-------------------------------------------------------------------------------- log: C:\Documents and Settings\Patricia_Anderson\My Documents\ECON 20\In > Class\oct7.log log type: text opened on: 7 Oct 2002, 11:11:41 . use vote1 . reg voteA lexpendA lexpendB prtystrA Source | SS df MS Number of obs = 173 -------------+------------------------------ F( 3, 169) = 215.23 Model | 38405.1089 3 12801.703 Prob > F = 0.0000 Residual | 10052.1396 169 59.4801161 R-squared = 0.7926 -------------+------------------------------ Adj R-squared = 0.7889 Total | 48457.2486 172 281.728189 Root MSE = 7.7123 ------------------------------------------------------------------------------ voteA | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lexpendA | 6.083316 .38215 15.92 0.000 5.328914 6.837719 lexpendB | -6.615417 .3788203 -17.46 0.000 -7.363246 -5.867588 prtystrA | .1519574 .0620181 2.45 0.015 .0295274 .2743873 _cons | 45.07893 3.926305 11.48 0.000 37.32801 52.82985 ------------------------------------------------------------------------------ . **define a new variable for rearranged model . gen X=lexpendA-lexpendB . **estimate rearranged model . reg voteA X lexpendB prtystrA Source | SS df MS Number of obs = 173 -------------+------------------------------ F( 3, 169) = 215.23 Model | 38405.1089 3 12801.703 Prob > F = 0.0000 Residual | 10052.1397 169 59.4801165 R-squared = 0.7926 -------------+------------------------------ Adj R-squared = 0.7889 Total | 48457.2486 172 281.728189 Root MSE = 7.7123 ------------------------------------------------------------------------------ voteA | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- X | 6.083316 .38215 15.92 0.000 5.328914 6.837719 lexpendB | -.532101 .5330858 -1.00 0.320 -1.584466 .520264 prtystrA | .1519574 .0620181 2.45 0.015 .0295274 .2743873 _cons | 45.07893 3.926305 11.48 0.000 37.32801 52.82985 ------------------------------------------------------------------------------ . use mlb1, clear . reg lsalary years gamesyr bavg hrunsyr rbisyr Source | SS df MS Number of obs = 353 -------------+------------------------------ F( 5, 347) = 117.06 Model | 308.9892 5 61.79784 Prob > F = 0.0000 Residual | 183.186335 347 .52791451 R-squared = 0.6278 -------------+------------------------------ Adj R-squared = 0.6224 Total | 492.175535 352 1.39822595 Root MSE = .72658 ------------------------------------------------------------------------------ lsalary | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- years | .0688626 .0121145 5.68 0.000 .0450355 .0926898 gamesyr | .0125521 .0026468 4.74 0.000 .0073464 .0177578 bavg | .0009786 .0011035 0.89 0.376 -.0011918 .003149 hrunsyr | .0144295 .016057 0.90 0.369 -.0171518 .0460107 rbisyr | .0107657 .007175 1.50 0.134 -.0033462 .0248776 _cons | 11.19242 .2888229 38.75 0.000 10.62435 11.76048 ------------------------------------------------------------------------------ . reg lsalary years gamesyr Source | SS df MS Number of obs = 353 -------------+------------------------------ F( 2, 350) = 259.32 Model | 293.864044 2 146.932022 Prob > F = 0.0000 Residual | 198.311491 350 .566604259 R-squared = 0.5971 -------------+------------------------------ Adj R-squared = 0.5948 Total | 492.175535 352 1.39822595 Root MSE = .75273 ------------------------------------------------------------------------------ lsalary | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- years | .071318 .012505 5.70 0.000 .0467236 .0959124 gamesyr | .0201745 .0013429 15.02 0.000 .0175334 .0228156 _cons | 11.2238 .108312 103.62 0.000 11.01078 11.43683 ------------------------------------------------------------------------------ . *R2 calculation . display 293.9/492.2 .59711499 . *calculate F statistic . *numerator . display (198.3-183.2)/3 5.0333333 . display 183.2/347 .52795389 . display 5.03/.528 9.5265152 . **look up in F-table . display Ftail(3,347,9.53) 4.597e-06 . reg lsalary years gamesyr bavg hrunsyr rbisyr Source | SS df MS Number of obs = 353 -------------+------------------------------ F( 5, 347) = 117.06 Model | 308.9892 5 61.79784 Prob > F = 0.0000 Residual | 183.186335 347 .52791451 R-squared = 0.6278 -------------+------------------------------ Adj R-squared = 0.6224 Total | 492.175535 352 1.39822595 Root MSE = .72658 ------------------------------------------------------------------------------ lsalary | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- years | .0688626 .0121145 5.68 0.000 .0450355 .0926898 gamesyr | .0125521 .0026468 4.74 0.000 .0073464 .0177578 bavg | .0009786 .0011035 0.89 0.376 -.0011918 .003149 hrunsyr | .0144295 .016057 0.90 0.369 -.0171518 .0460107 rbisyr | .0107657 .007175 1.50 0.134 -.0033462 .0248776 _cons | 11.19242 .2888229 38.75 0.000 10.62435 11.76048 ------------------------------------------------------------------------------ . test bavg hrunsyr rbisyr ( 1) bavg = 0.0 ( 2) hrunsyr = 0.0 ( 3) rbisyr = 0.0 F( 3, 347) = 9.55 Prob > F = 0.0000 . reg salary years gamesyr Source | SS df MS Number of obs = 353 -------------+------------------------------ F( 2, 350) = 127.17 Model | 2.9342e+14 2 1.4671e+14 Prob > F = 0.0000 Residual | 4.0377e+14 350 1.1536e+12 R-squared = 0.4209 -------------+------------------------------ Adj R-squared = 0.4176 Total | 6.9718e+14 352 1.9806e+12 Root MSE = 1.1e+06 ------------------------------------------------------------------------------ salary | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- years | 65267.06 17843.3 3.66 0.000 30173.49 100360.6 gamesyr | 20652.95 1916.129 10.78 0.000 16884.38 24421.53 _cons | -927529.1 154549.5 -6.00 0.000 -1231492 -623566.5 ------------------------------------------------------------------------------ . reg salary Source | SS df MS Number of obs = 353 -------------+------------------------------ F( 0, 352) = 0.00 Model | 0.00 0 . Prob > F = . Residual | 6.9718e+14 352 1.9806e+12 R-squared = 0.0000 -------------+------------------------------ Adj R-squared = 0.0000 Total | 6.9718e+14 352 1.9806e+12 Root MSE = 1.4e+06 ------------------------------------------------------------------------------ salary | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- _cons | 1345672 74905.78 17.96 0.000 1198353 1492991 ------------------------------------------------------------------------------ . sum salary Variable | Obs Mean Std. Dev. Min Max -------------+----------------------------------------------------- salary | 353 1345672 1407352 109000 6329213 . log close log: C:\Documents and Settings\Patricia_Anderson\My Documents\ECON 20\I > nClass\oct7.log log type: text closed on: 7 Oct 2002, 12:22:27 -------------------------------------------------------------------------------