1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 DATA STEP MCMANUS JPE 1985 PAGE 1 Variable # Label Mean Std. Dev. Variance Maximum Minimum N 1 Observation Number 22.5000 12.8452 165.000 44.0000 1.00000 M 2 Murder rate per 100,000 FBI est 1950 5.40364 4.46347 19.9225 19.2500 0.810000 PC 3 # convictions / Number of Murders 1950 0.260500 0.141718 0.200841E-01 0.757000 0.108000 PX 4 Av. # executions 46-50/# convictions 0.603409E-01 0.686291E-01 0.470995E-02 0.400000 0.00000 D1 5 Dummy. 1=> state has capital punish. 0.795455 0.408032 0.166490 1.00000 0.00000 T 6 Median time served convicted murders 136.523 61.6043 3795.09 298.000 34.0000 Y 7 Median family income (49) * 1000 1.78091 0.396079 0.156878 2.39000 0.760000 LF 8 Labor force participation in 1950 in % 53.0659 2.48005 6.15067 58.8000 47.0000 NW 9 Proportion of population nonwhite 0.105591 0.113993 0.129944E-01 0.454000 0.300000E-02 D2 10 Dummy variable. 1 for southern states 0.340909 0.479495 0.229915 1.00000 0.00000 D3 11 0=>d1=0,d3=1,1=>d1=1, 2+>PX GE .1 0.954545 0.608259 0.369979 2.00000 0.00000 CONSTANT 12 1.00000 0.00000 0.00000 1.00000 1.00000 0Data file contains 44 observations on 12 variables. Current missing value code is 0.1000000000000000E+32 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 2 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 5.040034049752287E-16 # of Iterations 26 Log of likelihood function -8.640385522174151 Convergence tolerance 1.000000000000000E-12 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077078 2.7588307 0.47300482E-05 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.77374328E-08 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.44192935E-05 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.27994485E-06 X- 9 NW 42.498082 20.749696 2.0481304 16.954185 0.29068153E-04 X-10 D2 7.0932948 73594.522 0.96383462E-04 2.8297990 0.48517243E-05 At point of means, E(dependent variable) 0.9999998717819869 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30351004414777 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135743586 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776981E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 3 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 3.641943639623860E-15 # of Iterations 24 Log of likelihood function -8.640385522200896 Convergence tolerance 9.999999999999999E-12 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077078 2.7588307 0.79084061E-05 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.12936604E-07 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.73888395E-05 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.46805391E-06 X- 9 NW 42.498082 20.749696 2.0481304 16.954185 0.48600510E-04 X-10 D2 6.7978151 27377.624 0.24829821E-03 2.7119204 0.77739339E-05 At point of means, E(dependent variable) 0.9999997816328070 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30351004409428 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135743574 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776981E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 4 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 2.625879076289789E-14 # of Iterations 22 Log of likelihood function -8.640385522413524 Convergence tolerance 1.000000000000000E-10 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077078 2.7588307 0.13401354E-04 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.21921991E-07 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.12520911E-04 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.79315047E-06 X- 9 NW 42.498082 20.749696 2.0481304 16.954185 0.82357003E-04 X-10 D2 6.4883563 10195.911 0.63636847E-03 2.5884649 0.12573781E-04 At point of means, E(dependent variable) 0.9999996226075817 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30351004366903 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135743479 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776981E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 5 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 1.888239324166057E-13 # of Iterations 20 Log of likelihood function -8.640385524116930 Convergence tolerance 1.000000000000000E-09 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077078 2.7588307 0.23065998E-04 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.37731457E-07 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.21550608E-04 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.13651462E-05 X- 9 NW 42.498082 20.749696 2.0481304 16.954185 0.14175034E-03 X-10 D2 6.1627080 3802.2643 0.16207995E-02 2.4585507 0.20555421E-04 At point of means, E(dependent variable) 0.9999993365873236 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30351004026222 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135742717 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776981E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 6 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 3.619549878762769E-12 # of Iterations 17 Log of likelihood function -8.640385567099766 Convergence tolerance 1.000000000000000E-08 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077078 2.7588307 0.53966819E-04 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.88279149E-07 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.50421306E-04 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.31939914E-05 X- 9 NW 42.498082 20.749696 2.0481304 16.954185 0.33164900E-03 X-10 D2 5.6373634 868.76049 0.64889730E-02 2.2489697 0.43993183E-04 At point of means, E(dependent variable) 0.9999983926158117 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30350995429654 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135723504 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776981E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 