Modelo Logit Dapr

Embed Size (px)

Citation preview

  • 7/28/2019 Modelo Logit Dapr

    1/3

    MODELO LOGIT DAPR

    --> CREATE;PRECR=(10-PREC)/PREC$--> CALC;COEF1=B(1)$--> CALC;COEF2=B(2)$--> CALC;COEF3=B(3)$--> CALC;COEF4=B(4)$--> CALC;COEF5=B(5)$--> CALC;COEF6=B(6)$--> CALC;COEF7=B(7)$--> CALC;COEF8=B(8)$--> CALC;COEF9=B(9)$--> CALC;COEF10=B(10)$--> CREATE;EXPO=EXP(-(COEF1+COEF2*ING+COEF3*EDU+COEF4*CONT+COEF5*DIST+COEF6*E...--> CREATE;DAPR=10/(1+EXPO)$--> DSTAT;RHS=DAPR$--> LIST;DAPR$--> ENDPROC--> LOGIT;Lhs=PSI;Rhs=ONE,ING,EDU,CONT,DIST,ENF,GEN,HIJO,EDAD,PRECR$Normal exit from iterations. Exit status=0.+---------------------------------------------+| Multinomial Logit Model || Maximum Likelihood Estimates || Model estimated: May 25, 2013 at 00:22:46PM.|| Dependent variable PSI |

    | Weighting variable None || Number of observations 390 || Iterations completed 6 || Log likelihood function -208.9167 || Restricted log likelihood -266.2930 || Chi squared 114.7524 || Degrees of freedom 9 || Prob[ChiSqd > value] = .0000000 || Hosmer-Lemeshow chi-squared = 30.90944 || P-value= .00015 with deg.fr. = 8 |+---------------------------------------------++---------+--------------+----------------+--------+---------+----------+|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|+---------+--------------+----------------+--------+---------+----------+

    Characteristics in numerator of Prob[Y = 1]Constant -.76942087 1.18210514 -.651 .5151

    ING .46050491 .09895540 4.654 .0000 3.34871795EDU .48156827 .15502677 3.106 .0019 3.13846154CONT .73673482 .26816945 2.747 .0060 .42820513DIST -.63778590 .24870072 -2.564 .0103 3.77179487ENF .27756931 .28662595 .968 .3328 .24871795GEN -.07058832 .25199488 -.280 .7794 .50769231HIJO -.00140102 .26420406 -.005 .9958 .67948718EDAD -.15117526 .10485794 -1.442 .1494 2.67435897PRECR .16360636 .03975684 4.115 .0000 3.68411033

    +--------------------------------------------------------------------+| Information Statistics for Discrete Choice Model. || M=Model MC=Constants Only M0=No Model || Criterion F (log L) -208.91674 -266.29296 -270.32740 || LR Statistic vs. MC 114.75243 .00000 .00000 || Degrees of Freedom 9.00000 .00000 .00000 || Prob. Value for LR .00000 .00000 .00000 || Entropy for probs. 208.91674 266.29296 270.32740 |

    | Normalized Entropy .77283 .98508 1.00000 || Entropy Ratio Stat. 122.82131 8.06889 .00000 || Bayes Info Criterion 471.52881 586.28123 594.35012 || BIC - BIC(no model) 122.82131 8.06889 .00000 || Pseudo R-squared .21546 .00000 .00000 || Pct. Correct Prec. 75.64103 .00000 50.00000 || Means: y=0 y=1 y=2 y=3 yu=4 y=5, y=6 y>=7 || Outcome .4282 .5718 .0000 .0000 .0000 .0000 .0000 .0000 || Pred.Pr .4282 .5718 .0000 .0000 .0000 .0000 .0000 .0000 || Notes: Entropy computed as Sum(i)Sum(j)Pfit(i,j)*logPfit(i,j). || Normalized entropy is computed against M0. || Entropy ratio statistic is computed against M0. || BIC = 2*criterion - log(N)*degrees of freedom. || If the model has only constants or if it has no constants, || the statistics reported here are not useable. |+--------------------------------------------------------------------+

    +----------------------------------------+| Fit Measures for Binomial Choice Model || Logit model for variable PSI |

  • 7/28/2019 Modelo Logit Dapr

    2/3

    +----------------------------------------+| Proportions P0= .428205 P1= .571795 || N = 390 N0= 167 N1= 223 || LogL = -208.91674 LogL0 = -266.2930 || Estrella = 1-(L/L0)^(-2L0/n) = .28207 |+----------------------------------------+| Efron | McFadden | Ben./Lerman || .28061 | .21546 | .64354 |

    | Cramer | Veall/Zim. | Rsqrd_ML || .27208 | .39382 | .25490 |+----------------------------------------+| Information Akaike I.C. Schwarz I.C. || Criteria 1.12265 477.49495 |+----------------------------------------+Frequencies of actual & predicted outcomesPredicted outcome has maximum probability.Threshold value for predicting Y=1 = .5000

    Predicted------ ---------- + -----Actual 0 1 | Total------ ---------- + -----0 113 54 | 1671 41 182 | 223

    ------ ---------- + -----

    Total 154 236 | 390=======================================================================Analysis of Binary Choice Model Predictions Based on Threshold = .5000-----------------------------------------------------------------------Prediction Success-----------------------------------------------------------------------Sensitivity = actual 1s correctly predicted 81.614%Specificity = actual 0s correctly predicted 67.665%Positive predictive value = predicted 1s that were actual 1s 77.119%Negative predictive value = predicted 0s that were actual 0s 73.377%Correct prediction = actual 1s and 0s correctly predicted 75.641%-----------------------------------------------------------------------Prediction Failure-----------------------------------------------------------------------False pos. for true neg. = actual 0s predicted as 1s 32.335%False neg. for true pos. = actual 1s predicted as 0s 18.386%False pos. for predicted pos. = predicted 1s actual 0s 22.881%

    False neg. for predicted neg. = predicted 0s actual 1s 26.623%False predictions = actual 1s and 0s incorrectly predicted 24.359%=======================================================================--> PROC = DAPR$--> ENDPROC$--> CREATE;PRECR=(10-PREC)/PREC$--> CALC;COEF1=B(1)$--> CALC;COEF2=B(2)$--> CALC;COEF3=B(3)$--> CALC;COEF4=B(4)$--> CALC;COEF5=B(5)$--> CALC;COEF6=B(6)$--> CALC;COEF7=B(7)$--> CALC;COEF8=B(8)$--> CALC;COEF9=B(9)$--> CALC;COEF10=B(10)$

    --> CREATE;EXPO=EXP(-(COEF1+COEF2*ING+COEF3*EDU+COEF4*CONT+COEF5*DIST+COEF6*E...--> CREATE;DAPR=10/(1+EXPO)$--> DSTAT;RHS=DAPR$Descriptive StatisticsAll results based on nonmissing observations.===============================================================================Variable Mean Std.Dev. Minimum Maximum Cases===============================================================================-------------------------------------------------------------------------------All observations in current sample-------------------------------------------------------------------------------DAPR 5.71794872 2.54349337 .471378667 9.92352956 390

  • 7/28/2019 Modelo Logit Dapr

    3/3

    ANEXOS