INVESTOR #1 ===================== EQUATIONS: EQ_BB1 NOB 610 SBIC 1007.79 LOGL -879.523 Standard Parameter Estimate Error t-statistic P-value C_1 -2.92364 .927337 -3.15273 [.002] A5_1 -.118841 .165056 -.720007 [.472] A4_1 .110347 .320785 .343990 [.731] A3_1 .390280 .313684 1.24418 [.213] A2_1 .018624 .224185 .083075 [.934] P0_1 -.081162 .039652 -2.04686 [.041] P1_1 -.011099 .042683 -.260043 [.795] P2_1 -.022774 .049727 -.457980 [.647] P3_1 .015623 .044793 .348789 [.727] P4_1 .102131 .053133 1.92218 [.055] P5_1 -.067788 .060343 -1.12337 [.261] P6_1 .050591 .064133 .788843 [.430] P7_1 -.106633 .045194 -2.35943 [.018] P8_1 .014278 .043687 .326823 [.744] P9_1 -.014337 .044762 -.320281 [.749] P10_1 -.027837 .045050 -.617920 [.537] P11_1 -.017480 .051984 -.336261 [.737] P12_1 -.011099 .050262 -.220821 [.825] P13_1 .057085 .043657 1.30757 [.191] P14_1 .011015 .044525 .247385 [.805] P15_1 -.017513 .042937 -.407876 [.683] P16_1 .021054 .048583 .433362 [.665] P17_1 .015943 .045629 .349396 [.727] P18_1 .011231 .058329 .192541 [.847] P19_1 -.121138 .105338 -1.14999 [.250] P20_1 -.607670E-02 .038729 -.156905 [.875] P21_1 -.019804 .046358 -.427191 [.669] DI1_1 .010902 .059388 .183568 [.854] DF1_1 -.015917 .024013 -.662855 [.507] DI2_1 -.065332 .099388 -.657339 [.511] DF2_1 -.021571 .012652 -1.70493 [.088] DI3_1 .039953 .114083 .350206 [.726] DF3_1 .163912E-02 .011870 .138085 [.890] DI4_1 .081644 .106080 .769645 [.442] DF4_1 .010999 .010286 1.06933 [.285] S1_1 -.010801 .126680 -.085264 [.932] S2_1 .303651 .114491 2.65219 [.008] S3_1 .029966 .097594 .307047 [.759] S4_1 -.047070 .089939 -.523352 [.601] S5_1 .014886 .053657 .277432 [.781] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB1 Dependent variable: B5_1 YMEAN .145692 S2 1.12034 ARSQ .080776 SDEV 1.10399 S 1.05846 LMHET 130.768 [.000] SSR 638.592 RSQ .139642 DW 2.10133 [<1.00] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.019098 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_1 E1 1.00000 B1_1 0.025866 1.0000 INVESTOR #2 ===================== EQUATIONS: EQ_BB2 NOB 610 SBIC 1324.54 LOGL -1196.27 Standard Parameter Estimate Error t-statistic P-value C_2 -5.82435 1.55864 -3.73681 [.000] A5_2 .152246 .277421 .548793 [.583] A4_2 -.303068 .539167 -.562104 [.574] A3_2 .611638 .527230 1.16010 [.246] A2_2 -.065389 .376804 -.173535 [.862] P0_2 .070104 .066646 1.05188 [.293] P1_2 -.052871 .071741 -.736967 [.461] P2_2 -.099417 .083580 -1.18948 [.234] P3_2 .099750 .075287 1.32494 [.185] P4_2 -.534200E-02 .089304 -.059818 [.952] P5_2 -.272874 .101423 -2.69046 [.007] P6_2 -.128540 .107793 -1.19247 [.233] P7_2 -.126986 .075961 -1.67172 [.095] P8_2 -.077542 .073428 -1.05603 [.291] P9_2 -.539481E-02 .075235 -.071706 [.943] P10_2 -.049330 .075718 -.651486 [.515] P11_2 .047374 .087373 .542200 [.588] P12_2 -.787755E-02 .084480 -.093248 [.926] P13_2 -.045977 .073378 -.626575 [.531] P14_2 .096911 .074836 1.29497 [.195] P15_2 .036524 .072167 .506107 [.613] P16_2 .023674 .081657 .289921 [.772] P17_2 .019553 .076692 .254951 [.799] P18_2 .169171 .098037 1.72558 [.084] P19_2 -.253748 .177049 -1.43320 [.152] P20_2 -.055099 .065094 -.846459 [.397] P21_2 -.134343 .077918 -1.72416 [.085] DI1_2 .053347 .099818 .534448 [.593] DF1_2 -.036001 .040360 -.892015 [.372] DI2_2 -.124512 .167048 -.745366 [.456] DF2_2 -.022630 .021266 -1.06415 [.287] DI3_2 .041751 .191747 .217740 [.828] DF3_2 .013203 .019951 .661734 [.508] DI4_2 .158868 .178297 .891034 [.373] DF4_2 .011203 .017288 .648008 [.517] S1_2 -.020333 .212920 -.095496 [.924] S2_2 .260374 .192433 1.35307 [.176] S3_2 .026148 .164033 .159408 [.873] S4_2 -.160903 .151166 -1.06441 [.287] S5_2 .067404 .090186 .747393 [.455] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB2 Dependent variable: B5_2 YMEAN .151808 S2 3.16494 ARSQ .070568 SDEV 1.84533 S 1.77903 LMHET 234.883 [.000] SSR 1804.01 RSQ .130089 DW 2.09734 [<1.00] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.025181 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_2 E1 1.00000 B1_2 0.057320 1.00000 INVESTOR #3 ===================== EQUATIONS: EQ_BB3 NOB 610 SBIC 1404.10 LOGL -1275.83 Standard Parameter Estimate Error t-statistic P-value C_3 -2.14646 1.77579 -1.20874 [.227] A5_3 .484061 .316071 1.53149 [.126] A4_3 -.290016 .614284 -.472121 [.637] A3_3 -.691587 .600685 -1.15133 [.250] A2_3 .636140 .429301 1.48180 [.138] P0_3 .101175 .075931 1.33246 [.183] P1_3 -.040805 .081736 -.499231 [.618] P2_3 -.137789 .095224 -1.44699 [.148] P3_3 -.066899 .085776 -.779928 [.435] P4_3 -.134328 .101746 -1.32023 [.187] P5_3 -.097624 .115553 -.844844 [.398] P6_3 -.872051E-02 .122811 -.071007 [.943] P7_3 -.048075 .086544 -.555501 [.579] P8_3 .028093 .083659 .335801 [.737] P9_3 -.022993 .085717 -.268247 [.789] P10_3 -.967952E-02 .086268 -.112203 [.911] P11_3 -.084552 .099546 -.849378 [.396] P12_3 .033960 .096249 .352834 [.724] P13_3 .027675 .083601 .331042 [.741] P14_3 .020350 .085262 .238679 [.811] P15_3 -.137427E-02 .082221 -.016714 [.987] P16_3 -.062987 .093033 -.677035 [.498] P17_3 .021278 .087377 .243514 [.808] P18_3 .408112E-02 .111696 .036538 [.971] P19_3 -.224211 .201716 -1.11152 [.266] P20_3 -.449552E-02 .074163 -.060617 [.952] P21_3 -.652125E-02 .088773 -.073459 [.941] DI1_3 -.574141E-02 .113724 -.050485 [.960] DF1_3 -.019272 .045983 -.419106 [.675] DI2_3 .313243 .190322 1.64586 [.100] DF2_3 .012289 .024229 .507199 [.612] DI3_3 -.198822 .218462 -.910100 [.363] DF3_3 -.641914E-02 .022731 -.282395 [.778] DI4_3 -.414211 .203137 -2.03907 [.041] DF4_3 .328036E-04 .019697 .166545E-02 [.999] S1_3 -.180517E-02 .242584 -.744143E-02 [.994] S2_3 .028415 .219243 .129603 [.897] S3_3 .036269 .186886 .194072 [.846] S4_3 .182065 .172227 1.05713 [.290] S5_3 .108861 .102751 1.05947 [.289] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB3 Dependent variable: B5_3 YMEAN .081967 S2 4.10826 ARSQ -.241439E-02 SDEV 2.02444 S 2.02688 LMHET 177.717 [.000] SSR 2341.71 RSQ .061780 DW 2.01985 [<.992] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.0043583 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_3 E1 1.00000 B1_3 0.044069 1.00000 INVESTOR #4 ===================== EQUATIONS: EQ_BB4 NOB 610 SBIC 1213.39 LOGL -1085.12 Standard Parameter Estimate Error t-statistic P-value C_4 -4.23595 1.29901 -3.26090 [.001] A5_4 -.023935 .231210 -.103522 [.918] A4_4 -.037199 .449356 -.082783 [.934] A3_4 .639215 .439408 1.45472 [.146] A2_4 -.080212 .314039 -.255422 [.798] P0_4 -.028611 .055545 -.515104 [.606] P1_4 -.050757 .059791 -.848916 [.396] P2_4 -.044404 .069658 -.637463 [.524] P3_4 .091132 .062746 1.45240 [.146] P4_4 .125415 .074428 1.68504 [.092] P5_4 -.098790 .084528 -1.16871 [.243] P6_4 .604321E-02 .089838 .067268 [.946] P7_4 -.127918 .063308 -2.02055 [.043] P8_4 -.055418 .061197 -.905564 [.365] P9_4 -.016394 .062703 -.261455 [.794] P10_4 -.042448 .063106 -.672654 [.501] P11_4 .018567 .072819 .254976 [.799] P12_4 -.011990 .070408 -.170292 [.865] P13_4 -.027509 .061155 -.449823 [.653] P14_4 -.042156 .062370 -.675902 [.499] P15_4 .030441 .060146 .506128 [.613] P16_4 -.034355 .068055 -.504808 [.614] P17_4 .036938 .063917 .577896 [.563] P18_4 .510923E-02 .081707 .062531 [.950] P19_4 -.191640 .147558 -1.29875 [.194] P20_4 -.015983 .054251 -.294620 [.768] P21_4 -.036309 .064939 -.559127 [.576] DI1_4 .028090 .083191 .337654 [.736] DF1_4 -.037617 .033637 -1.11832 [.263] DI2_4 -.182783 .139223 -1.31288 [.189] DF2_4 -.027756 .017723 -1.56603 [.117] DI3_4 .042145 .159808 .263723 [.792] DF3_4 .013601 .016628 .817983 [.413] DI4_4 .185414 .148597 1.24776 [.212] DF4_4 .990659E-02 .014408 .687564 [.492] S1_4 .017065 .177453 .096168 [.923] S2_4 .281104 .160379 1.75275 [.080] S3_4 .088038 .136710 .643977 [.520] S4_4 -.133141 .125986 -1.05679 [.291] S5_4 .023525 .075163 .312984 [.754] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB4 Dependent variable: B5_4 YMEAN .130802 S2 2.19837 ARSQ .043213 SDEV 1.51580 S 1.48269 LMHET 205.633 [.000] SSR 1253.07 RSQ .104485 DW 2.05244 [<.998] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.035573 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_4 E1 1.00000 B1_4 0.038419 1.00000 INVESTOR #5 ===================== EQUATIONS: EQ_BB5 NOB 610 SBIC 983.479 LOGL -855.210 Standard Parameter Estimate Error t-statistic P-value C_5 -4.59153 .891103 -5.15264 [.000] A5_5 .079644 .158606 .502147 [.616] A4_5 -.152314 .308251 -.494124 [.621] A3_5 .657682 .301427 2.18189 [.029] A2_5 -.080259 .215426 -.372559 [.709] P0_5 .012336 .038103 .323754 [.746] P1_5 .035781 .041015 .872369 [.383] P2_5 -.041734 .047784 -.873389 [.382] P3_5 .054672 .043043 1.27018 [.204] P4_5 .027874 .051057 .545936 [.585] P5_5 -.203047 .057985 -3.50171 [.000] P6_5 -.113081 .061627 -1.83491 [.067] P7_5 -.115003 .043428 -2.64811 [.008] P8_5 -.024854 .041980 -.592032 [.554] P9_5 .029283 .043013 .680782 [.496] P10_5 -.052243 .043290 -1.20683 [.227] P11_5 .057009 .049953 1.14126 [.254] P12_5 -.024523 .048298 -.507740 [.612] P13_5 -.165236E-02 .041951 -.039388 [.969] P14_5 .094829 .042785 2.21639 [.027] P15_5 .038571 .041259 .934847 [.350] P16_5 .026354 .046685 .564520 [.572] P17_5 .027076 .043846 .617529 [.537] P18_5 .138073 .056050 2.46341 [.014] P19_5 .041724 .101222 .412198 [.680] P20_5 -.027492 .037215 -.738723 [.460] P21_5 -.088498 .044547 -1.98662 [.047] DI1_5 .016734 .057067 .293231 [.769] DF1_5 -.031047 .023074 -1.34553 [.178] DI2_5 -.160037 .095504 -1.67570 [.094] DF2_5 -.021367 .012158 -1.75745 [.079] DI3_5 .099943 .109625 .911679 [.362] DF3_5 .921600E-02 .011407 .807956 [.419] DI4_5 .054821 .101935 .537803 [.591] DF4_5 .932199E-02 .988383E-02 .943155 [.346] S1_5 -.026063 .121730 -.214102 [.830] S2_5 .352642 .110017 3.20533 [.001] S3_5 -.017351 .093781 -.185012 [.853] S4_5 -.074003 .086424 -.856270 [.392] S5_5 .052434 .051561 1.01694 [.309] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB5 Dependent variable: B5_5 YMEAN .151667 S2 1.03449 ARSQ .196890 SDEV 1.13495 S 1.01710 LMHET 261.002 [.000] SSR 589.662 RSQ .248320 DW 1.96832 [<.964] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.030565 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_5 E1 1.00000 B1_5 0.078158 1.0000 INVESTOR #6 ===================== EQUATIONS: EQ_BB6 NOB 610 SBIC 825.727 LOGL -697.458 Standard Parameter Estimate Error t-statistic P-value C_6 -3.26439 .688042 -4.74446 [.000] A5_6 .350237 .122464 2.85993 [.004] A4_6 -.144147 .238008 -.605638 [.545] A3_6 .945843E-02 .232739 .040640 [.968] A2_6 .130761 .166335 .786127 [.432] P0_6 .068249 .029420 2.31981 [.020] P1_6 -.021630 .031669 -.682990 [.495] P2_6 -.095505 .036895 -2.58855 [.010] P3_6 -.021893 .033234 -.658744 [.510] P4_6 -.072276 .039422 -1.83339 [.067] P5_6 -.171849 .044772 -3.83834 [.000] P6_6 -.077107 .047584 -1.62044 [.105] P7_6 -.074469 .033532 -2.22084 [.026] P8_6 -.318987E-02 .032414 -.098410 [.922] P9_6 .054245 .033211 1.63331 [.102] P10_6 -.258075E-02 .033425 -.077210 [.938] P11_6 -.550951E-02 .038570 -.142846 [.886] P12_6 -.020224 .037292 -.542302 [.588] P13_6 -.011634 .032392 -.359156 [.719] P14_6 .013210 .033035 .399860 [.689] P15_6 .022255 .031857 .698582 [.485] P16_6 -.821684E-02 .036046 -.227952 [.820] P17_6 .016998 .033855 .502083 [.616] P18_6 .104239 .043277 2.40863 [.016] P19_6 .027759 .078156 .355177 [.722] P20_6 -.013447 .028735 -.467959 [.640] P21_6 -.077795 .034396 -2.26175 [.024] DI1_6 .024189 .044063 .548969 [.583] DF1_6 -.013453 .017816 -.755083 [.450] DI2_6 -.011984 .073741 -.162508 [.871] DF2_6 -.225883E-02 .938750E-02 -.240621 [.810] DI3_6 -.038442 .084644 -.454158 [.650] DF3_6 .154403E-02 .880728E-02 .175313 [.861] DI4_6 -.088564 .078707 -1.12524 [.260] DF4_6 .496931E-02 .763154E-02 .651154 [.515] S1_6 -.081905 .093991 -.871417 [.384] S2_6 .176489 .084947 2.07763 [.038] S3_6 -.015123 .072410 -.208857 [.835] S4_6 .040541 .066730 .607537 [.543] S5_6 .113924 .039811 2.86159 [.004] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB6 Dependent variable: B5_6 YMEAN .148662 S2 .616740 ARSQ .248085 SDEV .905663 S .785328 LMHET 226.210 [.000] SSR 351.542 RSQ .296237 DW 2.03771 [<.996] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.047096 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_6 E1 1.00000 B1_6 0.044072 1.00000 INVESTOR #7 ===================== EQUATIONS: EQ_BB7 NOB 610 SBIC 1059.90 LOGL -931.628 Standard Parameter Estimate Error t-statistic P-value C_7 -4.08661 1.01003 -4.04603 [.000] A5_7 -.305053 .179774 -1.69687 [.090] A4_7 .663186 .349391 1.89812 [.058] A3_7 -.047043 .341656 -.137691 [.890] A2_7 .129883 .244176 .531924 [.595] P0_7 .358942E-02 .043188 .083112 [.934] P1_7 .027932 .046489 .600817 [.548] P2_7 -.038811 .054161 -.716585 [.474] P3_7 .018873 .048787 .386844 [.699] P4_7 .042965 .057871 .742435 [.458] P5_7 -.238657 .065724 -3.63120 [.000] P6_7 -.047084 .069852 -.674049 [.500] P7_7 -.075844 .049224 -1.54079 [.123] P8_7 .022407 .047583 .470901 [.638] P9_7 .038473 .048754 .789134 [.430] P10_7 -.020617 .049067 -.420173 [.674] P11_7 .028980 .056619 .511835 [.609] P12_7 -.030045 .054744 -.548829 [.583] P13_7 .106718 .047550 2.24432 [.025] P14_7 .097685 .048495 2.01431 [.044] P15_7 .024885 .046766 .532130 [.595] P16_7 -.357411E-02 .052915 -.067544 [.946] P17_7 .018214 .049698 .366492 [.714] P18_7 .197929 .063530 3.11552 [.002] P19_7 .144933 .114732 1.26324 [.207] P20_7 -.043030 .042182 -1.02011 [.308] P21_7 -.121917 .050492 -2.41456 [.016] DI1_7 .893609E-02 .064684 .138150 [.890] DF1_7 -.028191 .026154 -1.07790 [.281] DI2_7 -.084179 .108251 -.777632 [.437] DF2_7 -.011108 .013781 -.806026 [.420] DI3_7 -.173131 .124256 -1.39334 [.164] DF3_7 .399301E-02 .012929 .308844 [.757] DI4_7 .285040 .115540 2.46703 [.014] DF4_7 .010612 .011203 .947253 [.344] S1_7 -.772832E-02 .137976 -.056012 [.955] S2_7 .341728 .124700 2.74040 [.006] S3_7 -.031052 .106297 -.292130 [.770] S4_7 -.031891 .097959 -.325554 [.745] S5_7 -.050234 .058442 -.859556 [.390] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB7 Dependent variable: B5_7 YMEAN .141729 S2 1.32905 ARSQ .152086 SDEV 1.25197 S 1.15284 LMHET 202.440 [.000] SSR 757.558 RSQ .206386 DW 2.06566 [<.999] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.046602 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_7 E1 1.00000 B1_7 0.072191 1.00000 INVESTOR #8 ===================== EQUATIONS: EQ_BB8 NOB 610 SBIC 1302.45 LOGL -1174.18 Standard Parameter Estimate Error t-statistic P-value C_8 -4.28207 1.50321 -2.84862 [.004] A5_8 .937361 .267554 3.50344 [.000] A4_8 -.594608 .519992 -1.14350 [.253] A3_8 -.459126 .508480 -.902939 [.367] A2_8 .508395 .363403 1.39898 [.162] P0_8 .210243 .064276 3.27095 [.001] P1_8 -.089967 .069189 -1.30031 [.193] P2_8 -.265850 .080608 -3.29808 [.001] P3_8 -.130433 .072609 -1.79637 [.072] P4_8 -.285080 .086128 -3.30996 [.001] P5_8 -.205436 .097816 -2.10023 [.036] P6_8 -.177221 .103960 -1.70471 [.088] P7_8 -.061126 .073260 -.834367 [.404] P8_8 .052149 .070817 .736388 [.461] P9_8 .118858 .072559 1.63808 [.101] P10_8 .030359 .073026 .415737 [.678] P11_8 -.064147 .084266 -.761251 [.447] P12_8 .013767 .081475 .168970 [.866] P13_8 -.060116 .070768 -.849472 [.396] P14_8 -.756397E-03 .072175 -.010480 [.992] P15_8 -.035347 .069600 -.507854 [.612] P16_8 -.041717 .078753 -.529720 [.596] P17_8 .299971E-02 .073965 .040556 [.968] P18_8 .034538 .094551 .365291 [.715] P19_8 -.326247 .170753 -1.91064 [.056] P20_8 -.895990E-02 .062779 -.142722 [.887] P21_8 -.025080 .075147 -.333753 [.739] DI1_8 .781851E-02 .096268 .081216 [.935] DF1_8 -.014118 .038924 -.362698 [.717] DI2_8 .177363 .161107 1.10090 [.271] DF2_8 .018662 .020509 .909920 [.363] DI3_8 -.025776 .184928 -.139385 [.889] DF3_8 -.314707E-02 .019242 -.163554 [.870] DI4_8 -.518868 .171956 -3.01745 [.003] DF4_8 -.343296E-02 .016673 -.205898 [.837] S1_8 -.200604 .205348 -.976900 [.329] S2_8 .112270 .185589 .604940 [.545] S3_8 -.084395 .158199 -.533469 [.594] S4_8 .264358 .145790 1.81328 [.070] S5_8 .224498 .086978 2.58108 [.010] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB8 Dependent variable: B5_8 YMEAN .163934 S2 2.94382 ARSQ .143204 SDEV 1.85360 S 1.71576 LMHET 217.641 [.000] SSR 1677.98 RSQ .198072 DW 1.98825 [<.979] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.016283 1.0000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_8 E1 1.00000 B1_8 0.058716 1.00000 INVESTOR #9 ===================== EQUATIONS: EQ_BB9 NOB 610 SBIC 1023.07 LOGL -894.799 Standard Parameter Estimate Error t-statistic P-value C_9 -3.30496 .950853 -3.47579 [.001] A5_9 .536609 .169241 3.17068 [.002] A4_9 .092630 .328920 .281620 [.778] A3_9 -.518931 .321638 -1.61340 [.107] A2_9 .178996 .229870 .778683 [.436] P0_9 .108680 .040658 2.67305 [.008] P1_9 .700789E-02 .043766 .160123 [.873] P2_9 -.150704 .050988 -2.95566 [.003] P3_9 -.099236 .045929 -2.16064 [.031] P4_9 -.145880 .054480 -2.67767 [.007] P5_9 .066661 .061873 1.07738 [.281] P6_9 -.141812 .065760 -2.15652 [.031] P7_9 -.013647 .046340 -.294488 [.768] P8_9 .019494 .044795 .435191 [.663] P9_9 .015303 .045897 .333425 [.739] P10_9 -.027163 .046192 -.588043 [.557] P11_9 -.083175 .053302 -1.56045 [.119] P12_9 .098799 .051537 1.91705 [.055] P13_9 .020570 .044764 .459514 [.646] P14_9 .052029 .045654 1.13965 [.254] P15_9 .034785 .044026 .790115 [.429] P16_9 -.469480E-02 .049815 -.094245 [.925] P17_9 -.123159E-02 .046786 -.026324 [.979] P18_9 -.068195 .059808 -1.14024 [.254] P19_9 .079127 .108009 .732590 [.464] P20_9 .012490 .039711 .314537 [.753] P21_9 -.044737 .047534 -.941162 [.347] DI1_9 -.016519 .060894 -.271276 [.786] DF1_9 .029452 .024621 1.19621 [.232] DI2_9 .090114 .101908 .884263 [.377] DF2_9 .915313E-02 .012973 .705540 [.480] DI3_9 -.133328 .116976 -1.13979 [.254] DF3_9 -.312505E-02 .012171 -.256754 [.797] DI4_9 -.062251 .108770 -.572317 [.567] DF4_9 .199754E-02 .010547 .189402 [.850] S1_9 -.145692 .129892 -1.12164 [.262] S2_9 .088878 .117394 .757087 [.449] S3_9 -.064875 .100069 -.648308 [.517] S4_9 .109571 .092219 1.18816 [.235] S5_9 .140316 .055018 2.55036 [.011] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB9 Dependent variable: B5_9 YMEAN .150886 S2 1.17787 ARSQ .130730 SDEV 1.16405 S 1.08530 LMHET 263.942 [.000] SSR 671.389 RSQ .186397 DW 2.03367 [<.995] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.024582 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_9 E1 1.00000 B1_9 -0.0049956 1.00000 INVESTOR #10 ====================== EQUATIONS: EQ_BB10 NOB 610 SBIC 877.450 LOGL -749.181 Standard Parameter Estimate Error t-statistic P-value C_10 -2.83085 .748927 -3.77987 [.000] A5_10 .255402 .133301 1.91598 [.055] A4_10 .213758 .259070 .825098 [.409] A3_10 -.377131 .253334 -1.48867 [.137] A2_10 .133408 .181054 .736839 [.461] P0_10 .084328 .032023 2.63331 [.008] P1_10 -.034905 .034471 -1.01257 [.311] P2_10 -.111974 .040160 -2.78819 [.005] P3_10 -.086923 .036175 -2.40282 [.016] P4_10 -.117664 .042911 -2.74207 [.006] P5_10 .247579E-02 .048734 .050803 [.959] P6_10 -.096367 .051795 -1.86057 [.063] P7_10 .967790E-04 .036499 .265152E-02 [.998] P8_10 -.031383 .035282 -.889492 [.374] P9_10 -.022332 .036150 -.617751 [.537] P10_10 .025332 .036383 .696272 [.486] P11_10 .833668E-02 .041983 .198574 [.843] P12_10 .232257E-02 .040592 .057217 [.954] P13_10 -.254881E-02 .035258 -.072290 [.942] P14_10 -.025450 .035959 -.707759 [.479] P15_10 .014202 .034676 .409572 [.682] P16_10 -.557469E-02 .039236 -.142080 [.887] P17_10 .019279 .036851 .523179 [.601] P18_10 -.034943 .047107 -.741771 [.458] P19_10 .059289 .085072 .696920 [.486] P20_10 -.707865E-02 .031278 -.226317 [.821] P21_10 -.032941 .037440 -.879840 [.379] DI1_10 .013350 .047962 .278337 [.781] DF1_10 -.256197E-02 .019393 -.132109 [.895] DI2_10 .063525 .080267 .791423 [.429] DF2_10 .634534E-02 .010218 .620983 [.535] DI3_10 -.284770 .092135 -3.09080 [.002] DF3_10 -.710203E-02 .958665E-02 -.740826 [.459] DI4_10 .123694 .085672 1.44381 [.149] DF4_10 .662533E-02 .830687E-02 .797573 [.425] S1_10 -.072941 .102308 -.712953 [.476] S2_10 .055916 .092464 .604728 [.545] S3_10 .058763 .078818 .745559 [.456] S4_10 .364746E-03 .072635 .502161E-02 [.996] S5_10 .101649 .043334 2.34568 [.019] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB10 Dependent variable: B5_10 YMEAN .151158 S2 .730722 ARSQ .158863 SDEV .932057 S .854823 LMHET 210.080 [.000] SSR 416.511 RSQ .212729 DW 2.00464 [<.988] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.059257 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_10 E1 1.00000 B1_10 0.084731 1.00000 INVESTOR #11 ====================== EQUATIONS: EQ_BB11 NOB 610 SBIC 1270.46 LOGL -1142.19 Standard Parameter Estimate Error t-statistic P-value C_11 -6.04333 1.42641 -4.23675 [.000] A5_11 .273917 .253884 1.07890 [.281] A4_11 -.527213 .493424 -1.06848 [.285] A3_11 .934569 .482500 1.93693 [.053] A2_11 -.134144 .344836 -.389009 [.697] P0_11 .034658 .060992 .568244 [.570] P1_11 .127216 .065654 1.93767 [.053] P2_11 .028609 .076489 .374031 [.708] P3_11 .082517 .068899 1.19765 [.231] P4_11 .040042 .081727 .489949 [.624] P5_11 -.159369 .092818 -1.71701 [.086] P6_11 -.116885 .098648 -1.18487 [.236] P7_11 -.134068 .069517 -1.92857 [.054] P8_11 -.037379 .067199 -.556239 [.578] P9_11 -.033685 .068852 -.489237 [.625] P10_11 -.086379 .069295 -1.24655 [.213] P11_11 .099529 .079960 1.24473 [.213] P12_11 -.068169 .077312 -.881732 [.378] P13_11 -.050667 .067152 -.754506 [.451] P14_11 .191726 .068487 2.79945 [.005] P15_11 .046036 .066044 .697054 [.486] P16_11 .061737 .074729 .826139 [.409] P17_11 .012824 .070186 .182714 [.855] P18_11 .077643 .089720 .865393 [.387] P19_11 -.285416 .162029 -1.76152 [.078] P20_11 -.051296 .059571 -.861085 [.389] P21_11 -.078327 .071307 -1.09845 [.272] DI1_11 .022354 .091349 .244706 [.807] DF1_11 -.028878 .036935 -.781850 [.434] DI2_11 -.194118 .152876 -1.26978 [.204] DF2_11 -.025266 .019462 -1.29823 [.194] DI3_11 .149022 .175480 .849226 [.396] DF3_11 .017211 .018259 .942642 [.346] DI4_11 .052453 .163170 .321463 [.748] DF4_11 .608824E-02 .015821 .384814 [.700] S1_11 .027614 .194856 .141715 [.887] S2_11 .328852 .176107 1.86735 [.062] S3_11 .751121E-02 .150117 .050036 [.960] S4_11 -.095892 .138341 -.693156 [.488] S5_11 .074409 .082534 .901547 [.367] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB11 Dependent variable: B5_11 YMEAN .161146 S2 2.65069 ARSQ .093625 SDEV 1.71012 S 1.62809 LMHET 308.406 [.000] SSR 1510.89 RSQ .151669 DW 2.12354 [<1.00] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.029518 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_11 E1 1.00000 B1_11 0.045109 1.00000 INVESTOR #12 ====================== EQUATIONS: EQ_BB12 NOB 610 SBIC 1141.45 LOGL -1013.18 Standard Parameter Estimate Error t-statistic P-value C_12 -2.26874 1.15451 -1.96511 [.049] A5_12 .311080 .205490 1.51384 [.130] A4_12 -.096652 .399370 -.242012 [.809] A3_12 -.347530 .390529 -.889896 [.374] A2_12 .258019 .279105 .924450 [.355] P0_12 .038156 .049366 .772919 [.440] P1_12 -.044423 .053140 -.835975 [.403] P2_12 -.126905 .061909 -2.04985 [.040] P3_12 -.054857 .055766 -.983698 [.325] P4_12 -.030330 .066149 -.458511 [.647] P5_12 -.166522 .075125 -2.21658 [.027] P6_12 -.065940 .079844 -.825856 [.409] P7_12 -.025675 .056266 -.456314 [.648] P8_12 .023717 .054390 .436063 [.663] P9_12 -.024919 .055728 -.447154 [.655] P10_12 -.026130 .056086 -.465899 [.641] P11_12 .018896 .064719 .291971 [.770] P12_12 -.036781 .062575 -.587781 [.557] P13_12 .016470 .054352 .303033 [.762] P14_12 .124713 .055432 2.24983 [.024] P15_12 -.012513 .053455 -.234078 [.815] P16_12 .013452 .060485 .222397 [.824] P17_12 .026798 .056807 .471730 [.637] P18_12 .107356 .072618 1.47837 [.139] P19_12 .405813 .131144 3.09442 [.002] P20_12 .688984E-02 .048216 .142895 [.886] P21_12 -.104019 .057715 -1.80228 [.072] DI1_12 -.010877 .073937 -.147113 [.883] DF1_12 -.031303 .029895 -1.04709 [.295] DI2_12 .149440 .123736 1.20774 [.227] DF2_12 .014977 .015752 .950782 [.342] DI3_12 -.228567 .142031 -1.60928 [.108] DF3_12 .708036E-03 .014778 .047910 [.962] DI4_12 .066476 .132067 .503349 [.615] DF4_12 .763645E-02 .012805 .596342 [.551] S1_12 .143472 .157713 .909698 [.363] S2_12 -.060616 .142538 -.425262 [.671] S3_12 .534936E-03 .121502 .440269E-02 [.996] S4_12 -.079365 .111971 -.708799 [.478] S5_12 .160577 .066802 2.40377 [.016] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB12 Dependent variable: B5_12 YMEAN .153773 S2 1.73648 ARSQ .094925 SDEV 1.38514 S 1.31776 LMHET 73.1709 [.000] SSR 989.794 RSQ .152886 DW 2.03315 [<.995] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 -0.022742 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_12 E1 1.00000 B1_12 0.045341 1.0000 INVESTOR #13 ====================== EQUATIONS: EQ_BB13 NOB 610 SBIC 997.348 LOGL -869.079 Standard Parameter Estimate Error t-statistic P-value C_13 -3.12060 .911595 -3.42323 [.001] A5_13 -.031672 .162254 -.195201 [.845] A4_13 .348528 .315340 1.10525 [.269] A3_13 -.129767 .308359 -.420831 [.674] A2_13 .084711 .220380 .384389 [.701] P0_13 .063924 .038979 1.63997 [.101] P1_13 -.061759 .041959 -1.47190 [.141] P2_13 -.099183 .048883 -2.02900 [.042] P3_13 -.069274 .044032 -1.57326 [.116] P4_13 -.052221 .052231 -.999818 [.317] P5_13 -.159303 .059319 -2.68555 [.007] P6_13 -.084371 .063045 -1.33828 [.181] P7_13 -.025874 .044427 -.582388 [.560] P8_13 .500143E-03 .042946 .011646 [.991] P9_13 -.798626E-03 .044002 -.018150 [.986] P10_13 .038328 .044285 .865482 [.387] P11_13 -.191573E-02 .051101 -.037489 [.970] P12_13 .027405 .049409 .554650 [.579] P13_13 .016100 .042916 .375143 [.708] P14_13 .014889 .043769 .340163 [.734] P15_13 .415318E-03 .042208 .983982E-02 [.992] P16_13 -.015903 .047758 -.332993 [.739] P17_13 .717137E-02 .044855 .159880 [.873] P18_13 .078693 .057339 1.37242 [.170] P19_13 -.055870 .103550 -.539548 [.590] P20_13 -.020052 .038071 -.526708 [.598] P21_13 -.073147 .045571 -1.60511 [.108] DI1_13 .030013 .058380 .514107 [.607] DF1_13 -.013418 .023605 -.568441 [.570] DI2_13 -.012253 .097701 -.125412 [.900] DF2_13 -.489888E-02 .012438 -.393876 [.694] DI3_13 -.165036 .112146 -1.47162 [.141] DF3_13 .385240E-02 .011669 .330144 [.741] DI4_13 .163323 .104280 1.56620 [.117] DF4_13 .010662 .010111 1.05444 [.292] S1_13 -.114733 .124529 -.921332 [.357] S2_13 .175141 .112547 1.55615 [.120] S3_13 .909076E-02 .095937 .094757 [.925] S4_13 -.012138 .088412 -.137290 [.891] S5_13 .014816 .052747 .280882 [.779] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB13 Dependent variable: B5_13 YMEAN .130589 S2 1.08262 ARSQ .099822 SDEV 1.09667 S 1.04049 LMHET 149.624 [.000] SSR 617.094 RSQ .157469 DW 2.05618 [<.998] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.050615 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_13 E1 1.00000 B1_13 0.066689 1.0000 INVESTOR #14 ====================== EQUATIONS: EQ_BB14 NOB 610 SBIC 964.679 LOGL -836.410 Standard Parameter Estimate Error t-statistic P-value C_14 -1.24768 .864058 -1.44398 [.149] A5_14 .324344 .153793 2.10897 [.035] A4_14 -.066065 .298896 -.221032 [.825] A3_14 -.096755 .292279 -.331036 [.741] A2_14 .029962 .208887 .143436 [.886] P0_14 .020491 .036946 .554627 [.579] P1_14 .595443E-02 .039771 .149719 [.881] P2_14 -.120518 .046334 -2.60107 [.009] P3_14 -.099722 .041736 -2.38934 [.017] P4_14 -.081023 .049507 -1.63660 [.102] P5_14 -.010342 .056225 -.183947 [.854] P6_14 -.081510 .059757 -1.36403 [.173] P7_14 -.057804 .042110 -1.37268 [.170] P8_14 -.397024E-02 .040706 -.097534 [.922] P9_14 -.013974 .041708 -.335057 [.738] P10_14 .768924E-02 .041976 .183183 [.855] P11_14 -.159212E-02 .048437 -.032870 [.974] P12_14 .017698 .046833 .377895 [.706] P13_14 -.011362 .040678 -.279316 [.780] P14_14 .016395 .041487 .395185 [.693] P15_14 .022951 .040007 .573665 [.566] P16_14 .226664E-02 .045268 .050072 [.960] P17_14 .023726 .042516 .558065 [.577] P18_14 .059464 .054348 1.09413 [.274] P19_14 .598178 .098150 6.09451 [.000] P20_14 -.143236E-02 .036086 -.039693 [.968] P21_14 -.053134 .043195 -1.23010 [.219] DI1_14 .055516 .055336 1.00326 [.316] DF1_14 -.873616E-03 .022374 -.039046 [.969] DI2_14 -.047604 .092606 -.514046 [.607] DF2_14 .482156E-02 .011789 .408987 [.683] DI3_14 -.156127 .106298 -1.46876 [.142] DF3_14 -.133867E-02 .011060 -.121033 [.904] DI4_14 .135371 .098842 1.36957 [.171] DF4_14 -.145042E-02 .958386E-02 -.151340 [.880] S1_14 -.068584 .118036 -.581041 [.561] S2_14 .059079 .106678 .553803 [.580] S3_14 .027966 .090934 .307544 [.758] S4_14 -.067410 .083801 -.804399 [.421] S5_14 .119648 .049996 2.39315 [.017] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB14 Dependent variable: B5_14 YMEAN .138389 S2 .972654 ARSQ .176430 SDEV 1.08675 S .986232 LMHET 44.8696 [.000] SSR 554.413 RSQ .229171 DW 2.05294 [<.998] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 -0.0038718 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_14 E1 1.00000 B1_14 0.066670 1.00000 INVESTOR #15 ====================== EQUATIONS: EQ_BB15 NOB 610 SBIC 1143.85 LOGL -1015.58 Standard Parameter Estimate Error t-statistic P-value C_15 -3.15833 1.15906 -2.72491 [.006] A5_15 .158619 .206299 .768880 [.442] A4_15 .378629 .400942 .944350 [.345] A3_15 -.812628 .392066 -2.07268 [.038] A2_15 .575657 .280204 2.05442 [.040] P0_15 .070271 .049560 1.41789 [.156] P1_15 -.058369 .053349 -1.09410 [.274] P2_15 -.150104 .062153 -2.41508 [.016] P3_15 -.059306 .055986 -1.05930 [.289] P4_15 -.073493 .066409 -1.10667 [.268] P5_15 -.119948 .075421 -1.59038 [.112] P6_15 .019289 .080159 .240639 [.810] P7_15 -.062059 .056487 -1.09863 [.272] P8_15 .589651E-02 .054604 .107987 [.914] P9_15 -.020293 .055947 -.362725 [.717] P10_15 .015907 .056307 .282498 [.778] P11_15 -.095774 .064973 -1.47405 [.140] P12_15 .041057 .062822 .653554 [.513] P13_15 .027867 .054566 .510703 [.610] P14_15 .018140 .055651 .325954 [.744] P15_15 -.677746E-02 .053666 -.126291 [.900] P16_15 -.111666 .060723 -1.83895 [.066] P17_15 .012512 .057031 .219388 [.826] P18_15 .911062E-02 .072904 .124968 [.901] P19_15 -.194235 .131660 -1.47528 [.140] P20_15 -.973666E-02 .048406 -.201146 [.841] P21_15 -.010384 .057942 -.179210 [.858] DI1_15 .011655 .074228 .157016 [.875] DF1_15 -.024482 .030013 -.815723 [.415] DI2_15 .207358 .124222 1.66925 [.095] DF2_15 .011243 .015814 .710958 [.477] DI3_15 -.390149 .142590 -2.73616 [.006] DF3_15 -.899146E-02 .014837 -.606037 [.544] DI4_15 -.323490E-02 .132587 -.024398 [.981] DF4_15 .334680E-02 .012856 .260332 [.795] S1_15 -.022387 .158334 -.141390 [.888] S2_15 .118223 .143099 .826158 [.409] S3_15 .065865 .121980 .539967 [.589] S4_15 .109147 .112412 .970959 [.332] S5_15 .033496 .067065 .499457 [.617] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB15 Dependent variable: B5_15 YMEAN .114156 S2 1.75017 ARSQ .072382 SDEV 1.37359 S 1.32294 LMHET 155.092 [.000] SSR 997.600 RSQ .131786 DW 2.07163 [<.999] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.028740 1.0000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_15 E1 1.00000 B1_15 0.10024 1.00000 INVESTOR #16 ====================== EQUATIONS: EQ_BB16 NOB 610 SBIC 1058.44 LOGL -930.169 Standard Parameter Estimate Error t-statistic P-value C_16 -3.50989 1.00762 -3.48336 [.000] A5_16 .781344 .179345 4.35667 [.000] A4_16 -.436825 .348556 -1.25324 [.210] A3_16 -.355251 .340839 -1.04228 [.297] A2_16 .313035 .243593 1.28507 [.199] P0_16 .129173 .043085 2.99810 [.003] P1_16 -.067719 .046378 -1.46014 [.144] P2_16 -.204395 .054032 -3.78285 [.000] P3_16 -.080421 .048671 -1.65235 [.098] P4_16 -.177376 .057732 -3.07238 [.002] P5_16 -.179339 .065567 -2.73520 [.006] P6_16 -.116057 .069685 -1.66544 [.096] P7_16 -.067424 .049107 -1.37301 [.170] P8_16 .023085 .047469 .486309 [.627] P9_16 .019682 .048637 .404677 [.686] P10_16 .605473E-02 .048950 .123693 [.902] P11_16 -.056921 .056484 -1.00773 [.314] P12_16 -.027114 .054614 -.496466 [.620] P13_16 -.010816 .047437 -.228005 [.820] P14_16 -.049161 .048379 -1.01615 [.310] P15_16 .023584 .046654 .505515 [.613] P16_16 -.071738 .052789 -1.35897 [.174] P17_16 .160267E-02 .049579 .032325 [.974] P18_16 .052464 .063378 .827788 [.408] P19_16 -.226412 .114457 -1.97813 [.048] P20_16 .120764E-02 .042081 .028698 [.977] P21_16 -.039416 .050372 -.782500 [.434] DI1_16 .012712 .064529 .197001 [.844] DF1_16 -.497406E-02 .026091 -.190641 [.849] DI2_16 .136377 .107992 1.26284 [.207] DF2_16 .017956 .013748 1.30609 [.192] DI3_16 -.156625 .123959 -1.26352 [.206] DF3_16 -.158033E-02 .012898 -.122525 [.902] DI4_16 -.231930 .115264 -2.01217 [.044] DF4_16 .298350E-02 .011176 .266952 [.790] S1_16 -.099931 .137647 -.726000 [.468] S2_16 .087530 .124402 .703606 [.482] S3_16 -.018148 .106043 -.171138 [.864] S4_16 .094574 .097725 .967765 [.333] S5_16 .222545 .058303 3.81707 [.000] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB16 Dependent variable: B5_16 YMEAN .163934 S2 1.32271 ARSQ .198247 SDEV 1.28443 S 1.15009 LMHET 275.121 [.000] SSR 753.943 RSQ .249591 DW 2.12585 [<1.00] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.035235 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_16 E1 1.00000 B1_16 0.051614 1.00000 INVESTOR #17 ====================== EQUATIONS: EQ_BB17 NOB 610 SBIC 731.216 LOGL -602.947 Standard Parameter Estimate Error t-statistic P-value C_17 -2.43841 .589287 -4.13789 [.000] A5_17 .179686 .104887 1.71314 [.087] A4_17 .028551 .203847 .140061 [.889] A3_17 .029914 .199334 .150070 [.881] A2_17 -.117109 .142461 -.822040 [.411] P0_17 .021395 .025197 .849103 [.396] P1_17 .010711 .027124 .394913 [.693] P2_17 -.052066 .031600 -1.64767 [.099] P3_17 -.033848 .028464 -1.18913 [.234] P4_17 -.027739 .033764 -.821563 [.411] P5_17 -.029454 .038346 -.768119 [.442] P6_17 -.100098 .040754 -2.45614 [.014] P7_17 -.069249 .028719 -2.41123 [.016] P8_17 .015446 .027762 .556382 [.578] P9_17 -.018785 .028445 -.660394 [.509] P10_17 -.022363 .028627 -.781175 [.435] P11_17 .020614 .033034 .624018 [.533] P12_17 -.015345 .031940 -.480438 [.631] P13_17 -.037119 .027742 -1.33797 [.181] P14_17 .060052 .028294 2.12243 [.034] P15_17 .243312E-02 .027285 .089175 [.929] P16_17 .030513 .030873 .988344 [.323] P17_17 .013360 .028996 .460754 [.645] P18_17 .013744 .037066 .370790 [.711] P19_17 .109826 .066938 1.64070 [.101] P20_17 -.895561E-02 .024611 -.363893 [.716] P21_17 -.054023 .029459 -1.83384 [.067] DI1_17 .025565 .037739 .677416 [.498] DF1_17 .768515E-02 .015259 .503645 [.615] DI2_17 .194038E-02 .063157 .030723 [.975] DF2_17 -.426000E-02 .804012E-02 -.529843 [.596] DI3_17 -.067945 .072495 -.937233 [.349] DF3_17 .327977E-02 .754318E-02 .434800 [.664] DI4_17 .087006 .067410 1.29070 [.197] DF4_17 .564580E-02 .653619E-02 .863775 [.388] S1_17 -.027118 .080500 -.336874 [.736] S2_17 .073667 .072755 1.01254 [.311] S3_17 .601650E-02 .062017 .097013 [.923] S4_17 -.042860 .057153 -.749919 [.453] S5_17 .092089 .034097 2.70078 [.007] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB17 Dependent variable: B5_17 YMEAN .129421 S2 .452405 ARSQ .164055 SDEV .735656 S .672610 LMHET 182.088 [.000] SSR 257.871 RSQ .217589 DW 2.06326 [<.999] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.023945 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_17 E1 1.00000 B1_17 0.029294 1.00000 INVESTOR #18 ====================== EQUATIONS: EQ_BB18 NOB 610 SBIC 1209.59 LOGL -1081.32 Standard Parameter Estimate Error t-statistic P-value C_18 -4.37001 1.29094 -3.38514 [.001] A5_18 .234287 .229773 1.01965 [.308] A4_18 .484277 .446563 1.08445 [.278] A3_18 -.279301 .436677 -.639605 [.522] A2_18 .153307 .312087 .491231 [.623] P0_18 .118207 .055199 2.14145 [.032] P1_18 -.062597 .059419 -1.05348 [.292] P2_18 -.196667 .069225 -2.84099 [.004] P3_18 -.091979 .062356 -1.47507 [.140] P4_18 -.145326 .073966 -1.96478 [.049] P5_18 -.121721 .084003 -1.44901 [.147] P6_18 -.218784 .089279 -2.45055 [.014] P7_18 -.077549 .062915 -1.23261 [.218] P8_18 .520898E-02 .060817 .085650 [.932] P9_18 .116266 .062313 1.86584 [.062] P10_18 -.019935 .062714 -.317876 [.751] P11_18 -.067888 .072366 -.938109 [.348] P12_18 .029841 .069970 .426487 [.670] P13_18 .038616 .060775 .635398 [.525] LINE 47 Time Series Processor v4.4 (06 01/25/00 9:33 PM PAGE 7 P14_18 .017039 .061983 .274896 [.783] P15_18 .024604 .059772 .411634 [.681] P16_18 -.045578 .067632 -.673910 [.500] P17_18 .027190 .063520 .428053 [.669] P18_18 .081143 .081199 .999310 [.318] P19_18 .225032 .146641 1.53458 [.125] P20_18 -.604201E-02 .053914 -.112068 [.911] P21_18 -.074155 .064535 -1.14907 [.251] DI1_18 -.678751E-02 .082674 -.082100 [.935] DF1_18 -.013315 .033428 -.398313 [.690] DI2_18 -.031370 .138357 -.226735 [.821] DF2_18 -.463243E-02 .017613 -.263007 [.793] DI3_18 -.108532 .158814 -.683389 [.494] DF3_18 -.286919E-02 .016525 -.173631 [.862] DI4_18 -.155110 .147674 -1.05036 [.294] DF4_18 .142117E-02 .014319 .099253 [.921] S1_18 -.166090 .176350 -.941819 [.346] S2_18 .285491 .159382 1.79124 [.073] S3_18 -.036376 .135860 -.267747 [.789] S4_18 .234955 .125203 1.87660 [.061] S5_18 .054958 .074696 .735756 [.462] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB18 Dependent variable: B5_18 YMEAN .163934 S2 2.17112 ARSQ .133991 SDEV 1.58337 S 1.47347 LMHET 173.973 [.000] SSR 1237.54 RSQ .189450 DW 1.96248 [<.958] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.047380 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_18 E1 1.00000 B1_18 0.057876 1.0000 INVESTOR #19 ====================== EQUATIONS: EQ_BB19 NOB 610 SBIC 1331.48 LOGL -1203.21 Standard Parameter Estimate Error t-statistic P-value C_19 -6.71457 1.57648 -4.25923 [.000] A5_19 .145822 .280595 .519690 [.603] A4_19 .451547 .545336 .828015 [.408] A3_19 .103016 .533263 .193181 [.847] A2_19 .031203 .381116 .081872 [.935] P0_19 .083303 .067409 1.23579 [.217] P1_19 -.034538 .072562 -.475976 [.634] P2_19 -.117183 .084536 -1.38618 [.166] P3_19 -.258078E-02 .076148 -.033892 [.973] P4_19 -.030582 .090326 -.338572 [.735] P5_19 -.131939 .102583 -1.28617 [.198] P6_19 -.238918 .109027 -2.19137 [.028] P7_19 -.065726 .076830 -.855467 [.392] P8_19 .049249 .074269 .663121 [.507] P9_19 -.052119 .076096 -.684909 [.493] P10_19 -.027112 .076585 -.354009 [.723] P11_19 -.040590 .088373 -.459303 [.646] P12_19 .147729 .085446 1.72891 [.084] P13_19 .102840 .074217 1.38566 [.166] P14_19 .111265 .075692 1.46996 [.142] P15_19 -.126822E-02 .072993 -.017375 [.986] P16_19 -.046721 .082591 -.565695 [.572] P17_19 .014478 .077570 .186649 [.852] P18_19 .024926 .099159 .251376 [.802] P19_19 -.186197 .179075 -1.03977 [.298] P20_19 -.031610 .065839 -.480118 [.631] P21_19 -.052934 .078809 -.671673 [.502] DI1_19 -.034019 .100960 -.336957 [.736] DF1_19 -.031722 .040821 -.777088 [.437] DI2_19 -.105695 .168960 -.625562 [.532] DF2_19 -.011680 .021509 -.543018 [.587] DI3_19 .050360 .193942 .259666 [.795] DF3_19 .393221E-02 .020180 .194860 [.846] DI4_19 -.041973 .180337 -.232749 [.816] DF4_19 -.457588E-02 .017486 -.261692 [.794] S1_19 -.081358 .215356 -.377785 [.706] S2_19 .376991 .194635 1.93692 [.053] S3_19 -.019836 .165910 -.119561 [.905] S4_19 .111558 .152896 .729632 [.466] S5_19 .034366 .091218 .376749 [.706] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB19 Dependent variable: B5_19 YMEAN .141641 