эконометрика

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0228 0.0470 0.0251 0.0442 0.0662 0.0163 siblings | -0.2630 0.0416 -0.0182 -0.2120 -0.2667 -0.1622 -0.1931 -0.1552 -0.2366 ethblack | -0.0256 0.0501 0.0072 -0.2812 -0.3229 -0.2236 -0.2022 -0.2510 -0.2995 ethhisp | -0.0481 -0.0205 -0.0305 -0.1739 -0.1832 -0.1550 -0.1162 -0.0438 -0.1900 ethwhite | 0.0535 -0.0233 0.0162 0.3364 0.3746 0.2794 0.2356 0.2211 0.3617 ln_height | 0.0688 -0.0029 0.7328 0.2100 0.1600 0.0510 -0.0122 -0.1155 0.1730 ln_w85 | -0.0240 0.0874 0.6190 0.0750 0.0472 -0.0561 -0.1073 -0.2052 0.0382 ln_w02 | -0.0392 0.0192 0.5339 0.0429 0.0443 -0.0370 -0.1089 -0.2100 0.0229 | ln_exp siblings ethblack ethhisp ethwhite ln_hei~t ln_w85 ln_w02-------------+------------------------------------------------------------------------ ln_exp | 1.0000 siblings | -0.0553 1.0000 ethblack | -0.1155 0.2064 1.0000 ethhisp | -0.0283 0.1559 -0.0723 1.0000 ethwhite | 0.1076 -0.2670 -0.7057 -0.6556 1.0000 ln_height | 0.0717 -0.0355 -0.0266 -0.1240 0.1082 1.0000 ln_w85 | 0.0883 -0.0029 0.0658 -0.0272 -0.0305 0.6815 1.0000 ln_w02 | 0.0573 -0.0014 0.1194 -0.0038 -0.0878 0.5893 0.8209 1.0000. correlate ln_earning ln_s ln_age male ln_asvab02 ln_asvab03 ln_asvab04 ln_asvab05 ln_asvab0> 6 asvabc ln_exp siblings ethblack ethhisp ethwhite ln_height ln_w85 ln_w02(obs=540) | ln_ear~g ln_s ln_age male ln_as~02 ln_as~03 ln_as~04 ln_as~05 ln_as~06-------------+--------------------------------------------------------------------------------- ln_earning | 1.0000 ln_s | 0.4253 1.0000 ln_age | -0.0263 -0.0082 1.0000 male | 0.2775 0.0053 -0.0157 1.0000 ln_asvab02 | 0.3990 0.4982 0.0836 0.1541 1.0000 ln_asvab03 | 0.2951 0.4784 0.1857 0.0564 0.6811 1.0000 ln_asvab04 | 0.2832 0.4570 0.1589 -0.0387 0.6483 0.7509 1.0000 ln_asvab05 | 0.2948 0.4611 0.0802 -0.1324 0.5591 0.5963 0.6127 1.0000 ln_asvab06 | 0.2005 0.3607 0.1206 -0.2746 0.4214 0.4633 0.4776 0.6503 1.0000 asvabc | 0.3905 0.5517 0.1487 0.0963 0.9376 0.8536 0.8355 0.6345 0.4934 ln_exp | 0.1029 -0.2395 0.2031 0.1060 0.0228 0.0470 0.0251 0.0442 0.0662 siblings | -0.1760 -0.2630 0.0416 -0.0182 -0.2120 -0.2667 -0.1622 -0.1931 -0.1552 ethblack | -0.0998 -0.0256 0.0501 0.0072 -0.2812 -0.3229 -0.2236 -0.2022 -0.2510 ethhisp | -0.0558 -0.0481 -0.0205 -0.0305 -0.1739 -0.1832 -0.1550 -0.1162 -0.0438 ethwhite | 0.1152 0.0535 -0.0233 0.0162 0.3364 0.3746 0.2794 0.2356 0.2211 ln_height | 0.2626 0.0688 -0.0029 0.7328 0.2100 0.1600 0.0510 -0.0122 -0.1155 ln_w85 | 0.1055 -0.0240 0.0874 0.6190 0.0750 0.0472 -0.0561 -0.1073 -0.2052 ln_w02 | 0.0533 -0.0392 0.0192 0.5339 0.0429 0.0443 -0.0370 -0.1089 -0.2100 | asvabc ln_exp siblings ethblack ethhisp ethwhite ln_hei~t ln_w85 ln_w02-------------+--------------------------------------------------------------------------------- asvabc | 1.0000 ln_exp | 0.0163 1.0000 siblings | -0.2366 -0.0553 1.0000 ethblack | -0.2995 -0.1155 0.2064 1.0000 ethhisp | -0.1900 -0.0283 0.1559 -0.0723 1.0000 ethwhite | 0.3617 0.1076 -0.2670 -0.7057 -0.6556 