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* 2-Stage Least Squares.

TSET MXNEWVAR=1.
2SLS Dt WITH popt PDGT Dt1 It
/INSTRUMENTS PDVT luaslahan IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.

Two-stage Least Squares Analysis


Notes
Output Created

29-May-2015 14:25:35

Comments
Input

Data

E:\simultandata.sav

Active Dataset

DataSet1

Filter

<none>

Weight

<none>

Split File

<none>

N of Rows in Working
Data File
Date
Missing Value Handling

<none>

Definition of Missing

User-defined missing values are


treated as missing.

Cases Used

Statistics are based on all cases


with valid data for all variables
across all equations.

Syntax

Resources

22

2SLS Dt WITH popt PDGT Dt1 It


/INSTRUMENTS PDVT luaslahan
IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.
Processor Time

00:00:00.047

Elapsed Time
Time Series Settings
(TSET)

PRINT = DEFAULT

Saving New Variables

NEWVAR = CURRENT

Treatment of UserMissing Values


Equations Include
Variables Created or
Modified

00:00:00.047

Amount of Output

FIT_1

MISSING = EXCLUDE
CONSTANT
Fit for Dt, MOD_1 Equation 1

Page 1

[DataSet1] E:\simultandata.sav
Model Description
Type of Variable
Equation 1

Dt

dependent

popt

predictor & instrumental

PDGT

predictor

Dt1

predictor & instrumental

It

predictor & instrumental

PDVT

instrumental

luaslahan

instrumental

IMGT

instrumental

PWGTT

instrumental

pdgt1

instrumental

NTt

instrumental

MOD_1
Model Summary
Equation 1

Multiple R

.772

R Square

.596

Adjusted R Square

.495

Std. Error of the Estimate

416756.901
ANOVA

Sum of Squares
Equation 1

df

Mean Square

Regression

4.105E12

1.026E12

Residual

2.779E12

16

1.737E11

Total

6.884E12

20

Sig.
5.908

.004

Coefficients
Unstandardized Coefficients
B
Equation 1

(Constant)
popt
PDGT
Dt1
It

Std. Error

Beta

Sig.

-8.421E6

3364547.168

-2.503

.024

84.278

27.483

3.021

3.067

.007

-1080.190

375.225

-2.803

-2.879

.011

.247

.188

.292

1.317

.206

-9.143

4.358

-.608

-2.098

.052

Page 2

Coefficient Correlations
popt
Equation 1

Correlations

PDGT

popt

1.000

-.979

PDGT

-.979

Dt1

-.394

It

-.751

Dt1

It
-.394

-.751

1.000

.289

.789

.289

1.000

.033

.789

.033

1.000

* 2-Stage Least Squares.


TSET MXNEWVAR=1.
2SLS PRODGT WITH PDGT luaslahan PDVT
/INSTRUMENTS PDVT luaslahan IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.

Two-stage Least Squares Analysis


Notes
Output Created

29-May-2015 14:27:27

Comments
Input

Data

E:\simultandata.sav

Active Dataset

DataSet1

Filter

<none>

Weight

<none>

Split File

<none>

N of Rows in Working
Data File
Date
Missing Value Handling

<none>

Definition of Missing

User-defined missing values are


treated as missing.

Cases Used

Statistics are based on all cases


with valid data for all variables
across all equations.

Syntax

Resources

22

2SLS PRODGT WITH PDGT


luaslahan PDVT
/INSTRUMENTS PDVT luaslahan
IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.
Processor Time

00:00:00.110

Page 3

Notes
Resources

Elapsed Time

Time Series Settings


(TSET)

Amount of Output

PRINT = DEFAULT

Saving New Variables

NEWVAR = CURRENT

00:00:00.063

Treatment of UserMissing Values


Equations Include
Variables Created or
Modified

MISSING = EXCLUDE
CONSTANT

FIT_1

Fit for PRODGT, MOD_2 Equation 1

[DataSet1] E:\simultandata.sav
Model Description
Type of Variable
Equation 1

PRODGT

dependent

PDGT

predictor

luaslahan

predictor & instrumental

PDVT

predictor & instrumental

IMGT

instrumental

PWGTT

instrumental

pdgt1

instrumental

It

instrumental

popt

instrumental

NTt

instrumental

Dt1

instrumental

MOD_2
Model Summary
Equation 1

Multiple R

.750

R Square

.563

Adjusted R Square

.486

Std. Error of the Estimate

198569.855
ANOVA

Sum of Squares
Equation 1

df

Mean Square

Regression

8.644E11

2.881E11

Residual

6.703E11

17

3.943E10

Total

1.535E12

20

Sig.
7.307

.002

Page 4

Coefficients
Unstandardized Coefficients
Equation 1

(Constant)