7 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 2.587787142446811E-11 # of Iterations 15 Log of likelihood function -8.640385892802943 Convergence tolerance 1.000000000000000E-07 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154026 11.322419 0.61077079 2.7588307 0.97963698E-04 X- 6 T 0.11312245E-01 0.56557373E-02 2.0001361 0.45129069E-02 0.16024943E-06 X- 7 Y 6.4610744 3.1483258 2.0522255 2.5775810 0.91527678E-04 X- 8 LF -0.40928364 0.25721280 -1.5912258 -0.16327962 -0.57979183E-05 X- 9 NW 42.498082 20.749695 2.0481305 16.954185 0.60202848E-03 X-10 D2 5.2564708 325.66228 0.16140865E-01 2.0970165 0.74463246E-04 At point of means, E(dependent variable) 0.9999970050929916 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30350930289019 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502135577907 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.0000000 0.0000000 3 1.0000000 0.99981577 0.18422916E-03 0.0007018 4 1.0000000 0.99452230 0.54776982E-02 0.0156825 5 1.0000000 0.57126592 0.42873408 0.3925599 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 8 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 1.548046118863067E-09 # of Iterations 11 Log of likelihood function -8.640412513547492 Convergence tolerance 1.000000000000000E-05 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 6.9154055 11.322386 0.61077279 2.7588319 0.35711363E-03 X- 6 T 0.11312245E-01 0.56557361E-02 2.0001366 0.45129070E-02 0.58416775E-06 X- 7 Y 6.4610744 3.1483250 2.0522260 2.5775810 0.33365184E-03 X- 8 LF -0.40928369 0.25721235 -1.5912288 -0.16327964 -0.21135534E-04 X- 9 NW 42.498076 20.749605 2.0481390 16.954182 0.21946135E-02 X-10 D2 4.3900449 46.323737 0.94768800E-01 1.7513645 0.22670325E-03 At point of means, E(dependent variable) 0.9999883866763131 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 27.30345606140109 Distributed as Chi squared with DF 5 Significance of Chi squared statistic 0.9999502123677710 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.17985613E-13 0.0000000 3 1.0000000 0.99981577 0.18422956E-03 0.0007018 4 1.0000000 0.99452230 0.54777031E-02 0.0156825 5 1.0000000 0.57126596 0.42873404 0.3925598 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:18 PROBIT STEP MCMANUS JPE 1985 PAGE 9 Multivariate Probit Analysis (June 1995). Equation # 1 The iteration has converged. 1/ Cond of variance covariance of coef 8.159637568708138E-09 # of Iterations 8 Log of likelihood function -9.016657779839504 Convergence tolerance 1.000000000000000E-05 **Summary of results** Partial Derivatives Variable Max Likelihood Est. Std. Error t score At Max Den. At X Mean X-12 CONSTANT 10.267272 10.497241 0.97809244 4.0960256 0.67557499E-02 X- 6 T 0.94213373E-02 0.50703706E-02 1.8581161 0.37585483E-02 0.61991342E-05 X- 7 Y 5.5510568 2.8121218 1.9739746 2.2145386 0.36525331E-02 X- 8 LF -0.43654090 0.25642135 -1.7024359 -0.17415363 -0.28723902E-03 X- 9 NW 50.248507 20.088909 2.5013060 20.046139 0.33062954E-01 At point of means, E(dependent variable) 0.9998280530021426 # of observations 44 # limits 9 # nonlimits 35 (-2.0) times the log likelihood ratio 26.55096552881707 Distributed as Chi squared with DF 4 Significance of Chi squared statistic 0.9999755024927519 Calculated probabilities for selected obs. 1 - 5 0Obs. # Y value Yhat Error Density 1 1.0000000 1.0000000 0.0000000 0.0000000 2 1.0000000 1.0000000 0.96189834E-09 0.0000000 3 1.0000000 0.99999918 0.82184719E-06 0.0000041 4 1.0000000 0.99681924 0.31807627E-02 0.0096441 5 1.0000000 0.60011078 0.39988922 0.3863145 Matrix Command. Version March 2002. => CALL LOADDATA$ => ZHAT= 6.954055 +.011312245*T + 6.4610744*Y -.40928369*LF => +42.498076*NW + 4.3900449*D2$ => D1HAT=PROBNORM(ZHAT)$ => CALL TABULATE(ZHAT,D1,D1HAT)$ Obs ZHAT D1 D1HAT 1 11.67 1.000 1.000 2 7.614 1.000 1.000 3 3.600 1.000 0.9998 4 2.583 1.000 0.9951 5 0.2182 1.000 0.5864 6 1.352 1.000 0.9119 7 10.10 1.000 1.000 8 9.071 1.000 1.000 9 0.7711 1.000 0.7797 10 -1.553 0.000 0.6026E-01 11 4.993 1.000 1.000 12 13.52 1.000 1.000 13 1.322 1.000 0.9070 14 4.325 1.000 1.000 15 14.76 1.000 1.000 16 1.163 1.000 0.8775 17 9.857 1.000 1.000 18 -1.088 0.000 0.1384 19 -1.414 0.000 0.7874E-01 20 1.676 1.000 0.9531 21 16.05 1.000 1.000 22 -0.4901 0.000 0.3120 23 9.434 1.000 1.000 24 0.1359E-01 1.000 0.5054 25 1.075 0.000 0.8587 26 4.046 1.000 1.000 27 1.250 1.000 0.8944 28 2.033 1.000 0.9790 29 4.543 1.000 1.000 30 3.750 1.000 0.9999 31 5.864 1.000 1.000 32 -0.8350 1.000 0.2019 33 3.278 1.000 0.9995 34 -1.208 0.000 0.1135 35 13.70 1.000 1.000 36 0.8855 1.000 0.8121 37 6.259 1.000 1.000 38 5.367 1.000 1.000 39 0.8736 0.000 0.8088 40 9.857 1.000 1.000 41 1.706 1.000 0.9560 42 -0.8591 0.000 0.1951 43 7.652 1.000 1.000 44 -0.8951 0.000 0.1854 B34S Matrix Command Ending. Last Command reached. Space available in allocator 183443, peak space used 2299 Number variables used 29, peak number used 29 Number temp variables used 18, # user temp clean 0 Output from SAS The SAS System 12:36 Friday, February 15, 2002 1 The MEANS Procedure Variable Label N Mean Std Dev Minimum Maximum ------------------------------------------------------------------------------------------------------------------------ N Observation Number 44 22.5000000 12.8452326 1.0000000 44.0000000 M Murder rate per 100,000 FBI est 1950 44 5.4036364 4.4634673 0.8100000 19.2500000 PC # convictions / Number of Murders 1950 44 0.2605000 0.1417184 0.1080000 0.7570000 PX Av. # executions 46-50/# convictions 44 0.0603409 0.0686291 0 0.4000000 D1 Dummy. 1=> state has capital punish. 44 0.7954545 0.4080325 0 1.0000000 T Median time served convicted murders 44 136.5227273 61.6043220 34.0000000 298.0000000 Y Median family income (49) * 1000 44 1.7809091 0.3960786 0.7600000 2.3900000 LF Labor force participation in 1950 in % 44 53.0659091 2.4800547 47.0000000 58.8000000 NW Proportion of population nonwhite 44 0.1055909 0.1139929 0.0030000 0.4540000 D2 Dummy variable. 