S2 3.23778 ARSQ .047001 SDEV 1.84322 S 1.79938 LMHET 172.513 [.000] SSR 1845.54 RSQ .108030 DW 1.99650 [<.984] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.058748 1.0000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_19 E1 1.00000 B1_19 0.073973 1.0000 INVESTOR #20 ====================== EQUATIONS: EQ_BB20 NOB 610 SBIC 836.593 LOGL -708.324 Standard Parameter Estimate Error t-statistic P-value C_20 -3.78196 .700408 -5.39965 [.000] A5_20 .135462 .124665 1.08661 [.277] A4_20 .015232 .242286 .062868 [.950] A3_20 .153035 .236922 .645932 [.518] A2_20 .109258 .169325 .645259 [.519] P0_20 .024527 .029949 .818960 [.413] P1_20 .026704 .032238 .828344 [.407] P2_20 -.050762 .037558 -1.35156 [.177] P3_20 .017624 .033832 .520947 [.602] P4_20 -.225226E-02 .040131 -.056123 [.955] P5_20 -.115433 .045576 -2.53275 [.011] P6_20 -.023207 .048439 -.479087 [.632] P7_20 -.093682 .034135 -2.74448 [.006] P8_20 .690356E-02 .032997 .209221 [.834] P9_20 -.616103E-02 .033808 -.182234 [.855] P10_20 .857249E-02 .034026 .251942 [.801] P11_20 -.628665E-02 .039263 -.160117 [.873] P12_20 -.027595 .037963 -.726897 [.467] P13_20 .060417 .032974 1.83227 [.067] P14_20 .088831 .033629 2.64150 [.008] P15_20 .029477 .032430 .908963 [.363] P16_20 -.016919 .036694 -.461088 [.645] P17_20 -.382875E-02 .034463 -.111097 [.912] P18_20 .041096 .044055 .932824 [.351] P19_20 -.138795 .079561 -1.74451 [.081] P20_20 -.019998 .029251 -.683671 [.494] P21_20 -.041889 .035014 -1.19636 [.232] DI1_20 .370869E-02 .044855 .082682 [.934] DF1_20 -.013932 .018136 -.768157 [.442] DI2_20 -.039485 .075067 -.526005 [.599] DF2_20 -.842728E-02 .955621E-02 -.881864 [.378] DI3_20 -.076550 .086166 -.888403 [.374] DF3_20 -.711952E-03 .896557E-02 -.079410 [.937] DI4_20 .031414 .080121 .392077 [.695] DF4_20 .292495E-02 .776870E-02 .376504 [.707] S1_20 .296190E-02 .095680 .030956 [.975] S2_20 .215040 .086474 2.48677 [.013] S3_20 .021554 .073712 .292404 [.770] S4_20 .029329 .067930 .431752 [.666] S5_20 .043852 .040527 1.08206 [.279] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB20 Dependent variable: B5_20 YMEAN .138123 S2 .639108 ARSQ .199390 SDEV .893463 S .799442 LMHET 260.336 [.000] SSR 364.292 RSQ .250660 DW 1.86376 [<.693] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.054534 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_20 E1 1.00000 B1_20 0.097313 1.00000 INVESTOR #21 ====================== EQUATIONS: EQ_BB21 NOB 610 SBIC 811.097 LOGL -682.828 Standard Parameter Estimate Error t-statistic P-value C_21 -1.01533 .671736 -1.51150 [.131] A5_21 -.096415 .119562 -.806403 [.420] A4_21 .621890 .232368 2.67632 [.007] A3_21 -.298089 .227223 -1.31188 [.190] A2_21 -.301569 .162393 -1.85703 [.063] P0_21 -.044343 .028723 -1.54384 [.123] P1_21 -.373669E-02 .030919 -.120856 [.904] P2_21 .014613 .036021 .405672 [.685] P3_21 -.040669 .032447 -1.25342 [.210] P4_21 .040271 .038488 1.04634 [.295] P5_21 -.061339 .043711 -1.40330 [.161] P6_21 .064519 .046456 1.38880 [.165] P7_21 .873420E-02 .032737 .266795 [.790] P8_21 .055714 .031646 1.76053 [.078] P9_21 -.024917 .032424 -.768472 [.442] P10_21 -.328547E-02 .032633 -.100680 [.920] P11_21 -.414762E-02 .037656 -.110146 [.912] P12_21 -.020188 .036409 -.554475 [.579] P13_21 -.045771 .031624 -1.44734 [.148] P14_21 -.069964 .032253 -2.16924 [.030] P15_21 .025070 .031102 .806044 [.420] P16_21 .905576E-02 .035192 .257324 [.797] P17_21 .137930E-02 .033052 .041731 [.967] P18_21 .047178 .042252 1.11660 [.264] P19_21 .436373 .076304 5.71887 [.000] P20_21 .616498E-02 .028054 .219755 [.826] P21_21 -.557788E-03 .033581 -.016610 [.987] DI1_21 .072019 .043019 1.67411 [.094] DF1_21 .047059 .017394 2.70545 [.007] DI2_21 -.067282 .071994 -.934548 [.350] DF2_21 -.953961E-02 .916503E-02 -1.04087 [.298] DI3_21 -.180789 .082638 -2.18771 [.029] DF3_21 -.018130 .859856E-02 -2.10854 [.035] DI4_21 .224445 .076842 2.92088 [.003] DF4_21 .141685E-02 .745069E-02 .190164 [.849] S1_21 .034807 .091763 .379313 [.704] S2_21 .126065E-02 .082934 .015201 [.988] S3_21 .101380 .070694 1.43406 [.152] S4_21 -.030490 .065149 -.468009 [.640] S5_21 .042276 .038868 1.08769 [.277] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB21 Dependent variable: B5_21 YMEAN .110849 S2 .587855 ARSQ .155059 SDEV .834107 S .766717 LMHET 54.3229 [.000] SSR 335.077 RSQ .209168 DW 1.43778 [<.000] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 -0.011303 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_21 E1 1.00000 B1_21 -0.0016909 1.00000 INVESTOR #22 ====================== EQUATIONS: EQ_BB22 NOB 610 SBIC 736.402 LOGL -608.133 Standard Parameter Estimate Error t-statistic P-value C_22 -3.67208 .594319 -6.17863 [.000] A5_22 .214360 .105782 2.02643 [.043] A4_22 -.011749 .205587 -.057151 [.954] A3_22 -.189359 .201036 -.941915 [.346] A2_22 .120590 .143678 .839310 [.401] P0_22 .049754 .025413 1.95787 [.050] P1_22 -.016229 .027355 -.593265 [.553] P2_22 -.042827 .031870 -1.34381 [.179] P3_22 -.017993 .028707 -.626790 [.531] P4_22 -.056935 .034052 -1.67201 [.095] P5_22 -.096583 .038673 -2.49743 [.013] P6_22 -.038556 .041102 -.938048 [.348] P7_22 -.028005 .028964 -.966872 [.334] P8_22 .015358 .027999 .548531 [.583] P9_22 .014274 .028688 .497560 [.619] P10_22 -.015717 .028872 -.544380 [.586] P11_22 .017750 .033316 .532788 [.594] P12_22 -.021185 .032213 -.657658 [.511] P13_22 -.431124E-02 .027979 -.154087 [.878] P14_22 .022264 .028535 .780235 [.435] P15_22 .024614 .027518 .894488 [.371] P16_22 .759505E-03 .031136 .024393 [.981] P17_22 .016503 .029243 .564338 [.573] P18_22 .045655 .037382 1.22131 [.222] P19_22 -.073724 .067510 -1.09205 [.275] P20_22 -.024085 .024821 -.970345 [.332] P21_22 -.050141 .029711 -1.68766 [.091] DI1_22 .015267 .038061 .401119 [.688] DF1_22 .223510E-02 .015389 .145237 [.885] DI2_22 .064055 .063696 1.00562 [.315] DF2_22 .330643E-02 .810876E-02 .407760 [.683] DI3_22 -.132165 .073114 -1.80765 [.071] DF3_22 -.479607E-02 .760758E-02 -.630433 [.528] DI4_22 .038230 .067986 .562322 [.574] DF4_22 -.310832E-03 .659200E-02 -.047153 [.962] S1_22 .079489 .081188 .979084 [.328] S2_22 .090888 .073376 1.23866 [.215] S3_22 -.018166 .062547 -.290436 [.771] S4_22 -.452462E-02 .057640 -.078497 [.937] S5_22 .084453 .034388 2.45586 [.014] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB22 Dependent variable: B5_22 YMEAN .140353 S2 .460163 ARSQ .203361 SDEV .760020 S .678353 LMHET 179.971 [.000] SSR 262.293 RSQ .254377 DW 1.99874 [<.985] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.015872 