS DE RESDUOSObservaoY previstoResduos183.99232294420.3076770558290.0648907447-0.0648907447395.77049484672.5295051533493.28787720040.7121227996596.9815069224-2.3815069224694.6520548605-3.3520548605795.45146370190.54853629818104.1890956669-0.18909566699108.1768856363.72311436410117.7334074765-1.8334074765

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anoYIXYpredACIpredRESUMO DOS RESULTADOS198884.3119.944.783.061288880536.883.9122.1092529858198990128.651.790.062954078321.990.5127.8545789828Estatstica de regresso199098.3141.670.597.6792619303-56.798.8121.5634168056R mltiplo0.8342500069199194133.469.892.511155743292.592.6117.1472009683R-Quadrado0.695973074199294.6122.856.696.755195082184.695.9137.3372460671R-quadrado ajustado0.5439596109199391.393.181.693.963349607296.594.3108.6569618704Erro padro14.299666210719949690.9101.295.393613149562.796.791.5503730948Observaes101995104109.198.8103.9239940291137.3103.3111.74464825671996111.9132.977.3111.7352156551-71.6111.6140.474868307ANOVA1997115.9159.484.4115.2139718447373.1110.1153.2614526615glSQMQFF de significaoRegresso32808.5582775703936.18609252344.57836470630.0539734365Resduo61226.8827224297204.4804537383Total94035.441CoeficientesErro padroStat tvalor-P95% inferiores95% superioresInferior 95.0%Superior 95.0%Interseo239.7117682.98263442942.88869788080.027740688136.6605689867442.762951453536.6605689867442.7629514535Varivel X 123.159137.14852605633.2397072710.01769339135.6673187540.65094493365.6673187540.6509449336Varivel X 2-0.234130.0900725245-2.59936766160.0406967999-0.4545311346-0.0137320801-0.4545311346-0.0137320801Varivel X 3-24.226627.7529004732-3.12484658960.0204583044-43.1972886153-5.2559605912-43.1972886153-5.2559605912RESULTADOS DE RESDUOSObservaoY previstoResduos1122.1092529858-2.20925298582127.85457898280.74542101723121.563416805620.03658319444117.147200968316.25279903175137.3372460671-14.53724606716108.6569618704-15.5569618704791.5503730948-0.65037309488111.7446482567-2.64464825679140.474868307-7.57486830710153.26145266156.1385473385

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exercício

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