Описательные данные
. sum
Variable |
Obs |
Mean |
Std. Dev. |
Min |
Max |
|
|
|
|
|
|
price |
763 |
277400.7 |
59191.17 |
174304 |
399583 |
totsp |
763 |
50.69528 |
7.042669 |
34 |
75 |
livesp |
763 |
30.62726 |
3.590044 |
20 |
50 |
kitsp |
763 |
8.130799 |
1.855631 |
5 |
15 |
dist |
763 |
11.87169 |
3.733502 |
3.5 |
20.5 |
|
|
|
|
|
|
metrdist |
763 |
9.406291 |
4.406219 |
1 |
30 |
walk |
763 |
.6330275 |
.4822951 |
0 |
1 |
brick |
763 |
.3591088 |
.4800538 |
0 |
1 |
tel |
763 |
.8558322 |
.3514902 |
0 |
1 |
bal |
763 |
.7758847 |
.4172719 |
0 |
1 |
|
|
|
|
|
|
floor |
763 |
.757536 |
.4288546 |
0 |
1 |
new |
763 |
.0222805 |
.147691 |
0 |
1 |
floors |
763 |
11.90826 |
5.466382 |
3 |
30 |
nfloor |
763 |
6.165138 |
4.53554 |
1 |
23 |
floor1 |
763 |
.1310616 |
.3376891 |
0 |
1 |
|
|
|
|
|
|
floor2 |
763 |
.1114024 |
.3148361 |
0 |
1 |
sw |
763 |
.3748362 |
.4843981 |
0 |
1 |
w |
763 |
.4665793 |
.499209 |
0 |
1 |
nw |
763 |
.1585845 |
.3655278 |
0 |
1 |
h13 |
763 |
.0445609 |
.2064731 |
0 |
1 |
|
|
|
|
|
|
f13 |
763 |
.0353866 |
.1848762 |
0 |
1 |
h7 |
763 |
.0629096 |
.2429595 |
0 |
1 |
f7 |
763 |
.0576671 |
.2332658 |
0 |
1 |
h3 |
763 |
.0707733 |
.2566139 |
0 |
1 |
f3 |
763 |
.0629096 |
.2429595 |
0 |
1 |
|
|
|
|
|
|
priceperm |
763 |
5469.564 |
866.2971 |
3514.118 |
7966.089 |
Добавляем логарифмы значимых переменных
. gen lnpriceperm=ln(priceperm)
. gen lntotsp=ln(totsp)
. gen lnkitsp=ln(kitsp)
. gen lndist=ln(dist)
. gen lnmetrdist=ln(metrdist)
. gen lnfloors=ln(floors)
. gen lnnfloor=ln(nfloor)
Строим логарифмическую модель
. reg lnpriceperm 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 |
9.11274569 |
12 .759395474 |
Prob > F |
= 0.0000 |
|
|
Residual |
9.7214236 |
750 .012961898 |
R-squared |
= 0.4838 |
|
|
|
|
Adj R-squared |
= 0.4756 |
|
|
|
Total |
18.8341693 |
762 .024716758 |
Root MSE |
= .11385 |
|
|
|
|
|
|
|
|
|
lnpriceperm |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
lntotsp |
-.1994131 |
.0491942 -4.05 |
0.000 |
-.2959878 |
-.1028384 |
|
lnkitsp |
.1488611 |
.0338481 4.40 |
0.000 |
.0824127 |
.2153094 |
|
lndist |
-.2114004 |
.0131866 -16.03 |
0.000 |
-.2372874 |
-.1855133 |
|
lnmetrdist |
-.038846 |
.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 |
.003677 |
.0499817 |
|
floor |
.0569536 |
.0105399 5.40 |
0.000 |
.0362624 |
.0776448 |
|
new |
-.0656276 |
.0283623 -2.31 |
0.021 |
-.1213065 |
-.0099488 |
|
sw |
.0445313 |
.0087298 5.10 |
0.000 |
.0273935 |
.0616691 |
|
_cons |
9.227774 |
.1493441 61.79 |
0.000 |
8.934591 |
9.520956 |
|
|
|
|
|
|
|
|
Делаем РЕ-тест МакКиннона
. predict priceperm_hat
(option xb assumed; fitted values)
. g lg_priceperm_hat=log(priceperm_hat)
. predict lgpriceperm_hat
(option xb assumed; fitted values)
. g exp_lnpriceperm_hat=exp(lgpriceperm_hat)
Добавляем переменные для двух моделей, чтобы понять уровень значимости необъяснённых данных в каждой из моделей
. . g d_lnpriceperm_hat= lg_priceperm_hat- lgpriceperm_hat
. . g d_priceperm_hat= priceperm_hat- exp_lnpriceperm_hat
Строим модели, включая новые переменные
. . reg lnpriceperm totsp kitsp dist metrdist walk brick tel floor new floors nfloor sw d_priceperm_hat
Source |
SS |
df MS |
Number of obs |
= 763 |
|
|
|
|
F( 13, 749) |
= 56.78 |
|
|
|
Model |
9.34801688 |
13 .719078222 |
Prob > F |
= 0.0000 |
|
|
Residual |