1 for southern states 44 0.3409091 0.4794950 0 1.0000000 D3 0=>d1=0,d3=1,1=>d1=1, 2+>PX GE .1 44 0.9545455 0.6082589 0 2.0000000 CONSTANT 44 1.0000000 0 1.0000000 1.0000000 ------------------------------------------------------------------------------------------------------------------------ The SAS System 12:36 Friday, February 15, 2002 Probit Procedure Model Information Data Set WORK.B34SDATA Dependent Variable D1 Dummy. 1=> state has capital punish. Number of Observations 44 Name of Distribution Normal Log Likelihood -8.640379946 Class Level Information Name Levels Values D1 2 0 1 Response Profile Ordered Total Value D1 Frequency 1 0 9 2 1 35 PROC PROBIT is modeling the probabilities of levels of D1 having LOWER Ordered Values in the response profile table. Algorithm converged. Type III Analysis of Effects Wald Effect DF Chi-Square Pr > ChiSq T 1 4.0006 0.0455 Y 1 4.2116 0.0401 LF 1 2.5320 0.1116 NW 1 4.1948 0.0405 D2 1 0.0000 0.9999 Analysis of Parameter Estimates Standard 95% Confidence Chi- Parameter DF Estimate Error Limits Square Pr > ChiSq Intercept 1 -6.9155 11.3225 -29.1072 15.2762 0.37 0.5413 T 1 -0.0113 0.0057 -0.0224 -0.0002 4.00 0.0455 Y 1 -6.4611 3.1484 -12.6318 -0.2905 4.21 0.0401 LF 1 0.4093 0.2572 -0.0948 0.9134 2.53 0.1116 NW 1 -42.4983 20.7498 -83.1671 -1.8294 4.19 0.0405 D2 1 -6.8494 53170.39 -104219 104205.2 0.00 0.9999 The SAS System 12:36 Friday, February 15, 2002 Probit Procedure Model Information Data Set WORK.B34SDATA Dependent Variable D1 Dummy. 1=> state has capital punish. Number of Observations 44 Name of Distribution Normal Log Likelihood -9.016654133 Class Level Information Name Levels Values D1 2 0 1 Response Profile Ordered Total Value D1 Frequency 1 0 9 2 1 35 PROC PROBIT is modeling the probabilities of levels of D1 having LOWER Ordered Values in the response profile table. Algorithm converged. Type III Analysis of Effects Wald Effect DF Chi-Square Pr > ChiSq T 1 3.4526 0.0632 Y 1 3.8966 0.0484 LF 1 2.8983 0.0887 NW 1 6.2565 0.0124 Analysis of Parameter Estimates Standard 95% Confidence Chi- Parameter DF Estimate Error Limits Square Pr > ChiSq Intercept 1 -10.2674 10.4973 -30.8418 10.3070 0.96 0.3280 T 1 -0.0094 0.0051 -0.0194 0.0005 3.45 0.0632 Y 1 -5.5511 2.8121 -11.0628 -0.0394 3.90 0.0484 LF 1 0.4365 0.2564 -0.0660 0.9391 2.90 0.0887 NW 1 -50.2487 20.0890 -89.6225 -10.8750 6.26 0.0124 Variable # Label Mean Std. Dev. Variance Maximum Minimum NN 1 Observation Number 22.5000 12.8452 165.000 44.0000 1.00000 M 2 Murder rate per 100,000 FBI est 1950 5.40364 4.46347 19.9225 19.2500 0.810000 PC 3 # convictions / Number of Murders 1950 0.260500 0.141718 0.200841E-01 0.757000 0.108000 PX 4 Av. # executions 46-50/# convictions 0.603409E-01 0.686291E-01 0.470995E-02 0.400000 0.00000 D1 5 Dummy. 1=> state has capital punish. 0.795455 0.408032 0.166490 1.00000 0.00000 TT 6 Median time served convicted murders 136.523 61.6043 3795.09 298.000 34.0000 Y 7 Median family income (49) * 1000 1.78091 0.396079 0.156878 2.39000 0.760000 LF 8 Labor force participation in 1950 in % 53.0659 2.48005 6.15067 58.8000 47.0000 NW 9 Proportion of population nonwhite 0.105591 0.113993 0.129944E-01 0.454000 0.300000E-02 D2 10 Dummy variable. 1 for southern states 0.340909 0.479495 0.229915 1.00000 0.00000 D3 11 0=>d1=0,d3=1,1=>d1=1, 2+>PX GE .1 0.954545 0.608259 0.369979 2.00000 0.00000 CONSTANT 12 1.00000 0.00000 0.00000 1.00000 1.00000 0Data file contains 44 observations on 12 variables. Current missing value code is 0.1000000000000000E+32 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 10 Output from RATS UNIX RATS 5.01. Run on Feb 15 2002 (c) 1992-7 Thomas A. Doan. All rights reserved * * Data passed from B34S(r) system to RATS * CALENDAR(IRREGULAR) ALLOCATE 44 OPEN DATA rats.dat DATA(FORMAT=FREE,ORG=OBS, $ MISSING= 0.1000000000000000E+32 ) / $ NN $ M $ PC $ PX $ D1 $ TT $ Y $ LF $ NW $ D2 $ D3 $ CONSTANT SET TREND = T TABLE Series Obs Mean Std Error Minimum Maximum NN 44 22.500000000 12.845232579 1.000000000 44.000000000 M 44 5.403636364 4.463467257 0.810000000 19.250000000 PC 44 0.260500000 0.141718440 0.108000000 0.757000000 PX 44 0.060340909 0.068629082 0.000000000 0.400000000 D1 44 0.795454545 0.408032457 0.000000000 1.000000000 TT 44 136.522727273 61.604322046 34.000000000 298.000000000 Y 44 1.780909091 0.396078558 0.760000000 2.390000000 LF 44 53.065909091 2.480054686 47.000000000 58.800000000 NW 44 0.105590909 0.113992925 0.003000000 0.454000000 D2 44 0.340909091 0.479494977 0.000000000 1.000000000 D3 44 0.954545455 0.608258874 0.000000000 2.000000000 TREND 44 22.500000000 12.845232579 1.000000000 44.000000000 * * prb d1 1 44 smpl prb d1 # constant Tt Y LF NW d2 Probit - Estimation by Newton-Raphson Convergence in 36 Iterations. Final criterion was 0.0000000 < 0.0000100 Dependent Variable D1 Usable Observations 44 Degrees of Freedom 38 Cases Correct 40 Log Likelihood -8.640380 Average Likelihood 0.8217063 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 11 Pseudo-R**2 0.6172501 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. Constant 6.9155 11.3225 0.61078 0.54134827 2. TT 0.0113 5.6558e-03 2.00014 0.04548520 3. Y 6.4611 3.1484 2.05222 0.04014808 4. LF -0.4093 0.2572 -1.59122 0.11155947 5. NW 42.4983 20.7498 2.04813 0.04054726 6. D2 8.0863 4647812.5029 1.73982e-06 0.99999861 prb d1 # constant Tt Y LF NW Probit - Estimation by Newton-Raphson Convergence in 9 Iterations. Final criterion was 0.0000030 < 0.0000100 Dependent Variable D1 Usable Observations 44 Degrees of Freedom 39 Cases Correct 41 Log Likelihood -9.016654 Average Likelihood 0.8147093 Pseudo-R**2 0.6003558 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. Constant 10.26738768 10.49733545 0.97809 0.32802751 