资源描述：
《Chapter 8 - Heteroskedasticity.pdf》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、StataTextbookExamples,IntroductoryEconometrics,Chapter8StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter8-HeteroskedasticityExample8.1:LogWageEquationwithHeteroscedasticity-RobustStandardErrorsusehttp://fmww
2、w.bc.edu/ec-p/data/wooldridge/WAGE2gensingle=(~married)genmale=(~female)genmarrmale=male*marriedgenmarrfem=female*marriedgensingfem=single*femalereglwagemarrmalemarrfemsingfemeducexperexpersqtenuretenursq,robustRegressionwithrobuststandarderrorsNumberofobs=526
3、F(8,517)=51.70Prob>F=0.0000R-squared=0.4609RootMSE=.39329------------------------------------------------------------------------------
4、Robustlwage
5、Coef.Std.Err.tP>
6、t
7、[95%Conf.Interval]-------------+-------------------------------------------------------------
8、---marrmale
9、.2126756.05714193.720.000.1004167.3249345marrfem
10、-.1982676.05877-3.370.001-.313725-.0828102singfem
11、-.1103502.0571163-1.930.054-.2225587.0018583educ
12、.0789103.007414710.640.000.0643437.0934769exper
13、.0268006.00513915.220.000.0167044.0368967expersq
14、-.0
15、005352.0001063-5.030.000-.0007442-.0003263tenure
16、.0290875.00694094.190.000.0154516.0427234tenursq
17、-.0005331.0002437-2.190.029-.0010119-.0000544_cons
18、.321378.1094692.940.003.1063193.5364368------------------------------------------------------------------------
19、------reglwagemarrmalemarrfemsingfemeducexperexpersqtenuretenursqSource
20、SSdfMSNumberofobs=526-------------+------------------------------F(8,517)=55.25Model
21、68.361761488.54522017Prob>F=0.0000Residual
22、79.9680004517.154676983R-squared=0.4609http://fmwww.bc.edu/g
23、stat/examples/wooldridge/wooldridge8.html（第1／13页）2010/5/1911:24:20StataTextbookExamples,IntroductoryEconometrics,Chapter8-------------+------------------------------AdjR-squared=0.4525Total
24、148.329762525.28253288RootMSE=.39329----------------------------------
25、--------------------------------------------lwage
26、Coef.Std.Err.tP>
27、t
28、[95%Conf.Interval]-------------+----------------------------------------------------------------marrmale
29、.21267