Std. Error

406557.564

492125.581

163.303

350.726

.850

-.078

.135

295235.375

75623.974

PDGT
luaslahan
PDVT

Beta

Sig.
.826

.420

.466

.647

-1.046

-.579

.570

.682

3.904

.001

Coefficient Correlations
PDGT
Equation 1

Correlations

luaslahan

PDVT

PDGT

1.000

-.996

luaslahan

-.996

1.000

-.259

.286

-.259

1.000

PDVT

.286

* 2-Stage Least Squares.


TSET MXNEWVAR=1.
2SLS PDGT WITH PWGTT NTt IMGT pdgt1
/INSTRUMENTS PDVT luaslahan IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.

Two-stage Least Squares Analysis


Notes
Output Created

29-May-2015 14:29:05

Comments
Input

Data

E:\simultandata.sav

Active Dataset

DataSet1

Filter

<none>

Weight

<none>

Split File

<none>

N of Rows in Working
Data File
Date
Missing Value Handling

Definition of Missing

22
<none>
User-defined missing values are
treated as missing.

Page 5

Notes
Missing Value Handling

Cases Used

Statistics are based on all cases


with valid data for all variables
across all equations.

Syntax

2SLS PDGT WITH PWGTT NTt IMGT


pdgt1
/INSTRUMENTS PDVT luaslahan
IMGT PWGTT pdgt1 It popt NTt Dt1
/CONSTANT
/SAVE PRED.

Resources

Processor Time

00:00:00.031

Elapsed Time
Time Series Settings
(TSET)

00:00:00.017

Amount of Output

PRINT = DEFAULT

Saving New Variables

NEWVAR = CURRENT

Treatment of UserMissing Values


Equations Include
Variables Created or
Modified

MISSING = EXCLUDE
CONSTANT

FIT_1

Fit for PDGT, MOD_3 Equation 1

[DataSet1] E:\simultandata.sav
Model Description
Type of Variable
Equation 1

PDGT

dependent

PWGTT

predictor & instrumental

NTt

predictor & instrumental

IMGT

predictor & instrumental

pdgt1

predictor & instrumental

PDVT

instrumental

luaslahan

instrumental

It

instrumental

popt

instrumental

Dt1

instrumental

MOD_3
Model Summary
Equation 1

Multiple R

.989

R Square

.977

Adjusted R Square

.972

Std. Error of the Estimate

242.446

Page 6

ANOVA
Sum of Squares
Equation 1

Regression
Residual
Total

Mean Square

40604217.234

df
4

10151054.309

172.696

Sig.

940479.718

16

58779.982

41544696.952

20

.000

Coefficients
Unstandardized Coefficients
B
Equation 1

(Constant)

Std. Error

-361.370

136.438

.691

.179

PWGTT
NTt

Beta

Sig.
-2.649

.018

.346

3.871

.001

.054

.049

.132

1.104

.286

IMGT

-9.259E-5

.000

-.040

-.607

.552

pdgt1

.667

.110

.577

6.087

.000

Coefficient Correlations
PWGTT
Equation 1

Correlations

NTt

IMGT

pdgt1

PWGTT

1.000

-.414

-.103

-.295

NTt

-.414

1.000

-.465

-.578

IMGT

-.103

-.465

1.000

.126

pdgt1

-.295

-.578

.126

1.000

FREQUENCIES VARIABLES=predected_1 predected_2 predected_3 PRODGT PDGT Dt st


/STATISTICS=MEAN
/ORDER=ANALYSIS.

Frequencies
Notes
Output Created

29-May-2015 14:32:16

Comments
Input

Data

E:\simultandata.sav

Active Dataset

DataSet1

Filter

<none>

Weight

<none>

Split File

<none>

Page 7

Notes
Input
Missing Value Handling

N of Rows in Working
Data File
Definition of Missing

22
User-defined missing values are
treated as missing.

Cases Used

Statistics are based on all cases


with valid data.

Syntax

FREQUENCIES
VARIABLES=predected_1
predected_2 predected_3 PRODGT
PDGT Dt st
/STATISTICS=MEAN
/ORDER=ANALYSIS.

