ANEXOS
115
Cameron &Trivedi’s decomposition of IM-test
Source
|
Chi2
df
p
----------------------------- + -----------------------------------------------------------
Heteroskedasticity
|
4.77
2
0.0922
Skewness
|
2.993
1
0.0839
Kurtosis
+ 2.98
1
0.0845
-------------------------------------------------------------------------------------------------
Total
|
10.73
4
0.0298
-------------------------------------------------------------------------------------------------
Linear regression
Number of obs
= 48
F( 1, 46)
= 41.71
Prob > F
=
0.0000
R-squared
=
0.3984
Root MSE
=
4393.5
----------------------------------------------------------------------------------------------------------------------------------------------
|
Robust
[95% Conf. Interval]
PAlB
|
Coef
Std. Err.
t
P>|t|
------------------- + -------------------------------------------------------------------------------------------------------------------
AAlB
|
2.271051
.35163
6.46
0.000
1.563256 2.978845
_cons
|
1168.772
788.0006
1.48
0.145
-417.3906 2754.935
----------------------------------------------------------------------------------------------------------------------------------------------
