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--> READ;FILE="C:\Documents and Settings\ACER\Desktop\MY IS\300
samples.xls"$
--> SAMPLE;1-300$
-->
LOGIT;Lhs=WORTH;Rhs=ONE,GENDER,AGE,CAREER,INCOME,MARRIED,EDUCATIO,HOO
D
,DISTANCE,BUDDY2,BUDDY3,CAR,EXPEND,MOCYC;Margin$
Normal exit from iterations. Exit status=0.
+---------------------------------------------+
| Multinomial Logit Model
|
| Maximum Likelihood Estimates
|
| Model estimated: Jul 26, 2009 at 05:27:16PM.|
| Dependent variable
WORTH
|
| Weighting variable
None
|
| Number of observations
300
|
| Iterations completed
8
|
| Log likelihood function
-123.7241
|
| Restricted log likelihood
-204.4035
|
| Chi squared
161.3589
|
| Degrees of freedom
13
|
| Prob[ChiSqd > value] =
.0000000
|
| Hosmer-Lemeshow chi-squared =
8.75703
|
| P-value= .27057 with deg.fr. =
7
|
+---------------------------------------------+
96
+---------+--------------+----------------+--------+---------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean
of X|
+---------+--------------+----------------+--------+---------+-------Characteristics in numerator of Prob[Y = 1]
Constant
-6.63811501
2.07801801
-3.194
.0014
GENDER
.39272677
.34505710
1.138
.2551
.59000000
AGE
-.12208278
.03570948
-3.419
.0006
38.5200000
CAREER
-.17641573
.37062661
-.476
.6341
.66666667
INCOME
.00048810
.759615D-04
6.426
.0000
19634.6767
MARRIED
-.57326726
.53408482
-1.073
.2831
.60000000
EDUCATIO
.15079979
.39995028
.377
.7061
.69000000
HOOD
-.60490545
.61282205
-.987
.3236
.86000000
DISTANCE
-.00982254
.00630045
-1.559
.1190
27.5233333
BUDDY2
3.55144031
1.39381816
2.548
.0108
.63666667
BUDDY3
2.16010796
1.36686756
1.580
.1140
.32333333
CAR
-2.01344964
1.31438642
-1.532
.1256
.79333333
EXPEND
.00540314
.00291384
1.854
.0637
482.310000
MOCYC
-1.37682885
1.36053190
-1.012
.3115
.16333333
97
+-------------------------------------------+
| Partial derivatives of probabilities with |
| respect to the vector of characteristics. |
| They are computed at the means of the Xs. |
| Observations used are All Obs.
|
+-------------------------------------------+
+---------+--------------+----------------+--------+---------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z]
|Elasticity|
+---------+--------------+----------------+--------+---------+------Characteristics in numerator of Prob[Y = 1]
Constant
-1.26248676
.38989442
-3.238
.0012
Marginal effect for dummy variable is P|1 - P|0.
GENDER
.07589734
.06784672
1.119
.2633
.06014167
AGE
-.02321862
.00659119
-3.523
.0004
1.20121191
Marginal effect for dummy variable is P|1 - P|0.
CAREER
-.03306223
.06810700
-.485
.6274
.02960314
INCOME
.928304D-04
.117004D-04
7.934
.0000
2.44799630
Marginal effect for dummy variable is P|1 - P|0.
MARRIED
-.10578736
.09460200
-1.118
.2635
.08524755
Marginal effect for dummy variable is P|1 - P|0.
EDUCATIO
.02907612
.07856997
.370
.7113
.02694526
Marginal effect for dummy variable is P|1 - P|0.
HOOD
-.10249502
.09154475
-1.120
.2629
.11838538
DISTANCE
-.00186812
.00120683
-1.548
.1216
.06905635
Marginal effect for dummy variable is P|1 - P|0.
BUDDY2
.68070505
.19762580
3.444
.0006
.58206028
Marginal effect for dummy variable is P|1 - P|0.
BUDDY3
.33452380
.17152540
1.950
.0511
.14526948
Marginal effect for dummy variable is P|1 - P|0.
CAR
-.27721249
.12737284
-2.176
.0295
.29536932
EXPEND
.00102761
.00055097
1.865
.0622
.66565860
Marginal effect for dummy variable is P|1 - P|0.
MOCYC
-.30546081
.32165814
-.950
.3423
.06700809
98
+---------------------+
| Marginal Effects for|
+----------+----------+
| Variable | All Obs. |
+----------+----------+
| ONE
| -1.26249 |
| GENDER
|
.07590 |
| AGE
| -.02322 |
| CAREER
| -.03306 |
| INCOME
|
.00009 |
| MARRIED | -.10579 |
| EDUCATIO |
.02908 |
| HOOD
| -.10250 |
| DISTANCE | -.00187 |
| BUDDY2
|
.68071 |
| BUDDY3
|
.33452 |
| CAR
| -.27721 |
| EXPEND
|
.00103 |
| MOCYC
| -.30546 |
+----------+----------+
+----------------------------------------+
| Fit Measures for Binomial Choice Model |
| Logit
model for variable WORTH
|
+----------------------------------------+
| Proportions P0= .423333
P1= .576667 |
| N =
300 N0=
127
N1=
173 |
| LogL = -123.72411 LogL0 = -204.4035 |
| Estrella = 1-(L/L0)^(-2L0/n) = .49547 |
+----------------------------------------+
|
Efron | McFadden | Ben./Lerman |
|
.44355 |
.39471 |
.72933 |
|
Cramer | Veall/Zim. |
Rsqrd_ML |
|
.44562 |
.60641 |
.41600 |
+----------------------------------------+
| Information Akaike I.C. Schwarz I.C. |
| Criteria
.91816
327.30117 |
+----------------------------------------+
99
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