Resources

Processor Time

00:00:00.015

Elapsed Time

00:00:00.016

[DataSet1] E:\simultandata.sav
Statistics
Fit for
PRODGT,
MOD_2
Equation 1

Fit for Dt,


MOD_1
Equation 1
N

Valid

PRODGT

PDGT

Dt

st

21

21

21

21

21

21

21

3.4143640E6

2.0041987E6

2.0549524E3

2.0042E6

2.0550E3

3.4144E6

3.6129E6

Missing
Mean

Fit for PDGT,


MOD_3
Equation 1

Frequency Table
Fit for Dt, MOD_1 Equation 1

Valid

Cumulative
Percent

Frequency

Percent

Valid Percent

2259532.31484174

4.5

4.8

4.8

2689977.97714138

4.5

4.8

9.5

3056079.70267255

4.5

4.8

14.3

3088892.38666676

4.5

4.8

19.0

3124741.19257109

4.5

4.8

23.8

3263347.18030114

4.5

4.8

28.6

3263451.58258532

4.5

4.8

33.3

3271742.96858683

4.5

4.8

38.1

3276313.43471442

4.5

4.8

42.9

Page 8

Fit for Dt, MOD_1 Equation 1

Valid

Percent

Valid Percent

3430336.67076662

4.5

4.8

47.6

3435490.45546865

4.5

4.8

52.4

3463384.4286549

4.5

4.8

57.1

3513202.18947002

4.5

4.8

61.9

3531105.42252436

4.5

4.8

66.7

3559490.59527705

4.5

4.8

71.4

3594625.05139319

4.5

4.8

76.2

3676517.6076507

4.5

4.8

81.0

3688662.1331929

4.5

4.8

85.7

4012947.0176138

4.5

4.8

90.5

4162084.99998751

4.5

4.8

95.2

4339717.68791911

4.5

4.8

100.0

21

95.5

100.0

4.5

22

100.0

Total
Missing

Cumulative
Percent

Frequency

System

Total

Fit for PRODGT, MOD_2 Equation 1

Valid

Cumulative
Percent

Frequency

Percent

Valid Percent

1590184.34368327

4.5

4.8

4.8

1671442.08707003

4.5

4.8

9.5

1794592.73240978

4.5

4.8

14.3

1798608.12306104

4.5

4.8

19.0

1800199.83297572

4.5

4.8

23.8

1831205.42233111

4.5

4.8

28.6

1833229.19165452

4.5

4.8

33.3

1880392.74002417

4.5

4.8

38.1

2007764.84308855

4.5

4.8

42.9

2043854.54242675

4.5

4.8

47.6

2061199.72498855

4.5

4.8

52.4

2070532.70602301

4.5

4.8

57.1

2076495.43833097

4.5

4.8

61.9

2097490.87363677

4.5

4.8

66.7

2129874.67765151

4.5

4.8

71.4

2160834.87956405

4.5

4.8

76.2

2194453.78588509

4.5

4.8

81.0

2194533.53886187

4.5

4.8

85.7

2205021.72814676

4.5

4.8

90.5

2279457.20984043

4.5

4.8

95.2

Page 9

Fit for PRODGT, MOD_2 Equation 1


Frequency
Valid

2366804.57834603
Total

Missing

4.5

4.8

95.5

100.0

4.5

22

100.0

Cumulative
Percent

Valid Percent

21

System

Total

Percent

100.0

Fit for PDGT, MOD_3 Equation 1

Valid

Percent

Valid Percent

435.137215725574

4.5

4.8

524.397329452915

4.5

4.8

9.5

558.047074494983

4.5

4.8

14.3

638.084324344494

4.5

4.8

19.0

784.477396265633

4.5

4.8

23.8

1002.02161769471

4.5

4.8

28.6

1161.08916734127

4.5

4.8

33.3

1279.18829297002

4.5

4.8

38.1

1378.38641625221

4.5

4.8

42.9

1423.32121625506

4.5

4.8

47.6

1505.84924644387

4.5

4.8

52.4

1591.98504927004

4.5

4.8

57.1

1759.65675010128

4.5

4.8

61.9

2387.74418788543

4.5

4.8

66.7

2523.67748976058

4.5

4.8

71.4

3253.02277034666

4.5

4.8

76.2

3676.24204115882

4.5

4.8

81.0

3868.88011322525