2. TT 0.00942146 0.00507042 1.85812 0.06315189 3. Y 5.55109908 2.81214544 1.97397 0.04838482 4. LF -0.43654497 0.25642437 -1.70243 0.08867448 5. NW 50.24874093 20.08890399 2.50132 0.01237320 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 12 Output from LIMDEP +============================================================================+ : LIMDEP Estimation Results Run log line 1 Page 1 : : Current sample contains 2000 observations. : +============================================================================+ XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX XXXX XXXX XXXX XXXX LL II M M DDDDD EEEEEE PPPPPP XXXX XXXX LL II MM MM D D E P PP XXXX XXXX LL II M M M M D D E P PP XXXX XXXX LL II M M M D D EEEE PPPPPP XXXX XXXX LL II M M D D EEEE P XXXX XXXX LL II M M D D E P XXXX XXXX LL II M M D D E P XXXX XXXX LLLLL II M M DDDDD EEEEEE P XXXX XXXX XXXX XXXX XXXX XXXX (C) Econometric Software, Inc. Version 7.0 XXXX XXXX 1985-1999 Mainframe XXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX +============================================================================+ : LIMDEP Estimation Results Run log line 4 Page 2 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep Descriptive Statistics All results based on nonmissing observations. Variable Mean Std.Dev. Minimum Maximum Case s ------------------------------------------------------------------------------ - NN 22.5000000 12.8452326 1.00000000 44.0000000 4 4 M 5.40363636 4.46346726 0.810000000 19.2500000 4 4 PC 0.260500000 0.141718440 0.108000000 0.757000000 4 4 PX 0.603409091E-01 0.686290816E-01 0.00000000 0.400000000 4 4 D1 0.795454545 0.408032457 0.00000000 1.00000000 4 4 TT 136.522727 61.6043220 34.0000000 298.000000 4 4 Y 1.78090909 0.396078558 0.760000000 2.39000000 4 4 LF 53.0659091 2.48005469 47.0000000 58.8000000 4 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 13 4 NW 0.105590909 0.113992925 0.300000000E-02 0.454000000 4 4 D2 0.340909091 0.479494977 0.00000000 1.00000000 4 4 D3 0.954545455 0.608258874 0.00000000 2.00000000 4 4 CONSTANT 1.00000000 0.00000000 1.00000000 1.00000000 4 4 +============================================================================+ : LIMDEP Estimation Results Run log line 5 Page 3 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep +-----------------------------------------------------------------------+ | Dependent variable is binary, y=0 or y not equal 0 | | Ordinary least squares regression Weighting variable = ONE | | Dependent variable is D1 Mean = 0.79545, S.D. = 0.4080 | | Model size: Observations = 44, Parameters = 6, Deg.Fr.= 38 | | Residuals: Sum of squares = 4.7425, Std.Dev. = 0.35327 | | Fit: R-squared = 0.33756, Adjusted R-squared = 0.25039 | | Model test: F[ 5, 38] = 3.87, Prob value = 0.99380 | | Diagnostic: Log-L = -13.4255, Restricted(b=0) Log-L = -22.4856 | | Amemiya Pr. Crt.= 0.142, Akaike Info. Crt.= 0.883 | +-----------------------------------------------------------------------+ Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X --------------------------------------------------------------------- OConstant 1.992947736 1.3260699 1.503 0.1329 TT 0.1461529559E-02 0.99782328E-03 1.465 0.1430 136.52273 Y 0.6577319072 0.24042556 2.736 0.0062 1.7809091 LF -.5456194903E-01 0.28256940E-01 -1.931 0.0535 53.065909 NW 1.988240737 0.75954811 2.618 0.0089 0.10559091 D2 0.3433565104 0.18924509 1.814 0.0696 0.34090909 +============================================================================+ : LIMDEP Estimation Results Run log line 5 Page 4 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep +---------------------------------------------+ | Binomial Probit Model | | Maximum Likelihood Estimates | | Dependent variable D1 | | Number of observations 44 | | Iterations completed 29 | | Log likelihood function -8.640381 | | Restricted log likelihood -22.29214 | | Chi-squared 27.30352 | | Degrees of freedom 5 | | Significance level 0.4977954E-04 | +---------------------------------------------+ 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 14 Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X --------------------------------------------------------------------- Index function for probability OConstant 6.915509346 11.322512 0.611 0.5413 TT 0.1131236726E-01 0.56557892E-02 2.000 0.0455 136.52273 Y 6.461116489 3.1483514 2.052 0.0401 1.7809091 LF -.4092875378 0.25721576 -1.591 0.1116 53.065909 NW 42.49826548 20.749788 2.048 0.0405 0.10559091 D2 7.197775566 114550.11 0.000 0.9999 0.34090909 Frequencies of actual & predicted outcomes Predicted outcome has maximum probability. Predicted Actual 0 1 TOTAL 0 7 2 9 1 2 33 35 Total 9 35 44 +============================================================================+ : LIMDEP Estimation Results Run log line 6 Page 5 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep +-----------------------------------------------------------------------+ | Dependent variable is binary, y=0 or y not equal 0 | | Ordinary least squares regression Weighting variable = ONE | | Dependent variable is D1 Mean = 0.79545, S.D. = 0.4080 | | Model size: Observations = 44, Parameters = 5, Deg.Fr.= 39 | | Residuals: Sum of squares = 5.1533, Std.Dev. = 0.36351 | | Fit: R-squared = 0.28017, Adjusted R-squared = 0.20634 | | Model test: F[ 4, 39] = 3.79, Prob value = 0.01063 | | Diagnostic: Log-L = -15.2532, Restricted(b=0) Log-L = -22.4856 | | Amemiya Pr. Crt.= 0.147, Akaike Info. Crt.