HomenewsFree essaysBuy paper on Statistics

Buy paper on Statistics

  • 23/02/2013
  • Posted by: essay
  • Category: Free essays
No Comments

In order to prepare descriptive statistics, it is necessary to categorize data. The columns Gender, Real Estate Purchases, Broadband Access, Have Children need to be converted to numeric format in order to apply descriptive statistics methods.

I have denoted Gender: male – 1, female – 0; Real Estate Purchases, Broadband Access and Have Children – in these columns “yes” was denoted as 1, and “no” was denoted as 0.

buy paper

 

Descriptive statistics      
       

 

Age

Gender

Real Estate Purchases?

count

410

410

410
mean

30,11

0,56

0,44
sample variance

16,19

0,25

0,25
sample standard deviation

4,02

0,50

0,50
minimum

19

0

0
maximum

42

1

1
range

23

1

1
 

 

 

Value of Investments ($)

Number of Transactions

Broadband Access?

count

410

410

410
mean

28 538,29

5,97

0,62
sample variance

249 982 368,72

9,62

0,24
sample standard deviation

15 810,83

3,10

0,48
minimum

0

0

0
maximum

133400

21

1
range

133400

21

1
       

 

 

Household Income ($)

Have Children?

count

410

410
mean

74 459,51

0,53
sample variance

1 212 307 794,38

0,25
sample standard deviation

34 818,21

0,50
minimum

16200

0
maximum

322500

1
range

306300

1

 

 

 

 

SUMMARY OUTPUT                
                 

Regression Statistics

              
Multiple R

0,127378515

              
R Square

0,016225286

              
Adjusted R Square

0,007888212

              
Standard Error

0,049995591

              
Observations

120

              
                 
ANOVA                

 

df

SS

MS

F

Significance F

      
Regression

1

0,004864544

0,004864544

1,946160776

0,165621429

      
Residual

118

0,294947974

0,002499559

          
Total

119

0,299812518

            
                 

 

Coefficients

Standard Error

t Stat

P-value

Lower 95%

Upper 95%

Lower 95.0%

Upper 95.0%
Intercept

0,011003126

0,0045889

2,39777003

0,018063423

0,001915865

0,020090387

0,001915865

0,020090387
XMkt

0,093193937

0,066803359

1,395048664

0,165621429

-0,039094758

0,225482631

-0,039094758

0,225482631
                 
                 
                 
Model is:                
Xconed = 0.011 + 0.09*XMkt              
                 

 

 

 

SUMMARY OUTPUT                
                 

Regression Statistics

              
Multiple R

0,344264031

              
R Square

0,118517723

              
Adjusted R Square

0,110983687

              
Standard Error

0,090304308

              
Observations

119

              
                 
ANOVA                

 

df

SS

MS

F

Significance F

      
Regression

1

0,128284007

0,128284007

15,73097269

0,000126226

      
Residual

117

0,954119564

0,008154868

          
Total

118

1,082403571

            
                 

 

Coefficients

Standard Error

t Stat

P-value

Lower 95%

Upper 95%

Lower 95.0%

Upper 95.0%
Intercept

0,000719287

0,008316944

0,086484567

0,931229058

-0,015751984

0,017190558

-0,015751984

0,017190558
Xmarket

0,480301481

0,121097768

3,966229027

0,000126226

0,240473716

0,720129246

0,240473716

0,720129246
                 
Again, there is evidence that intercept is 0            
                 
So again re-estimate the model              
                 
SUMMARY OUTPUT                
                 

Regression Statistics

              
Multiple R

0,344182178

              
R Square

0,118461372

              
Adjusted R Square

0,109986796

              
Standard Error

0,089923723

              
Observations

119

              
                 
ANOVA                

 

df

SS

MS

F

Significance F

      
Regression

1

0,128223012

0,128223012

15,85686825

0,000119044

      
Residual

118

0,954180559

0,008086276

          
Total

119

1,082403571

            
                 

 

Coefficients

Standard Error

t Stat

P-value

Lower 95%

Upper 95%

Lower 95.0%

Upper 95.0%
Intercept

0

#Н/Д

#Н/Д

#Н/Д

#Н/Д

#Н/Д

#Н/Д

#Н/Д
Xmarket

0,481311439

0,120025396

4,010080004

0,000106811

0,243628737

0,718994142

0,243628737

0,718994142
                 
Model is:                
Xdelta = 0.48*Xmkt                

 

 

 

SUMMARY OUTPUT                
                 

Regression Statistics

              
Multiple R

0,562710966

              
R Square

0,316643632

              
Adjusted R Square

0,310802979

              
Standard Error

0,067390005

              
Observations

119

              
                 
ANOVA                

 

df

SS

MS

F

Significance F

      
Regression

1

0,246206976

0,246206976

54,21374066

2,72863E-11

      
Residual

117

0,531345299

0,004541413

          
Total

118

0,777552276

            
                 

 

Coefficients

Standard Error

t Stat

P-value

Lower 95%

Upper 95%

Lower 95.0%

Upper 95.0%
Intercept

0,000140484

0,006206558

0,022634805

0,981980138

-0,012151277

0,012432246

-0,012151277

0,012432246
Excess Return Market

0,665392413

0,090369766

7,362998075

2,72863E-11

0,486419841

0,844364986

0,486419841

0,844364986
                 
Note that Intercept is statistically equal to 0 for Citcorp .. Hence, CAPM holds and we re-estimate model without intercept  
                 
                 
                 
SUMMARY OUTPUT                
                 

Regression Statistics

              
Multiple R

0,562708308

              
R Square

0,316640639

              
Adjusted R Square

0,308166063

              
Standard Error

0,067103994

              
Observations

119

              

 



Author: essay
Professional custom essay writers.

Leave a Reply