ANNEXES
Tests pré-estimation :
Annexe 1 : Statistiques descriptives
. sum chomage inflation pibreel investtotal txinteretreel
txdechangereel popact
|
Variable
|
Obs Mean Std. Dev. Min Max
|
|
chomage
|
174 9.877236 7.291541 .63 22.667
|
|
inflation
|
174 4.323189 6.791749 -8 43.7
|
|
pibreel
|
174 4.757779 10.99244 -36.4 95.26215
|
|
investtotal
|
174 26.11671 17.75203 2.099 115.102
|
|
txinteretr~l
|
174 5.061767 1.779207 2.45 8.6
|
|
txdechange~l
|
174 -.5054564 8.004629 -36.5306 24.2
|
|
popact
|
174 65.30444 9.251472 47.494 83.184
|
Annexe 2 : Test de
multicolinéarité
. corr chomage inflation pibreel investtotal txinteretreel
txinteretreel popact (obs=174)
|
chomage inflat~n pibreel invest~l txinte~l txinte~l
popact
|
|
chomage
|
1.0000
|
|
inflation
|
-0.0137 1.0000
|
|
pibreel
|
-0.1131 0.0108 1.0000
|
|
investtotal
|
0.4143 0.1205 0.4105 1.0000
|
|
txinteretr~l
|
-0.0073 0.3231 0.2376 0.1080 1.0000
|
|
txinteretr~l
|
-0.0073 0.3231 0.2376 0.1080 1.0000 1.0000
|
|
popact
|
-0.3901 0.0040 -0.0706 -0.2788 0.1699 0.1699
1.0000
|
Annexe 3 : Test
d'homogénéité
. xtrc chomage inflation pibreel investtotal txinteretreel
txdechangereel popact
Random-coefficients regression Number of obs
= 174
Group variable: id Number of
groups = 6
Obs per
group:
min = 29
avg = 29.0
max = 29
Wald chi2(6)
= 27.76
Prob > chi2
= 0.0001
|
chomage
|
Coef. Std. Err. z P>|z| [95% Conf.
Interval]
|
|
inflation
|
-.001501 .0083613 -0.18 0.858 -.0178889
.0148868
|
|
pibreel
|
.0070939 .0409496 0.17 0.862 -.0731658
.0873537
|
|
investtotal
|
-.0177077 .0239198 -0.74 0.459 -.0645896
.0291742
|
|
txinteretreel
|
.2268138 .2741482 0.83 0.408 -.3105067
.7641343
|
|
txdechangereel
|
-.0009121 .007137 -0.13 0.898 -.0149003
.0130762
|
|
popact
|
-.5464922 .1661568 -3.29 0.001 -.8721535
-.220831
|
|
_cons
|
44.65348 14.34881 3.11 0.002 16.53032
72.77663
|
Test of parameter constancy: chi2(35) = 65991.87 Prob
> chi2 = 0.0000
| 