= 0.921 | +-----------------------------------------------------------------------+ Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X --------------------------------------------------------------------- OConstant 2.733390667 1.2982535 2.105 0.0353 TT 0.8341813836E-03 0.96310865E-03 0.866 0.3864 136.52273 Y 0.5353285436 0.23744998 2.254 0.0242 1.7809091 LF -.6177122813E-01 0.28786454E-01 -2.146 0.0319 53.065909 NW 2.583120743 0.70497968 3.664 0.0002 0.10559091 +============================================================================+ : LIMDEP Estimation Results Run log line 6 Page 6 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep +---------------------------------------------+ | Binomial Probit Model | 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 15 | Maximum Likelihood Estimates | | Dependent variable D1 | | Number of observations 44 | | Iterations completed 9 | | Log likelihood function -9.016655 | | Restricted log likelihood -22.29214 | | Chi-squared 26.55097 | | Degrees of freedom 4 | | Significance level 0.2449681E-04 | +---------------------------------------------+ Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X --------------------------------------------------------------------- Index function for probability OConstant 10.26738416 10.497348 0.978 0.3280 TT 0.9421458022E-02 0.50704267E-02 1.858 0.0632 136.52273 Y 5.551098232 2.8121474 1.974 0.0484 1.7809091 LF -.4365448799 0.25642451 -1.702 0.0887 53.065909 NW 50.24874090 20.089008 2.501 0.0124 0.10559091 Frequencies of actual & predicted outcomes Predicted outcome has maximum probability. Predicted Actual 0 1 TOTAL 0 7 2 9 1 1 34 35 Total 8 36 44 +============================================================================+ : LIMDEP Estimation Results Run log line 7 Page 7 : : Current sample contains 44 observations. : +============================================================================+ Results from limdep +-----------------------------------------------------------------------+ | Ordinary least squares regression Weighting variable = ONE | | Dependent variable is D1 Mean = 0.79545, S.D. = 0.4080 | | Model size: Observations = 44, Parameters = 5, Deg.Fr.= 39 | | Residuals: Sum of squares = 5.1533, Std.Dev. = 0.36351 | | Fit: R-squared = 0.28017, Adjusted R-squared = 0.20634 | | Model test: F[ 4, 39] = 3.79, Prob value = 0.01063 | | Diagnostic: Log-L = -15.2532, Restricted(b=0) Log-L = -22.4856 | | Amemiya Pr. Crt.= 0.147, Akaike Info. Crt.= 0.921 | | Autocorrel: Durbin-Watson Statistic = 2.07787, Rho = -0.03894 | +-----------------------------------------------------------------------+ Variable Coefficient Standard Error t-ratio P[|T|>t] Mean of X --------------------------------------------------------------------- OConstant 2.733390667 1.2982535 2.105 0.0417 TT 0.8341813836E-03 0.96310865E-03 0.866 0.3917 136.52273 Y 0.5353285436 0.23744998 2.254 0.0299 1.7809091 LF -.6177122813E-01 0.28786454E-01 -2.146 0.0382 53.065909 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 16 NW 2.583120743 0.70497968 3.664 0.0007 0.10559091 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 17 output from stata ___ ____ ____ ____ ____ tm /__ / ____/ / ____/ ___/ / /___/ / /___/ 7.0 Copyright 1984-2001 Statistics/Data Analysis Stata Corporation 4905 Lakeway Drive College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) 3-user Stata for Linux (network) perpetual license: Serial number: 1270511623 Licensed to: Dept of Economics Univ of Illinois at Chicago Notes: 1. (-m### option) 1.00 MB allocated to data 2. Command line editing disabled 3. Stata running in batch mode Note: Your site can add messages to the introduction by editing the file stata.msg in the directory where Stata is installed. . * File built by B34S on 15/ 2/02 at 12:36:19 . version 6.0 . input double nn nn 1. 0.1000000000000000E+01 2. 0.2000000000000000E+01 3. 0.3000000000000000E+01 4. 0.4000000000000000E+01 5. 0.5000000000000000E+01 6. 0.6000000000000000E+01 7. 0.7000000000000000E+01 8. 0.8000000000000000E+01 9. 0.9000000000000000E+01 10. 0.1000000000000000E+02 11. 0.1100000000000000E+02 12. 0.1200000000000000E+02 13. 0.1300000000000000E+02 14. 0.1400000000000000E+02 15. 0.1500000000000000E+02 16. 0.1600000000000000E+02 17. 0.1700000000000000E+02 18. 0.1800000000000000E+02 19. 0.1900000000000000E+02 20. 0.2000000000000000E+02 21. 0.2100000000000000E+02 22. 0.2200000000000000E+02 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 18 23. 0.2300000000000000E+02 24. 0.2400000000000000E+02 25. 0.2500000000000000E+02 26. 0.2600000000000000E+02 27. 0.2700000000000000E+02 28. 0.2800000000000000E+02 29. 0.2900000000000000E+02 30. 0.3000000000000000E+02 31. 0.3100000000000000E+02 32. 0.3200000000000000E+02 33. 0.3300000000000000E+02 34. 0.3400000000000000E+02 35. 0.3500000000000000E+02 36. 0.3600000000000000E+02 37. 0.3700000000000000E+02 38. 0.3800000000000000E+02 39. 0.3900000000000000E+02 40. 0.4000000000000000E+02 41. 0.4100000000000000E+02 42. 0.4200000000000000E+02 43. 0.4300000000000000E+02 44. 0.4400000000000000E+02 45. end . input double m m 1. 0.1925000000000000E+02 2. 0.7530000000000000E+01 3. 0.5660000000000000E+01 4. 0.3210000000000000E+01 5. 0.2800000000000000E+01 6. 0.1410000000000000E+01 7. 0.6180000000000000E+01 8. 0.1215000000000000E+02 9. 0.1340000000000000E+01 10. 0.3710000000000000E+01 11. 0.5350000000000000E+01 12. 0.4720000000000000E+01 13. 0.3810000000000000E+01 14. 0.1044000000000000E+02 15. 0.9580000000000000E+01 16. 0.1020000000000000E+01 17. 0.7520000000000000E+01 18. 0.1310000000000000E+01 19. 0.1670000000000000E+01 20. 0.7070000000000000E+01 21. 0.1179000000000000E+02 22. 0.2710000000000000E+01 23. 0.1321000000000000E+02 24. 0.3480000000000000E+01 25. 0.8100000000000001E+00 26. 0.2320000000000000E+01 27. 0.3470000000000000E+01 28. 0.8310000000000000E+01 29. 0.1570000000000000E+01 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 19 30. 0.4130000000000000E+01 31. 0.3840000000000000E+01 32. 0.1830000000000000E+01 33. 0.3540000000000000E+01 34. 0.1110000000000000E+01 35. 0.8900000000000000E+01 36. 0.1270000000000000E+01 37. 0.1526000000000000E+02 38. 0.1115000000000000E+02 39. 0.1740000000000000E+01 40. 0.1198000000000000E+02 41. 