9.48615241 |
749 .01266509 |
R-squared |
= 0.4963 |
|
|
|
|
Adj R-squared |
= 0.4876 |
|
|
|
Total |
18.8341693 |
762 .024716758 |
Root MSE |
= .11254 |
|
|
|
|
|
|
|
|
|
lnpriceperm |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
totsp |
-.0040325 |
.0009567 -4.22 |
0.000 |
-.0059106 |
-.0021545 |
|
kitsp |
.0211111 |
.0039226 5.38 |
0.000 |
.0134104 |
.0288117 |
|
dist |
-.0205492 |
.0012446 -16.51 |
0.000 |
-.0229925 |
-.0181058 |
|
metrdist |
-.0062592 |
.0010011 -6.25 |
0.000 |
-.0082246 |
-.0042939 |
|
walk |
.0945092 |
.0090207 10.48 |
0.000 |
.0768004 |
.1122179 |
|
brick |
.0431358 |
.0100682 4.28 |
0.000 |
.0233706 |
.062901 |
|
tel |
.0234605 |
.0117022 2.00 |
0.045 |
.0004875 |
.0464334 |
|
floor |
.0740622 |
.0099061 7.48 |
0.000 |
.0546151 |
.0935092 |
|
new |
-.0720445 |
.0281432 -2.56 |
0.011 |
-.1272934 |
-.0167956 |
|
floors |
.0073291 |
.0011264 6.51 |
0.000 |
.0051178 |
.0095404 |
|
nfloor |
.0044789 |
.0010529 4.25 |
0.000 |
.0024119 |
.0065458 |
|
sw |
.0430066 |
.0086524 4.97 |
0.000 |
.0260209 |
.0599924 |
|
d_priceper~t |
-.0000824 |
.0000996 -0.83 |
0.408 |
-.000278 |
.0001131 |
|
_cons |
8.652102 |
.0370245 233.69 |
0.000 |
8.579418 |
8.724786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
. . reg priceperm totsp kitsp dist metrdist walk brick tel floor new floors nfloor sw d_lnpriceperm_hat
Source |
SS |
df MS |
Number of obs |
= 763 |
|
|
|
|
F( 13, 749) |
= 56.41 |
|
|
|
Model |
282901006 |
13 21761615.9 |
Prob > F |
= 0.0000 |
|
|
Residual |
288957673 |
749 385791.286 |
R-squared |
= 0.4947 |
|
|
|
|
Adj R-squared |
= 0.4859 |
|
|
|
Total |
571858679 |
762 750470.708 |
Root MSE |
= 621.12 |
|
|
|
|
|
|
|
|
|
priceperm |
Coef. |
Std. Err. t |
P>t |
[95% Conf. |
Interval] |
|
|
|
|
|
|
|
|
totsp |
-23.3354 |
5.288962 -4.41 |
0.000 |
-33.71835 |
-12.95245 |
|
kitsp |
123.0898 |
21.67707 5.68 |
0.000 |
80.53472 |
165.6448 |
|
dist |
-117.8863 |
6.889341 -17.11 |
0.000 |
-131.411 |
-104.3616 |
|
metrdist |
-29.3464 |
5.494344 -5.34 |
0.000 |
-40.13254 |
-18.56025 |
|
walk |
516.8712 |
49.80302 10.38 |
0.000 |
419.1011 |
614.6413 |
|
brick |
234.4734 |
55.54383 4.22 |
0.000 |
125.4333 |
343.5135 |
|
tel |
147.1764 |
64.59951 2.28 |
0.023 |
20.35872 |
273.994 |
|
floor |
382.1324 |
54.60936 7.00 |
0.000 |
274.9268 |
489.338 |
|
new |
-416.482 |
155.3343 -2.68 |
0.007 |
-721.4244 |
-111.5396 |
|
floors |
40.33897 |
6.217911 6.49 |
0.000 |
28.13236 |
52.54558 |
|
nfloor |
27.59376 |
5.802338 4.76 |
0.000 |
16.20298 |
38.98454 |
|
sw |
237.472 |
47.73568 4.97 |
0.000 |
143.7603 |
331.1836 |
|
d_lnpricep~t |
-7856.148 |
2809.727 -2.80 |
0.005 |
-13372.02 |
-2340.271 |
|
_cons |
5818.423 |
204.7128 28.42 |
0.000 |
5416.544 |
6220.302 |
|
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Вывод: не следует использовать линейную модель, так как она уступает в объясняющей силе полулогарифмической
Выполняем тест Бокса-Кокса для сравне6ния логарифмической и линейной моделей
. . means priceperm
Variable |
Type |
Obs |
Mean |
[95% Conf. |
Interval] |
|
|
|
|
|
|
priceperm |
Arithmetic |
763 |
5469.564 |
5407.998 |
5531.13 |
Geometric |
763 |
5402.319 |
5342.295 |
5463.018 |
|
Harmonic |
763 |
5336.337 |
5277.501 |
5396.5 |
|
|
|
|
|
|
|
. . g priceperm_star=priceperm/5402.319
. . g lgpriceperm_star=log(priceperm_star)