1.0000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_22 E1 1.00000 B1_22 0.0024886 1.00000 INVESTOR #23 ====================== EQUATIONS: EQ_BB23 NOB 610 SBIC 711.712 LOGL -583.443 Standard Parameter Estimate Error t-statistic P-value C_23 -2.88290 .570743 -5.05112 [.000] A5_23 .208976 .101586 2.05714 [.040] A4_23 .155068 .197432 .785425 [.432] A3_23 -.262368 .193061 -1.35899 [.174] A2_23 .231113 .137978 1.67500 [.094] P0_23 .062241 .024404 2.55040 [.011] P1_23 -.049410 .026270 -1.88083 [.060] P2_23 -.118897 .030605 -3.88485 [.000] P3_23 -.039598 .027568 -1.43636 [.151] P4_23 -.079477 .032701 -2.43038 [.015] P5_23 -.157939 .037139 -4.25264 [.000] P6_23 -.080885 .039472 -2.04919 [.040] P7_23 -.057004 .027816 -2.04935 [.040] P8_23 .019186 .026888 .713548 [.476] P9_23 .032350 .027550 1.17423 [.240] P10_23 .010566 .027727 .381080 [.703] P11_23 -.036696 .031994 -1.14696 [.251] P12_23 .014128 .030935 .456689 [.648] P13_23 .807468E-03 .026869 .030052 [.976] P14_23 .032522 .027404 1.18677 [.235] P15_23 .510378E-02 .026426 .193134 [.847] P16_23 -.027091 .029901 -.906019 [.365] P17_23 .901151E-02 .028083 .320887 [.748] P18_23 .115609 .035899 3.22037 [.001] P19_23 .183617 .064832 2.83219 [.005] P20_23 -.013558 .023836 -.568791 [.569] P21_23 -.071188 .028532 -2.49503 [.013] DI1_23 .017935 .036551 .490680 [.624] DF1_23 -.013137 .014779 -.888911 [.374] DI2_23 .026312 .061170 .430141 [.667] DF2_23 .228963E-02 .778711E-02 .294028 [.769] DI3_23 -.108243 .070214 -1.54161 [.123] DF3_23 -.517192E-02 .730580E-02 -.707920 [.479] DI4_23 -.014011 .065289 -.214597 [.830] DF4_23 .483344E-02 .633051E-02 .763516 [.445] S1_23 -.129679 .077967 -1.66326 [.096] S2_23 .196976 .070465 2.79537 [.005] S3_23 -.029012 .060066 -.483004 [.629] S4_23 .053753 .055354 .971072 [.332] S5_23 .073884 .033024 2.23725 [.025] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB23 Dependent variable: B5_23 YMEAN .137977 S2 .424380 ARSQ .332440 SDEV .797319 S .651444 LMHET 235.458 [.000] SSR 241.896 RSQ .375190 DW 2.00894 [<.989] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.036070 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_23 E1 1.00000 B1_23 0.066890 1.00000 INVESTOR #24 ====================== EQUATIONS: EQ_BB24 NOB 610 SBIC 1069.26 LOGL -940.987 Standard Parameter Estimate Error t-statistic P-value C_24 -3.59391 1.02564 -3.50405 [.000] A5_24 .813137 .182553 4.45425 [.000] A4_24 -.456456 .354792 -1.28654 [.198] A3_24 -.323749 .346938 -.933162 [.351] A2_24 .301003 .247951 1.21396 [.225] P0_24 .134016 .043856 3.05585 [.002] P1_24 -.063880 .047208 -1.35315 [.176] P2_24 -.199040 .054999 -3.61898 [.000] P3_24 -.072794 .049541 -1.46936 [.142] P4_24 -.179522 .058765 -3.05489 [.002] P5_24 -.176750 .066740 -2.64834 [.008] P6_24 -.128160 .070932 -1.80680 [.071] P7_24 -.067803 .049985 -1.35646 [.175] P8_24 .029021 .048319 .600623 [.548] P9_24 .019870 .049507 .401349 [.688] P10_24 -.546388E-02 .049826 -.109660 [.913] P11_24 -.066383 .057495 -1.15459 [.248] P12_24 -.031874 .055591 -.573366 [.566] P13_24 -.627943E-02 .048285 -.130048 [.897] P14_24 -.053560 .049245 -1.08763 [.277] P15_24 .025482 .047489 .536593 [.592] P16_24 -.062185 .053733 -1.15729 [.247] P17_24 -.529510E-03 .050466 -.010492 [.992] P18_24 .049986 .064512 .774837 [.438] P19_24 -.220158 .116505 -1.88968 [.059] P20_24 .383702E-02 .042834 .089578 [.929] P21_24 -.034693 .051273 -.676643 [.499] DI1_24 .466130E-02 .065684 .070966 [.943] DF1_24 -.528724E-02 .026558 -.199082 [.842] DI2_24 .128895 .109924 1.17258 [.241] DF2_24 .017507 .013994 1.25108 [.211] DI3_24 -.142875 .126177 -1.13234 [.257] DF3_24 -.142539E-02 .013129 -.108570 [.914] DI4_24 -.256912 .117326 -2.18972 [.029] DF4_24 .275760E-02 .011376 .242403 [.808] S1_24 -.103986 .140109 -.742177 [.458] S2_24 .096496 .126628 .762041 [.446] S3_24 -.020795 .107940 -.192650 [.847] S4_24 .108026 .099473 1.08598 [.277] S5_24 .227250 .059346 3.82926 [.000] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB24 Dependent variable: B5_24 YMEAN .163885 S2 1.37046 ARSQ .193044 SDEV 1.30319 S 1.17067 LMHET 268.661 [.000] SSR 781.163 RSQ .244721 DW 2.12802 [<1.00] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 0.038073 1.00000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_24 E1 1.00000 B1_24 0.053510 1.00000 INVESTOR #25 ====================== EQUATIONS: EQ_BB25 NOB 610 SBIC 1001.95 LOGL -873.685 Standard Parameter Estimate Error t-statistic P-value C_25 -2.54849 .918504 -2.77461 [.006] A5_25 .419273 .163483 2.56462 [.010] A4_25 -.240627 .317730 -.757332 [.449] A3_25 -.135702 .310696 -.436769 [.662] A2_25 .131602 .222050 .592669 [.553] P0_25 .089261 .039274 2.27275 [.023] P1_25 .026506 .042277 .626960 [.531] P2_25 -.120089 .049254 -2.43818 [.015] P3_25 -.091896 .044366 -2.07130 [.038] P4_25 -.127090 .052627 -2.41493 [.016] P5_25 .200346 .059768 3.35206 [.001] P6_25 -.187034 .063522 -2.94437 [.003] P7_25 -.034830 .044764 -.778078 [.437] P8_25 .071202 .043271 1.64549 [.100] P9_25 -.054446 .044336 -1.22803 [.219] P10_25 -.036396 .044621 -.815668 [.415] P11_25 -.040424 .051489 -.785097 [.432] P12_25 .075741 .049784 1.52141 [.128] P13_25 .188255E-02 .043241 .043536 [.965] P14_25 .082238 .044101 1.86478 [.062] P15_25 .010147 .042528 .238602 [.811] P16_25 .012521 .048120 .260204 [.795] P17_25 .073881 .045195 1.63474 [.102] P18_25 -.133843 .057773 -2.31669 [.021] P19_25 .227900 .104335 2.18431 [.029] P20_25 -.990299E-02 .038360 -.258161 [.796] P21_25 -.016366 .045917 -.356436 [.722] DI1_25 .047116 .058822 .800991 [.423] DF1_25 .010054 .023784 .422727 [.672] DI2_25 -.011782 .098441 -.119690 [.905] DF2_25 .747796E-02 .012532 .596715 [.551] DI3_25 -.115226 .112996 -1.01974 [.308] DF3_25 .696551E-02 .011757 .592441 [.554] DI4_25 .123865 .105070 1.17888 [.238] DF4_25 -.269267E-02 .010188 -.264304 [.792] S1_25 -.173709 .125473 -1.38443 [.166] S2_25 .115132 .113400 1.01527 [.310] S3_25 -.019504 .096664 -.201768 [.840] S4_25 -.075063 .089082 -.842624 [.399] S5_25 .109460 .053146 2.05960 [.039] Standard Errors computed from quadratic form of analytic first derivatives (Gauss) Equation: EQ_BB25 Dependent variable: B5_25 YMEAN .130674 S2 1.09910 ARSQ .135752 SDEV 1.12771 S 1.04838 LMHET 184.750 [.000] SSR 626.484 RSQ .191098 DW 2.00286 [<.987] Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 E2 E1 1.00000 E2 -0.025502 1.0000 Results of Covariance procedure =============================== Number of Observations: 610 Correlation Matrix E1 B1_25 E1 1.00000 B1_25 0.050928 1.00000