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1、StataTextbookExamples,IntroductoryEconometrics,Chapter6StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter6-MultipleRegressionAnalysis:FurtherIssuesExample6.1:EffectofPollutiononHousingPricesusehttp://fmwww.bc.edu/ec-p/data/wooldridge/HPRICE2regpric
2、enoxcrimeroomsdiststratio,betaSource
3、SSdfMSNumberofobs=506---------+------------------------------F(5,500)=174.47Model
4、2.7223e+1055.4445e+09Prob>F=0.0000Residual
5、1.5603e+1050031205611.6R-squared=0.6357---------+------------------------------AdjR-squared=0.6320Total
6、4.2826e+1050584803032.0RootMSE=558
7、6.2------------------------------------------------------------------------------price
8、Coef.Std.Err.tP>
9、t
10、Beta---------+--------------------------------------------------------------------nox
11、-2706.433354.0869-7.6430.000-.340446crime
12、-153.60132.92883-4.6650.000-.1432828rooms
13、6735.498393.603717.1120.
14、000.5138878dist
15、-1026.806188.1079-5.4590.000-.2348385stratio
16、-1149.204127.4287-9.0180.000-.2702799_cons
17、20871.135054.5994.1290.000.------------------------------------------------------------------------------Example6.2:EffectofPollutiononHousingPricesusehttp://fmwww.bc.edu/ec-p/data/wooldridge/PRIC
18、E2genrooms2=rooms*roomsgenldist=log(dist)reglpricelnoxldistroomsrooms2stratioSource
19、SSdfMSNumberofobs=506---------+------------------------------F(5,500)=151.77Model
20、50.98725510.19745Prob>F=0.0000Residual
21、33.595021500.067190042R-squared=0.6028---------+------------------------------AdjR-squared=0.59
22、88Total
23、84.5822709505.167489645RootMSE=.25921http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge6.html（第1／10页）2010/5/1911:23:51StataTextbookExamples,IntroductoryEconometrics,Chapter6------------------------------------------------------------------------------lprice
24、Coef.Std.Err.tP>
25、t
26、[95%Conf.
27、Interval]---------+--------------------------------------------------------------------lnox
28、-.9016832.114687-7.8620.000-1.127011-.6763553ldist
29、-.0867821.0432808-2.0050.045-.1718166-.0017475rooms
30、-.545
