-------------------------------------------------------------------------------- log: C:\Documents and Settings\Patricia_Anderson\My Documents\ECON 20\In > Class\oct9.log log type: text opened on: 9 Oct 2002, 11:12:12 . use hprice1 . reg lprice lassess colonial Source | SS df MS Number of obs = 88 -------------+------------------------------ F( 2, 85) = 144.58 Model | 6.19618982 2 3.09809491 Prob > F = 0.0000 Residual | 1.8214137 85 .021428396 R-squared = 0.7728 -------------+------------------------------ Adj R-squared = 0.7675 Total | 8.01760352 87 .092156362 Root MSE = .14638 ------------------------------------------------------------------------------ lprice | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lassess | 1.00254 .0602405 16.64 0.000 .8827655 1.122314 colonial | .0558441 .0340433 1.64 0.105 -.0118431 .1235312 _cons | -.1380458 .3430186 -0.40 0.688 -.8200587 .543967 ------------------------------------------------------------------------------ . **to estimate restricted model . gen lprice-lassess lprice already defined r(110); . gen dif =lprice-lassess . reg dif Source | SS df MS Number of obs = 88 -------------+------------------------------ F( 0, 87) = 0.00 Model | 0.00 0 . Prob > F = . Residual | 1.88014885 87 .021610906 R-squared = 0.0000 -------------+------------------------------ Adj R-squared = 0.0000 Total | 1.88014885 87 .021610906 Root MSE = .14701 ------------------------------------------------------------------------------ dif | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- _cons | -.0848135 .0156709 -5.41 0.000 -.1159612 -.0536658 ------------------------------------------------------------------------------ . reg lprice lassess colonial Source | SS df MS Number of obs = 88 -------------+------------------------------ F( 2, 85) = 144.58 Model | 6.19618982 2 3.09809491 Prob > F = 0.0000 Residual | 1.8214137 85 .021428396 R-squared = 0.7728 -------------+------------------------------ Adj R-squared = 0.7675 Total | 8.01760352 87 .092156362 Root MSE = .14638 ------------------------------------------------------------------------------ lprice | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- lassess | 1.00254 .0602405 16.64 0.000 .8827655 1.122314 colonial | .0558441 .0340433 1.64 0.105 -.0118431 .1235312 _cons | -.1380458 .3430186 -0.40 0.688 -.8200587 .543967 ------------------------------------------------------------------------------ . test lassess=1 ( 1) lassess = 1.0 F( 1, 85) = 0.00 Prob > F = 0.9665 . test colonial=0, accum ( 1) lassess = 1.0 ( 2) colonial = 0.0 F( 2, 85) = 1.37 Prob > F = 0.2595 . **check just a t-test for assess . display(1.00254-1)/.0602405 .04216432 . display ttail(85,.04) .48409346 . display ttail(85,.04)*2 .96818693 . display .04^2 .0016 . use wage1 no; data in memory would be lost r(4); . use wage1, clear . reg lwage educ exper tenure Source | SS df MS Number of obs = 526 -------------+------------------------------ F( 3, 522) = 80.39 Model | 46.8741805 3 15.6247268 Prob > F = 0.0000 Residual | 101.455581 522 .194359351 R-squared = 0.3160 -------------+------------------------------ Adj R-squared = 0.3121 Total | 148.329762 525 .28253288 Root MSE = .44086 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .092029 .0073299 12.56 0.000 .0776292 .1064288 exper | .0041211 .0017233 2.39 0.017 .0007357 .0075065 tenure | .0220672 .0030936 7.13 0.000 .0159897 .0281448 _cons | .2843595 .1041904 2.73 0.007 .0796755 .4890435 ------------------------------------------------------------------------------ . use wage2 . reg lwage exper tenure Source | SS df MS Number of obs = 935 -------------+------------------------------ F( 2, 932) = 17.00 Model | 5.82926043 2 2.91463022 Prob > F = 0.0000 Residual | 159.827034 932 .171488234 R-squared = 0.0352 -------------+------------------------------ Adj R-squared = 0.0331 Total | 165.656294 934 .177362199 Root MSE = .41411 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- exper | -.0025262 .0031937 -0.79 0.429 -.0087939 .0037415 tenure | .0159527 .0027528 5.80 0.000 .0105502 .0213552 _cons | 6.69281 .0398184 168.08 0.000 6.614666 6.770954 ------------------------------------------------------------------------------ . reg lwage exper tenure educ Source | SS df MS Number of obs = 935 -------------+------------------------------ F( 3, 931) = 56.97 Model | 25.6953278 3 8.56510927 Prob > F = 0.0000 Residual | 139.960966 931 .150334013 R-squared = 0.1551 -------------+------------------------------ Adj R-squared = 0.1524 Total | 165.656294 934 .177362199 Root MSE = .38773 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- exper | .0153285 .0033696 4.55 0.000 .0087156 .0219413 tenure | .0133748 .0025872 5.17 0.000 .0082974 .0184522 educ | .0748638 .0065124 11.50 0.000 .062083 .0876446 _cons | 5.496696 .1105282 49.73 0.000 5.279782 5.713609 ------------------------------------------------------------------------------ . test exper=tenure ( 1) exper - tenure = 0.0 F( 1, 931) = 0.17 Prob > F = 0.6805 . log close log: C:\Documents and Settings\Patricia_Anderson\My Documents\ECON 20\I > nClass\oct9.log log type: text closed on: 9 Oct 2002, 12:21:02 -------------------------------------------------------------------------------