4.5

4.8

85.7

3942.63413829387

4.5

4.8

90.5

4379.67565112754

4.5

4.8

95.2
100.0

5080.48251158978
Total
Missing

Cumulative
Percent

Frequency

4.5

4.8

21

95.5

100.0

System

Total

4.5

22

100.0

4.8

PRODGT

Valid

Cumulative
Percent

Frequency

Percent

Valid Percent

1488269

4.5

4.8

1493933

4.5

4.8

9.5

1631918

4.5

4.8

14.3

1690004

4.5

4.8

19.0

4.8

Page 10

PRODGT

Valid

Percent

Valid Percent

1725467

4.5

4.8

23.8

1755354

4.5

4.8

28.6

1898809

4.5

4.8

33.3

2004051

4.5

4.8

38.1

2014574

4.5

4.8

42.9

2051645

4.5

4.8

47.6

2059576

4.5

4.8

52.4

2094195

4.5

4.8

57.1

2108348

4.5

4.8

61.9

2119585

4.5

4.8

66.7

2175874

4.5

4.8

71.4

2191986

4.5

4.8

76.2

2241742

4.5

4.8

81.0

2252667

4.5

4.8

85.7

2306484

4.5

4.8

90.5

2329811

4.5

4.8

95.2
100.0

2453881
Total
Missing

Cumulative
Percent

Frequency

System

Total

4.5

4.8

21

95.5

100.0

4.5

22

100.0
PDGT

Valid

Cumulative
Percent

Frequency

Percent

Valid Percent

592

4.5

4.8

615

4.5

4.8

9.5

653

4.5

4.8

14.3

729

4.5

4.8

19.0

890

4.5

4.8

23.8

1041

4.5

4.8

28.6

1125

4.5

4.8

33.3

1215

4.5

4.8

38.1

1256

4.5

4.8

42.9

1260

4.5

4.8

47.6

1430

4.5

4.8

52.4

1461

4.5

4.8

57.1

1525

4.5

4.8

61.9

2572

4.5

4.8

66.7

2640

4.5

4.8

71.4

4.8

Page 11

PDGT

Valid

Missing

Cumulative
Percent

Frequency

Percent

Valid Percent

2989

4.5

4.8

76.2

3619

4.5

4.8

81.0

3745

4.5

4.8

85.7

4110

4.5

4.8

90.5

4212

4.5

4.8

95.2

5475

4.5

4.8

100.0

Total

21

95.5

100.0

4.5

22

100.0

System

Total

Dt

Valid

Percent

Valid Percent

1910968

4.5

4.8

4.8

2769278

4.5

4.8

9.5

2940631

4.5

4.8

14.3

2943923

4.5

4.8

19.0

3160562

4.5

4.8

23.8

3187530

4.5

4.8

28.6

3190974

4.5

4.8

33.3

3284303

4.5

4.8

38.1

3328465

4.5

4.8

42.9

3366006

4.5

4.8

47.6

3368570

4.5

4.8

52.4

3374606

4.5

4.8

57.1

3392090

4.5

4.8

61.9

3489930

4.5

4.8

66.7

3514290

4.5

4.8

71.4

3922160

4.5

4.8

76.2

3964030

4.5

4.8

81.0

3977884

4.5

4.8

85.7

4073471

4.5

4.8

90.5

4102519

4.5

4.8

95.2

4439453

4.5

4.8

100.0

21

95.5

100.0

4.5

22

100.0

Total
Missing
Total

Cumulative
Percent

Frequency

System

Page 12

st

Valid

Percent

Valid Percent

2469000

4.5

4.8

4.8

2666000

4.5

4.8

9.5

2701000

4.5

4.8

14.3

2727000

4.5

4.8

19.0

2807000

4.5

4.8

23.8

2831000

4.5

4.8

28.6

2959000

4.5

4.8

33.3

3032000

4.5

4.8

38.1

3089000

4.5

4.8

42.9

3165000

4.5

4.8

47.6

3374000

4.5

4.8

52.4

3659000

4.5

4.8

57.1

3670000

4.5

4.8

61.9

3714000

4.5

4.8

66.7

4547000

4.5

4.8

71.4

4570000

4.5

4.8

76.2

4670000

4.5

4.8

81.0

4721000

4.5

4.8

85.7

4740000

9.1

9.5

95.2

5020000

4.5

4.8

100.0

21

95.5

100.0

4.5

22

100.0

Total
Missing
Total

Cumulative
Percent

Frequency

System

Page 13

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