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1、StataTextbookExamples,IntroductoryEconometrics,Chapter4StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2deds.)Chapter4-MultipleRegressionAnalysis:InferenceExample4.1:HourlyWageEquationusehttp://fmwww.bc.edu/ec-p/data/
2、wooldridge/WAGE1reglwageeducexpertenureSource
3、SSdfMSNumberofobs=526---------+------------------------------F(3,522)=80.39Model
4、46.8741805315.6247268Prob>F=0.0000Residual
5、101.455581522.194359351R-squared=0.3160---------+------------------------------AdjR-sq
6、uared=0.3121Total
7、148.329762525.28253288RootMSE=.44086------------------------------------------------------------------------------lwage
8、Coef.Std.Err.tP>
9、t
10、[95%Conf.Interval]---------+--------------------------------------------------------------------edu
11、c
12、.092029.007329912.5550.000.0776292.1064288exper
13、.0041211.00172332.3910.017.0007357.0075065tenure
14、.0220672.00309367.1330.000.0159897.0281448_cons
15、.2843595.10419042.7290.007.0796755.4890435-------------------------------------------------------------------
16、-----------Incleaseinlog(wage)ifexperienceincreasesby3yearsdisplay_b[exper]*3.0123Example4.2:StudentPerformanceandSchoolSizeusehttp://fmwww.bc.edu/ec-p/data/wooldridge/MEAP93regmath10totcompstaffenrollSource
17、SSdfMSNumberofobs=408---------+-----------------
18、-------------F(3,404)=7.70Model
19、2422.934343807.644779Prob>F=0.0001Residual
20、42394.2462404104.936253R-squared=0.0541---------+------------------------------AdjR-squared=0.0470Total
21、44817.1805407110.115923RootMSE=10.244----------------------------------------
22、--------------------------------------http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge4.html（第1／8页）2010/5/1911:23:22StataTextbookExamples,IntroductoryEconometrics,Chapter4math10
23、Coef.Std.Err.tP>
24、t
25、[95%Conf.Interval]---------+-----------------------
26、---------------------------------------------totcomp
27、.0004586.00010044.5700.000.0002613.0006559staff
28、.0479199.0398141.2040.229-.0303487.1261884enroll
29、-.0001976.0002152-0.9180.359-.0006207.0002255_cons
30、2.27402