0.3040000000000000E+01 42. 0.8500000000000000E+00 43. 0.2830000000000000E+01 44. 0.2890000000000000E+01 . input double pc pc 1. 0.2040000000000000E+00 2. 0.3270000000000000E+00 3. 0.4010000000000000E+00 4. 0.3180000000000000E+00 5. 0.3500000000000000E+00 6. 0.2830000000000000E+00 7. 0.2040000000000000E+00 8. 0.2320000000000000E+00 9. 0.1990000000000000E+00 10. 0.1380000000000000E+00 11. 0.1420000000000000E+00 12. 0.1180000000000000E+00 13. 0.2070000000000000E+00 14. 0.1890000000000000E+00 15. 0.1240000000000000E+00 16. 0.2100000000000000E+00 17. 0.2270000000000000E+00 18. 0.1670000000000000E+00 19. 0.1200000000000000E+00 20. 0.1390000000000000E+00 21. 0.2720000000000000E+00 22. 0.1250000000000000E+00 23. 0.2350000000000000E+00 24. 0.1080000000000000E+00 25. 0.6720000000000000E+00 26. 0.3570000000000000E+00 27. 0.5920000000000000E+00 28. 0.2250000000000000E+00 29. 0.2670000000000000E+00 30. 0.1640000000000000E+00 31. 0.1280000000000000E+00 32. 0.2870000000000000E+00 33. 0.2100000000000000E+00 34. 0.3420000000000000E+00 35. 0.1330000000000000E+00 36. 0.2410000000000000E+00 37. 0.1670000000000000E+00 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 20 38. 0.2520000000000000E+00 39. 0.4180000000000000E+00 40. 0.2820000000000000E+00 41. 0.1940000000000000E+00 42. 0.3780000000000000E+00 43. 0.7570000000000000E+00 44. 0.3570000000000000E+00 . input double px px 1. 0.3500000000000000E-01 2. 0.8100000000000000E-01 3. 0.1200000000000000E-01 4. 0.7000000000000001E-01 5. 0.6200000000000000E-01 6. 0.1000000000000000E+00 7. 0.5000000000000000E-01 8. 0.5400000000000000E-01 9. 0.8599999999999999E-01 10. 0.0000000000000000E+00 11. 0.1800000000000000E-01 12. 0.4500000000000000E-01 13. 0.4000000000000000E-01 14. 0.4500000000000000E-01 15. 0.1250000000000000E+00 16. 0.6000000000000000E-01 17. 0.5500000000000000E-01 18. 0.0000000000000000E+00 19. 0.0000000000000000E+00 20. 0.4100000000000000E-01 21. 0.6300000000000000E-01 22. 0.0000000000000000E+00 23. 0.8599999999999999E-01 24. 0.4000000000000000E-01 25. 0.0000000000000000E+00 26. 0.3000000000000000E-01 27. 0.2900000000000000E-01 28. 0.4000000000000000E+00 29. 0.1260000000000000E+00 30. 0.1220000000000000E+00 31. 0.9100000000000000E-01 32. 0.7500000000000000E-01 33. 0.6900000000000001E-01 34. 0.0000000000000000E+00 35. 0.2160000000000000E+00 36. 0.1000000000000000E+00 37. 0.3800000000000000E-01 38. 0.4000000000000000E-01 39. 0.0000000000000000E+00 40. 0.3200000000000000E-01 41. 0.8599999999999999E-01 42. 0.0000000000000000E+00 43. 0.3300000000000000E-01 44. 0.0000000000000000E+00 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 21 . input double d1 d1 1. 0.1000000000000000E+01 2. 0.1000000000000000E+01 3. 0.1000000000000000E+01 4. 0.1000000000000000E+01 5. 0.1000000000000000E+01 6. 0.1000000000000000E+01 7. 0.1000000000000000E+01 8. 0.1000000000000000E+01 9. 0.1000000000000000E+01 10. 0.0000000000000000E+00 11. 0.1000000000000000E+01 12. 0.1000000000000000E+01 13. 0.1000000000000000E+01 14. 0.1000000000000000E+01 15. 0.1000000000000000E+01 16. 0.1000000000000000E+01 17. 0.1000000000000000E+01 18. 0.0000000000000000E+00 19. 0.0000000000000000E+00 20. 0.1000000000000000E+01 21. 0.1000000000000000E+01 22. 0.0000000000000000E+00 23. 0.1000000000000000E+01 24. 0.1000000000000000E+01 25. 0.0000000000000000E+00 26. 0.1000000000000000E+01 27. 0.1000000000000000E+01 28. 0.1000000000000000E+01 29. 0.1000000000000000E+01 30. 0.1000000000000000E+01 31. 0.1000000000000000E+01 32. 0.1000000000000000E+01 33. 0.1000000000000000E+01 34. 0.0000000000000000E+00 35. 0.1000000000000000E+01 36. 0.1000000000000000E+01 37. 0.1000000000000000E+01 38. 0.1000000000000000E+01 39. 0.0000000000000000E+00 40. 0.1000000000000000E+01 41. 0.1000000000000000E+01 42. 0.0000000000000000E+00 43. 0.1000000000000000E+01 44. 0.0000000000000000E+00 . input double tt tt 1. 0.4700000000000000E+02 2. 0.5800000000000000E+02 3. 0.8200000000000000E+02 4. 0.1000000000000000E+03 5. 0.2220000000000000E+03 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 22 6. 0.1640000000000000E+03 7. 0.1610000000000000E+03 8. 0.7000000000000000E+02 9. 0.2190000000000000E+03 10. 0.8100000000000000E+02 11. 0.2090000000000000E+03 12. 0.1820000000000000E+03 13. 0.1850000000000000E+03 14. 0.1040000000000000E+03 15. 0.1260000000000000E+03 16. 0.1920000000000000E+03 17. 0.9500000000000000E+02 18. 0.2450000000000000E+03 19. 0.9700000000000000E+02 20. 0.1770000000000000E+03 21. 0.1250000000000000E+03 22. 0.5600000000000000E+02 23. 0.8500000000000000E+02 24. 0.1990000000000000E+03 25. 0.2980000000000000E+03 26. 0.1450000000000000E+03 27. 0.7800000000000000E+02 28. 0.1440000000000000E+03 29. 0.1780000000000000E+03 30. 0.1460000000000000E+03 31. 0.1320000000000000E+03 32. 0.9800000000000000E+02 33. 0.1200000000000000E+03 34. 0.1480000000000000E+03 35. 0.1230000000000000E+03 36. 0.2820000000000000E+03 37. 0.7900000000000000E+02 38. 0.3400000000000000E+02 39. 0.1040000000000000E+03 40. 0.9100000000000000E+02 41. 0.1990000000000000E+03 42. 0.1010000000000000E+03 43. 0.1090000000000000E+03 44. 0.1170000000000000E+03 . input double y y 1. 0.1100000000000000E+01 2. 0.9200000000000000E+00 3. 0.1720000000000000E+01 4. 0.2180000000000000E+01 5. 0.1750000000000000E+01 6. 0.2260000000000000E+01 7. 0.2070000000000000E+01 8. 0.1430000000000000E+01 9. 0.1920000000000000E+01 10. 0.1820000000000000E+01 11. 0.2340000000000000E+01 12. 0.2120000000000000E+01 13. 0.1810000000000000E+01 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 23 14. 0.1350000000000000E+01 15. 0.1260000000000000E+01 16. 0.2070000000000000E+01 17. 0.2040000000000000E+01 18. 0.1550000000000000E+01 19. 0.1890000000000000E+01 20. 0.1680000000000000E+01 21. 0.7600000000000000E+00 22. 0.1960000000000000E+01 23. 0.1290000000000000E+01 24. 0.1810000000000000E+01 25. 0.1720000000000000E+01 26. 