Hi,
I tried to run simple OLS but the results are not matching. The SPSS results are matching
with text book results.
SPSS results:
Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 1158559.201 360592.720 3.213 .002
Q 2026114.340 61806.945 .907 32.781 .000
PF 1.225 .104 .339 11.814 .000
LF -3065753.131 696327.318 -.136 -4.403 .000
a Dependent Variable: C
GRETL:
Model 2: OLS, using observations 1-90
Dependent variable: C
Omitted due to exact collinearity: LF
coefficient std. error t-ratio p-value
-----------------------------------------------------------------
const 1.58686e+06 154259 10.29 1.05e-016 ***
Q −32683.7 2587.90 −12.63 2.23e-021 ***
PF 2.16835 0.205182 10.57 2.83e-017 ***
Mean dependent var 1122524 S.D. dependent var 1192075
Sum squared resid 3.44e+13 S.E. of regression 628752.4
R-squared 0.728055 Adjusted R-squared 0.721803
F(2, 87) 116.4586 P-value(F) 2.51e-25
Log-likelihood −1327.813 Akaike criterion 2661.626
Schwarz criterion 2669.126 Hannan-Quinn 2664.651
https://www.dropbox.com/scl/fi/ndhl6sauxeeuufzl2wa6x/gujarati_Table16_1_a...