___ ____ ____ ____ ____ tm
/__ / ____/ / ____/
___/ / /___/ / /___/ 9.0 Copyright 1984-2005
Statistics/Data Analysis StataCorp
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 Linux64 (network) perpetual license:
Serial number: 999
Licensed to: Brian P. Poi, Ph.D.
StataCorp LP
Notes:
1. (-m# option or -set memory-) 1.00 MB allocated to data
2. Command line editing disabled
3. Stata running in batch mode
running /home/bpp/bin/profile.do ...
. do noint1.do
. /* NIST StRD benchmark from http://www.nist.gov/itl/div898/strd/
>
> Linear Regression
>
> Difficulty=Average Linear k=1 N=11 Generated
>
> Dataset Name: Line Through Origin-1 (nointercept1.dat)
>
> Procedure: Linear Least Squares Regression
>
> Reference: Eberhardt, K., NIST.
>
> Data: 1 Response Variable (y)
> 1 Predictor Variable (x)
> 11 Observations
> Average Level of Difficulty
> Generated Data
>
> Model: Linear Class
> 1 Parameter (B1)
>
> y = B1*x + e
>
>
> Certified Regression Statistics
>
> Standard Deviation
> Parameter Estimate of Estimate
>
> B1 2.07438016528926 0.165289256198347E-01
>
> Residual
> Standard Deviation 3.56753034006338
>
> R-Squared 0.999365492298663
>
> Certified Analysis of Variance Table
>
> Source of Degrees of Sums of Mean
> Variation Freedom Squares Squares F Statistic
>
> Regression 1 200457.727272727 200457.727272727 15750.2500000000
> Residual 10 127.272727272727 12.7272727272727
> */
.
. clear
.
. scalar N = 11
. scalar df_r = 10
. scalar df_m = 1
.
. scalar rmse = 3.56753034006338
. scalar r2 = 0.999365492298663
. scalar mss = 200457.727272727
. scalar F = 15750.2500000000
. scalar rss = 127.272727272727
.
. scalar bx = 2.07438016528926
. scalar sex = 0.165289256198347E-01
.
. qui input int (y x)
.
. reg y x, nocons
Source | SS df MS Number of obs = 11
-------------+------------------------------ F( 1, 10) =15750.25
Model | 200457.727 1 200457.727 Prob > F = 0.0000
Residual | 127.272727 10 12.7272727 R-squared = 0.9994
-------------+------------------------------ Adj R-squared = 0.9993
Total | 200585 11 18235 Root MSE = 3.5675
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 2.07438 .0165289 125.50 0.000 2.037551 2.111209
------------------------------------------------------------------------------
. di "R-squared = " %20.15f e(r2)
R-squared = 0.999365492298663
.
. assert N == e(N)
. assert df_r == e(df_r)
. assert df_m == e(df_m)
.
. lrecomp _b[x] bx () _se[x] sex () /*
> */ e(rmse) rmse e(r2) r2 e(mss) mss e(F) F e(rss) rss
_b[x] 14.7
-------------------------
min 14.7
_se[x] 15.7
-------------------------
min 15.7
e(rmse) 15.1
e(r2) 15.7
e(mss) 14.9
e(F) 15.1
e(rss) 14.9
.
.
end of do-file