Chapter 13 - Pooling Cross Sections Across Time. Simple Panel Data Methods.pdf

Chapter 13 - Pooling Cross Sections Across Time. Simple Panel Data Methods.pdf

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时间:2019-03-03

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1、StataTextbookExamples,IntroductoryEconometrics,Chapter13StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter13-PoolingCrossSectionsAcrossTime.SimplePanelDataMethodsExample13.1:Woman'sFertilityOverTimeusehttp://fmwww.bc.edu/ec-p/data/w

2、ooldridge/FERTIL1regkidseducageagesqblackeastnorthcenwestfarmothruraltownsmcityy74y76y78y80y82y84Source

3、SSdfMSNumberofobs=1129-------------+------------------------------F(17,1111)=9.72Model

4、399.6108881723.5065228Prob>F=0.0000Residual

5、2685.8984111112.41755033R-squared=0.1295---------

6、----+------------------------------AdjR-squared=0.1162Total

7、3085.509311282.73538059RootMSE=1.5548------------------------------------------------------------------------------kids

8、Coef.Std.Err.tP>

9、t

10、[95%Conf.Interval]-------------+-----------------------------------------------------

11、-----------educ

12、-.1284268.0183486-7.000.000-.1644286-.092425age

13、.5321346.13838633.850.000.2606065.8036626agesq

14、-.005804.0015643-3.710.000-.0088733-.0027347black

15、1.075658.17353566.200.000.73516311.416152east

16、.217324.13278781.640.102-.0432192.4778672northcen

17、.363114.12089693.000.003.12

18、5902.6003261west

19、.1976032.16691341.180.237-.1298978.5251041farm

20、-.0525575.14719-0.360.721-.3413592.2362443othrural

21、-.1628537.175442-0.930.353-.5070887.1813814town

22、.0843532.1245310.680.498-.1599893.3286957smcity

23、.2118791.1602961.320.187-.1026379.5263961y74

24、.2681825.1727161.550.121-.07

25、07039.6070689y76

26、-.0973795.1790456-0.540.587-.448685.2539261y78

27、-.0686665.1816837-0.380.706-.4251483.2878154y80

28、-.0713053.1827707-0.390.697-.42992.2873093y82

29、-.5224842.1724361-3.030.003-.8608214-.184147y84

30、-.5451661.1745162-3.120.002-.8875846-.2027477_cons

31、-7.7424573.051767-2.540.011

32、-13.73033-1.754579------------------------------------------------------------------------------testy74y76y78y80y82y84(1)y74=0.0(2)y76=0.0(3)y78=0.0(4)y80=0.0(5)y82=0.0(6)y84=0.0http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge13.html(第1/8页)2010/5/1911:27:45StataTextbookExampl

33、es,Introduct

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