0.2390000000000000E+01 27. 0.1680000000000000E+01 28. 0.2290000000000000E+01 29. 0.2340000000000000E+01 30. 0.2210000000000000E+01 31. 0.1420000000000000E+01 32. 0.1970000000000000E+01 33. 0.2120000000000000E+01 34. 0.1900000000000000E+01 35. 0.1150000000000000E+01 36. 0.1700000000000000E+01 37. 0.1240000000000000E+01 38. 0.1550000000000000E+01 39. 0.2040000000000000E+01 40. 0.1590000000000000E+01 41. 0.2070000000000000E+01 42. 0.2000000000000000E+01 43. 0.1840000000000000E+01 44. 0.2040000000000000E+01 . input double lf lf 1. 0.5120000000000000E+02 2. 0.4850000000000000E+02 3. 0.5080000000000000E+02 4. 0.5440000000000000E+02 5. 0.5240000000000000E+02 6. 0.5670000000000000E+02 7. 0.5460000000000000E+02 8. 0.5270000000000000E+02 9. 0.5230000000000000E+02 10. 0.5300000000000000E+02 11. 0.5540000000000000E+02 12. 0.5350000000000000E+02 13. 0.5160000000000000E+02 14. 0.4850000000000000E+02 15. 0.4930000000000000E+02 16. 0.5390000000000000E+02 17. 0.5570000000000000E+02 18. 0.5120000000000000E+02 19. 0.5400000000000000E+02 20. 0.5220000000000000E+02 21. 0.5110000000000000E+02 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 24 22. 0.5400000000000000E+02 23. 0.5500000000000000E+02 24. 0.5290000000000000E+02 25. 0.5370000000000000E+02 26. 0.5580000000000000E+02 27. 0.5040000000000000E+02 28. 0.5880000000000000E+02 29. 0.5450000000000000E+02 30. 0.5350000000000000E+02 31. 0.4880000000000000E+02 32. 0.5450000000000000E+02 33. 0.5210000000000000E+02 34. 0.5600000000000000E+02 35. 0.5620000000000000E+02 36. 0.5330000000000000E+02 37. 0.5090000000000000E+02 38. 0.5320000000000000E+02 39. 0.5170000000000000E+02 40. 0.5430000000000000E+02 41. 0.5370000000000000E+02 42. 0.5470000000000000E+02 43. 0.4700000000000000E+02 44. 0.5690000000000000E+02 . input double nw nw 1. 0.3210000000000000E+00 2. 0.2240000000000000E+00 3. 0.1270000000000000E+00 4. 0.6300000000000000E-01 5. 0.2100000000000000E-01 6. 0.2700000000000000E-01 7. 0.1390000000000000E+00 8. 0.2180000000000000E+00 9. 0.8000000000000000E-02 10. 0.1200000000000000E-01 11. 0.7600000000000000E-01 12. 0.2990000000000000E+00 13. 0.4000000000000000E-01 14. 0.6900000000000001E-01 15. 0.3300000000000000E+00 16. 0.1700000000000000E-01 17. 0.1660000000000000E+00 18. 0.3000000000000000E-02 19. 0.1000000000000000E-01 20. 0.7600000000000000E-01 21. 0.4540000000000000E+00 22. 0.3200000000000000E-01 23. 0.2660000000000000E+00 24. 0.1800000000000000E-01 25. 0.3800000000000000E-01 26. 0.6700000000000000E-01 27. 0.7500000000000000E-01 28. 0.6400000000000000E-01 29. 0.6500000000000000E-01 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 25 30. 0.6500000000000000E-01 31. 0.9000000000000000E-01 32. 0.1600000000000000E-01 33. 0.6100000000000000E-01 34. 0.1900000000000000E-01 35. 0.3890000000000000E+00 36. 0.3700000000000000E-01 37. 0.1610000000000000E+00 38. 0.1270000000000000E+00 39. 0.1700000000000000E-01 40. 0.2220000000000000E+00 41. 0.2600000000000000E-01 42. 0.1200000000000000E-01 43. 0.5700000000000000E-01 44. 0.2200000000000000E-01 . input double d2 d2 1. 0.1000000000000000E+01 2. 0.1000000000000000E+01 3. 0.0000000000000000E+00 4. 0.0000000000000000E+00 5. 0.0000000000000000E+00 6. 0.0000000000000000E+00 7. 0.1000000000000000E+01 8. 0.1000000000000000E+01 9. 0.0000000000000000E+00 10. 0.0000000000000000E+00 11. 0.0000000000000000E+00 12. 0.0000000000000000E+00 13. 0.0000000000000000E+00 14. 0.1000000000000000E+01 15. 0.1000000000000000E+01 16. 0.0000000000000000E+00 17. 0.1000000000000000E+01 18. 0.0000000000000000E+00 19. 0.0000000000000000E+00 20. 0.0000000000000000E+00 21. 0.1000000000000000E+01 22. 0.0000000000000000E+00 23. 0.1000000000000000E+01 24. 0.0000000000000000E+00 25. 0.0000000000000000E+00 26. 0.0000000000000000E+00 27. 0.0000000000000000E+00 28. 0.0000000000000000E+00 29. 0.0000000000000000E+00 30. 0.0000000000000000E+00 31. 0.1000000000000000E+01 32. 0.0000000000000000E+00 33. 0.0000000000000000E+00 34. 0.0000000000000000E+00 35. 0.1000000000000000E+01 36. 0.0000000000000000E+00 37. 0.1000000000000000E+01 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 26 38. 0.1000000000000000E+01 39. 0.0000000000000000E+00 40. 0.1000000000000000E+01 41. 0.0000000000000000E+00 42. 0.0000000000000000E+00 43. 0.1000000000000000E+01 44. 0.0000000000000000E+00 . input double d3 d3 1. 0.1000000000000000E+01 2. 0.1000000000000000E+01 3. 0.1000000000000000E+01 4. 0.1000000000000000E+01 5. 0.1000000000000000E+01 6. 0.2000000000000000E+01 7. 0.1000000000000000E+01 8. 0.1000000000000000E+01 9. 0.1000000000000000E+01 10. 0.0000000000000000E+00 11. 0.1000000000000000E+01 12. 0.1000000000000000E+01 13. 0.1000000000000000E+01 14. 0.1000000000000000E+01 15. 0.2000000000000000E+01 16. 0.1000000000000000E+01 17. 0.1000000000000000E+01 18. 0.0000000000000000E+00 19. 0.0000000000000000E+00 20. 0.1000000000000000E+01 21. 0.1000000000000000E+01 22. 0.0000000000000000E+00 23. 0.1000000000000000E+01 24. 0.1000000000000000E+01 25. 0.0000000000000000E+00 26. 0.1000000000000000E+01 27. 0.1000000000000000E+01 28. 0.2000000000000000E+01 29. 0.2000000000000000E+01 30. 0.2000000000000000E+01 31. 0.1000000000000000E+01 32. 0.1000000000000000E+01 33. 0.1000000000000000E+01 34. 0.0000000000000000E+00 35. 0.2000000000000000E+01 36. 0.2000000000000000E+01 37. 0.1000000000000000E+01 38. 0.1000000000000000E+01 39. 0.0000000000000000E+00 40. 0.1000000000000000E+01 41. 0.1000000000000000E+01 42. 0.0000000000000000E+00 43. 0.1000000000000000E+01 44. 0.0000000000000000E+00 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:19 PGMCALL STEP Data from prior step PAGE 27 . input double constant constant 1. 0.1000000000000000E+01 2. 0.1000000000000000E+01 3. 0.1000000000000000E+01 4. 0.1000000000000000E+01 5. 0.1000000000000000E+01 6. 0.1000000000000000E+01 7. 0.1000000000000000E+01 8. 0.1000000000000000E+01 9. 