LPM

Dependent Variable: Y
Method: Least Squares
Date: 04/02/18 Time: 08:50
Sample: 1 100
Included observations: 100

Variable Coefficient Std. Error t-Statistic Prob.

C 1.141229 0.169018 6.752128 0.0000

X1 2.72E-07 4.82E-08 5.642321 0.0000
X3 -0.031575 0.003646 -8.660636 0.0000

R-squared 0.659904 Mean dependent var 0.540000

Adjusted R-squared 0.652891 S.D. dependent var 0.500908
S.E. of regression 0.295115 Akaike info criterion 0.426636
Sum squared resid 8.447996 Schwarz criterion 0.504791
Log likelihood -18.33180 Hannan-Quinn criter. 0.458267
F-statistic 94.10661 Durbin-Watson stat 1.609102
Prob(F-statistic) 0.000000

Estimation Command:
=========================
LS Y C X1 X3

Estimation Equation:
=========================
Y = C(1) + C(2)*X1 + C(3)*X3

Substituted Coefficients:
=========================
Y = 1.14122947374 + 2.71756978507e-07*X1 - 0.0315752272007*X3
LOGIT
Dependent Variable: Y
Method: ML - Binary Logit (Newton-Raphson / Marquardt steps)
Date: 04/02/18 Time: 08:47
Sample: 1 100
Included observations: 100
Convergence achieved after 9 iterations
Coefficient covariance computed using observed Hessian

Variable Coefficient Std. Error z-Statistic Prob.

C -0.876303 6.701273 -0.130767 0.8960

X1 3.78E-06 1.66E-06 2.273258 0.0230
X2 -1.107541 0.526771 -2.102508 0.0355
X3 -0.480963 0.235007 -2.046588 0.0407
X4 1.151738 0.519705 2.216138 0.0267

McFadden R-squared 0.865093 Mean dependent var 0.540000

S.D. dependent var 0.500908 S.E. of regression 0.180023
Akaike info criterion 0.286156 Sum squared resid 3.078782
Schwarz criterion 0.416414 Log likelihood -9.307798
Hannan-Quinn criter. 0.338874 Deviance 18.61560
Restr. deviance 137.9888 Restr. log likelihood -68.99438
LR statistic 119.3732 Avg. log likelihood -0.093078
Prob(LR statistic) 0.000000

Obs with Dep=0 46 Total obs 100

Obs with Dep=1 54

Estimation Command:
=========================
BINARY(D=L) Y C X1 X2 X3 X4

Estimation Equation:
=========================
I_Y = C(1) + C(2)*X1 + C(3)*X2 + C(4)*X3 + C(5)*X4

Forecasting Equation:
=========================
Y = 1-@CLOGISTIC(-(C(1) + C(2)*X1 + C(3)*X2 + C(4)*X3 + C(5)*X4))

Substituted Coefficients:
=========================
Y = 1-@CLOGISTIC(-(-0.876302818873 + 3.78132868193e-06*X1 - 1.10754073653*X2 - 0.480962717041*X3 +
1.15173818624*X4))
PROBIT

Dependent Variable: Y
Method: ML - Binary Probit (Newton-Raphson / Marquardt steps)
Date: 04/02/18 Time: 09:04
Sample: 1 100
Included observations: 100
Convergence achieved after 10 iterations
Coefficient covariance computed using observed Hessian

Variable Coefficient Std. Error z-Statistic Prob.

C -0.252657 3.974858 -0.063564 0.9493

X1 2.19E-06 9.72E-07 2.250201 0.0244
X2 -0.636183 0.315806 -2.014475 0.0440
X3 -0.280014 0.138097 -2.027656 0.0426
X4 0.648868 0.298733 2.172063 0.0299

McFadden R-squared 0.867168 Mean dependent var 0.540000

S.D. dependent var 0.500908 S.E. of regression 0.180191
Akaike info criterion 0.283293 Sum squared resid 3.084536
Schwarz criterion 0.413551 Log likelihood -9.164641
Hannan-Quinn criter. 0.336011 Deviance 18.32928
Restr. deviance 137.9888 Restr. log likelihood -68.99438
LR statistic 119.6595 Avg. log likelihood -0.091646
Prob(LR statistic) 0.000000

Obs with Dep=0 46 Total obs 100

Obs with Dep=1 54

Estimation Command:
=========================
BINARY(D=N) Y C X1 X2 X3 X4

Estimation Equation:
=========================
I_Y = C(1) + C(2)*X1 + C(3)*X2 + C(4)*X3 + C(5)*X4

Forecasting Equation:
=========================
Y = 1-@CNORM(-(C(1) + C(2)*X1 + C(3)*X2 + C(4)*X3 + C(5)*X4))

Substituted Coefficients:
=========================
Y = 1-@CNORM(-(-0.252657441599 + 2.18685926404e-06*X1 - 0.636182954348*X2 - 0.280014277614*X3 +
0.648867666392*X4))