Stata Textbook Examples

Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge (1st & 2nd eds.)

Chapter 6 - Multiple Regression Analysis: Further Issues

Example 6.1: Effect of Pollution on Housing Prices

use http://fmwww.bc.edu/ec-p/data/wooldridge/HPRICE2

reg price nox crime rooms dist stratio, beta

Source | SS df MS Number of obs = 506---------+------------------------------ F( 5, 500) = 174.47 Model | 2.7223e+10 5 5.4445e+09 Prob > F = 0.0000Residual | 1.5603e+10 500 31205611.6 R-squared = 0.6357---------+------------------------------ Adj R-squared = 0.6320 Total | 4.2826e+10 505 84803032.0 Root MSE = 5586.2------------------------------------------------------------------------------ price | Coef. Std. Err. t P>|t| Beta---------+-------------------------------------------------------------------- nox | -2706.433 354.0869 -7.643 0.000 -.340446 crime | -153.601 32.92883 -4.665 0.000 -.1432828 rooms | 6735.498 393.6037 17.112 0.000 .5138878 dist | -1026.806 188.1079 -5.459 0.000 -.2348385 stratio | -1149.204 127.4287 -9.018 0.000 -.2702799 _cons | 20871.13 5054.599 4.129 0.000 .------------------------------------------------------------------------------

Example 6.2: Effect of Pollution on Housing Prices

use http://fmwww.bc.edu/ec-p/data/wooldridge/PRICE2

gen rooms2=rooms*rooms

gen ldist=log(dist)

reg lprice lnox ldist rooms rooms2 stratio

Source | SS df MS Number of obs = 506---------+------------------------------ F( 5, 500) = 151.77 Model | 50.98725 5 10.19745 Prob > F = 0.0000Residual | 33.595021 500 .067190042 R-squared = 0.6028---------+------------------------------ Adj R-squared = 0.5988 Total | 84.5822709 505 .167489645 Root MSE = .25921

------------------------------------------------------------------------------ lprice | Coef. Std. Err. t P>|t| [95% Conf. Interval]---------+-------------------------------------------------------------------- lnox | -.9016832 .114687 -7.862 0.000 -1.127011 -.6763553 ldist | -.0867821 .0432808 -2.005 0.045 -.1718166 -.0017475 rooms | -.5451122 .1654542 -3.295 0.001 -.8701834 -.220041 rooms2 | .0622611 .012805 4.862 0.000 .0371029 .0874194 stratio | -.0475903 .0058542 -8.129 0.000 -.0590921 -.0360884 _cons | 13.38548 .5664734 23.629 0.000 12.27252 14.49844------------------------------------------------------------------------------

Turnaround value of rooms

display -1*_b[rooms]/(2*_b[rooms2])

4.3776278

Change in price if rooms increases from 5 to 6

display 100*(_b[rooms]+2*_b[rooms2]*5)

7.7499207

Change in price if rooms increases from 6 to 7

display 100*(_b[rooms]+2*_b[rooms2]*6)

20.202149

Example 6.3: Effect of Attendance on Final Exam Performance

use http://fmwww.bc.edu/ec-p/data/wooldridge/ATTEND

summ priGPA

Variable | Obs Mean Std. Dev. Min Max

---------+-----------------------------------------------------

priGPA | 680 2.586775 .5447141 .857 3.93

gen priGPA2=priGPA*priGPA

gen ACT2=ACT*ACT

gen priatn=priGPA*atndrte

reg stndfnl atndrte priGPA ACT priGPA2 ACT2 priatn

Source | SS df MS Number of obs = 680

---------+------------------------------ F( 6, 673) = 33.25 Model | 152.001001 6 25.3335002 Prob > F = 0.0000Residual | 512.76244 673 .761905557 R-squared = 0.2287---------+------------------------------ Adj R-squared = 0.2218 Total | 664.763441 679 .97903305 Root MSE = .87287------------------------------------------------------------------------------ stndfnl | Coef. Std. Err. t P>|t| [95% Conf. Interval]---------+-------------------------------------------------------------------- atndrte | -.0067129 .0102321 -0.656 0.512 -.0268035 .0133777 priGPA | -1.62854 .4810025 -3.386 0.001 -2.572986 -.6840938 ACT | -.1280394 .098492 -1.300 0.194 -.3214279 .0653492 priGPA2 | .2959046 .1010495 2.928 0.004 .0974945 .4943147 ACT2 | .0045334 .0021764 2.083 0.038 .00026 .0088068 priatn | .0055859 .0043174 1.294 0.196 -.0028913 .0140631 _cons | 2.050293 1.360319 1.507 0.132 -.6206864 4.721272------------------------------------------------------------------------------

Partial effect of atndrte on stndfnl

display _b[atndrte]+_b[priatn]*2.59

.00775457

Example 6.4: CEO Compensation and Firm Performance

use http://fmwww.bc.edu/ec-p/data/wooldridge/CEOSAL

reg salary sales roe

Source | SS df MS Number of obs = 209---------+------------------------------ F( 2, 206) = 3.09 Model | 11427511.8 2 5713755.89 Prob > F = 0.0474Residual | 380305470 206 1846143.06 R-squared = 0.0292---------+------------------------------ Adj R-squared = 0.0197 Total | 391732982 208 1883331.64 Root MSE = 1358.7----------------------------- …… 此处隐藏：13792字，全部文档内容请下载后查看。喜欢就下载吧 ……