0.1000000000000000E+01 10. 0.1000000000000000E+01 11. 0.1000000000000000E+01 12. 0.1000000000000000E+01 13. 0.1000000000000000E+01 14. 0.1000000000000000E+01 15. 0.1000000000000000E+01 16. 0.1000000000000000E+01 17. 0.1000000000000000E+01 18. 0.1000000000000000E+01 19. 0.1000000000000000E+01 20. 0.1000000000000000E+01 21. 0.1000000000000000E+01 22. 0.1000000000000000E+01 23. 0.1000000000000000E+01 24. 0.1000000000000000E+01 25. 0.1000000000000000E+01 26. 0.1000000000000000E+01 27. 0.1000000000000000E+01 28. 0.1000000000000000E+01 29. 0.1000000000000000E+01 30. 0.1000000000000000E+01 31. 0.1000000000000000E+01 32. 0.1000000000000000E+01 33. 0.1000000000000000E+01 34. 0.1000000000000000E+01 35. 0.1000000000000000E+01 36. 0.1000000000000000E+01 37. 0.1000000000000000E+01 38. 0.1000000000000000E+01 39. 0.1000000000000000E+01 40. 0.1000000000000000E+01 41. 0.1000000000000000E+01 42. 0.1000000000000000E+01 43. 0.1000000000000000E+01 44. 0.1000000000000000E+01 . describe > Contains data obs: 44 vars: 12 size: 4,400 (99.5% of memory free) ------------------------------------------------------------------------------- 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:20 PGMCALL STEP Data from prior step PAGE 28 storage display value variable name type format label variable label ------------------------------------------------------------------------------- nn double %10.0g m double %10.0g pc double %10.0g px double %10.0g d1 double %10.0g tt double %10.0g y double %10.0g lf double %10.0g nw double %10.0g d2 double %10.0g d3 double %10.0g constant double %10.0g ------------------------------------------------------------------------------- Sorted by: Note: dataset has changed since last saved . regress d1 tt y lf nw > Source | SS df MS Number of obs = 44 -------------+------------------------------ F( 4, 39) = 3.79 Model | 2.00577673 4 .501444183 Prob > F = 0.0106 Residual | 5.15331418 39 .132136261 R-squared = 0.2802 -------------+------------------------------ Adj R-squared = 0.2063 Total | 7.15909091 43 .166490486 Root MSE = .36351 ------------------------------------------------------------------------------ d1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- tt | .0008342 .0009631 0.87 0.392 -.0011139 .0027823 y | .5353285 .23745 2.25 0.030 .0550406 1.015616 lf | -.0617712 .0287865 -2.15 0.038 -.1199973 -.0035451 nw | 2.583121 .7049797 3.66 0.001 1.157165 4.009077 _cons | 2.733391 1.298254 2.11 0.042 .1074251 5.359356 ------------------------------------------------------------------------------ . regress d1 tt y lf nw d2 > Source | SS df MS Number of obs = 44 -------------+------------------------------ F( 5, 38) = 3.87 Model | 2.41660801 5 .483321602 Prob > F = 0.0062 Residual | 4.7424829 38 .124802182 R-squared = 0.3376 -------------+------------------------------ Adj R-squared = 0.2504 Total | 7.15909091 43 .166490486 Root MSE = .35327 ------------------------------------------------------------------------------ d1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- tt | .0014615 .0009978 1.46 0.151 -.0005585 .0034815 y | .6577319 .2404256 2.74 0.009 .1710158 1.144448 lf | -.0545619 .0282569 -1.93 0.061 -.1117651 .0026412 nw | 1.988241 .7595481 2.62 0.013 .450616 3.525865 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:20 PGMCALL STEP Data from prior step PAGE 29 d2 | .3433565 .1892451 1.81 0.078 -.0397501 .7264632 _cons | 1.992948 1.32607 1.50 0.141 -.6915404 4.677436 ------------------------------------------------------------------------------ . probit d1 tt y lf nw > Iteration 0: log likelihood = -22.292141 Iteration 1: log likelihood = -14.74436 Iteration 2: log likelihood = -11.509051 Iteration 3: log likelihood = -9.977716 Iteration 4: log likelihood = -9.2019978 Iteration 5: log likelihood = -9.0334136 Iteration 6: log likelihood = -9.0169288 Iteration 7: log likelihood = -9.0166542 Iteration 8: log likelihood = -9.0166541 Probit estimates Number of obs = 44 LR chi2(4) = 26.55 Prob > chi2 = 0.0000 Log likelihood = -9.0166541 Pseudo R2 = 0.5955 ------------------------------------------------------------------------------ d1 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- tt | .0094215 .0050704 1.86 0.063 -.0005164 .0193593 y | 5.551099 2.812148 1.97 0.048 .0393908 11.06281 lf | -.436545 .2564246 -1.70 0.089 -.9391279 .0660379 nw | 50.24874 20.08901 2.50 0.012 10.87501 89.62247 _cons | 10.26739 10.49735 0.98 0.328 -10.30704 30.84181 ------------------------------------------------------------------------------ note: 0 failures and 11 successes completely determined. . probit d1 tt y lf nw d2 > note: d2~=0 predicts success perfectly d2 dropped and 15 obs not used Iteration 0: log likelihood = -17.961912 Iteration 1: log likelihood = -12.039253 Iteration 2: log likelihood = -9.4820411 Iteration 3: log likelihood = -8.7547721 Iteration 4: log likelihood = -8.6442842 Iteration 5: log likelihood = -8.6403866 Iteration 6: log likelihood = -8.6403799 Probit estimates Number of obs = 29 LR chi2(4) = 18.64 Prob > chi2 = 0.0009 Log likelihood = -8.6403799 Pseudo R2 = 0.5190 ------------------------------------------------------------------------------ d1 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:20 PGMCALL STEP Data from prior step PAGE 30 tt | .0113124 .0056558 2.00 0.045 .0002272 .0223975 y | 6.461117 3.148348 2.05 0.040 .2904685 12.63177 lf | -.4092876 .2572157 -1.59 0.112 -.9134211 .0948459 nw | 42.49827 20.74973 2.05 0.041 1.829542 83.16699 _cons | 6.915513 11.3225 0.61 0.541 -15.27618 29.1072 ------------------------------------------------------------------------------ note: 0 failures and 1 success completely determined. . 1B34S 8.67E (D:M:Y) 15/ 2/02 (H:M:S) 12:36:20 PGMCALL STEP Data from prior step PAGE 31 B34S normal exit on Date (D:M:Y) 15/ 2/02 at Time (H:M:S) 12:36:20