1.0000 ln_height | 0.1730 0.0717 -0.0355 -0.0266 -0.1240 0.1082 1.0000 ln_w85 | 0.0382 0.0883 -0.0029 0.0658 -0.0272 -0.0305 0.6815 1.0000 ln_w02 | 0.0229 0.0573 -0.0014 0.1194 -0.0038 -0.0878 0.5893 0.8209 1.0000. regress ln_earning ln_s ln_asvab02 ln_asvab03 ln_asvab04 ln_asvab05 ln_asvab06 ln_asvab06 ln_exp ln_heightnote: ln_asvab06 omitted because of collinearity Source | SS df MS Number of obs = 540-------------+------------------------------ F( 8, 531) = 28.13 Model | 56.612926 8 7.07661575 Prob > F = 0.0000 Residual | 133.562529 531 .251530186 R-squared = 0.2977-------------+------------------------------ Adj R-squared = 0.2871 Total | 190.175455 539 .352830158 Root MSE = .50153------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.192179 .1491193 7.99 0.000 .8992432 1.485115 ln_asvab02 | .6014113 .1694444 3.55 0.000 .2685478 .9342749 ln_asvab03 | -.2896428 .180193 -1.61 0.109 -.6436215 .0643359 ln_asvab04 | .0249921 .1696817 0.15 0.883 -.3083377 .3583218 ln_asvab05 | .2007069 .1680563 1.19 0.233 -.12943 .5308438 ln_asvab06 | -.0181909 .1497649 -0.12 0.903 -.3123954 .2760135 ln_asvab06 | (omitted) ln_exp | .3148063 .0695615 4.53 0.000 .1781568 .4514557 ln_height | 1.968339 .3836843 5.13 0.000 1.214614 2.722065 _cons | -11.49848 1.661351 -6.92 0.000 -14.7621 -8.234849------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_asvab03 ln_asvab04 ln_asvab05 ln_asvab06 ln_exp ln_height Source | SS df MS Number of obs = 540-------------+------------------------------ F( 8, 531) = 28.13 Model | 56.612926 8 7.07661575 Prob > F = 0.0000 Residual | 133.562529 531 .251530186 R-squared = 0.2977-------------+------------------------------ Adj R-squared = 0.2871 Total | 190.175455 539 .352830158 Root MSE = .50153------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.192179 .1491193 7.99 0.000 .8992432 1.485115 ln_asvab02 | .6014113 .1694444 3.55 0.000 .2685478 .9342749 ln_asvab03 | -.2896428 .180193 -1.61 0.109 -.6436215 .0643359 ln_asvab04 | .0249921 .1696817 0.15 0.883 -.3083377 .3583218 ln_asvab05 | .2007069 .1680563 1.19 0.233 -.12943 .5308438 ln_asvab06 | -.0181909 .1497649 -0.12 0.903 -.3123954 .2760135 ln_exp | .3148063 .0695615 4.53 0.000 .1781568 .4514557 ln_height | 1.968339 .3836843 5.13 0.000 1.214614 2.722065 _cons | -11.49848 1.661351 -6.92 0.000 -14.7621 -8.234849------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_asvab03 ln_asvab04 ln_asvab05 ln_exp ln_height Source | SS df MS Number of obs = 540-------------+------------------------------ F( 7, 532) = 32.21 Model | 56.6092151 7 8.08703073 Prob > F = 0.0000 Residual | 133.56624 532 .251064361 R-squared = 0.2977-------------+------------------------------ Adj R-squared = 0.2884 Total | 190.175455 539 .352830158 Root MSE = .50106------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.190885 .1486002 8.01 0.000 .8989697 1.4828 ln_asvab02 | .6006026 .1691567 3.55 0.000 .2683057 .9328996 ln_asvab03 | -.2909589 .1797003 -1.62 0.106 -.6439682 .0620503 ln_asvab04 | .0240833 .1693596 0.14 0.887 -.3086123 .3567789 ln_asvab05 | .1914967 .1498384 1.28 0.202 -.1028508 .4858442 ln_exp | .3141157 .0692645 4.54 0.000 .1780501 .4501813 ln_height | 1.976779 .3769909 5.24 0.000 1.236205 2.717352 _cons | -11.55181 1.600788 -7.22 0.000 -14.69645 -8.40717------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_asvab03 ln_asvab05 ln_exp ln_height Source | SS df MS Number of obs = 540-------------+------------------------------ F( 6, 533) = 37.65 Model | 56.6041382 6 9.43402303 Prob > F = 0.0000 Residual | 133.571317 533 .250602846 R-squared = 0.2976-------------+------------------------------ Adj R-squared = 0.2897 Total | 190.175455 539 .352830158 Root MSE = .5006------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.191972 .1482671 8.04 0.000 .9007121 1.483231 ln_asvab02 | .6059268 .1648093 3.68 0.000 .2821713 .9296823 ln_asvab03 | -.2786834 .1574632 -1.77 0.077 -.5880081 .0306412 ln_asvab05 | .1962073 .1459965 1.34 0.180 -.0905919 .4830064 ln_exp | .3141719 .0691997 4.54 0.000 .1782342 .4501095 ln_height | 1.970765 .3742667 5.27 0.000 1.235546 2.705984 _cons | -11.5225 1.585998 -7.27 0.000 -14.63807 -8.406921------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_asvab03 ln_exp ln_height Source | SS df MS Number of obs = 540-------------+------------------------------ F( 5, 534) = 44.75 Model | 56.1515208 5 11.2303042 Prob > F = 0.0000 Residual | 134.023934 534 .25098115 R-squared = 0.2953-------------+------------------------------ Adj R-squared = 0.2887 Total | 190.175455 539 .352830158 Root MSE = .50098------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.233605 .1451041 8.50 0.000 .9485597 1.518649 ln_asvab02 | .6562225 .160625 4.09 0.000 .340688 .9717569 ln_asvab03 | -.2116865 .1494762 -1.42 0.157 -.50532 .081947 ln_exp | .3235342 .0689001 4.70 0.000 .1881857 .4588828 ln_height | 1.880134 .3684186 5.10 0.000 1.156406 2.603861 _cons | -10.96659 1.532261 -7.16 0.000 -13.97659 -7.956587------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_exp ln_height Source | SS df MS Number of obs = 540-------------+------------------------------ F( 4, 535) = 55.33 Model | 55.6481553 4 13.9120388 Prob > F = 0.0000 Residual | 134.5273 535 .251452897 R-squared = 0.2926-------------+------------------------------ Adj R-squared = 0.2873 Total | 190.175455 539 .352830158 Root MSE = .50145------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.183721 .1408962 8.40 0.000 .9069438 1.460499 ln_asvab02 | .5293513 .133447 3.97 0.000 .267207 .7914957 ln_exp | .3125888 .0685296 4.56 0.000 .1779687 .4472088 ln_height | 1.86586 .3686267 5.06 0.000 1.141727 2.589993 _cons | -11.07606 1.531748 -7.23 0.000 -14.08504 -8.067086------------------------------------------------------------------------------. estat hettestBreusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of ln_earning chi2(1) = 14.81 Prob > chi2 = 0.0001. estat ovtestRamsey RESET test using powers of the fitted values of ln_earning Ho: model has no omitted variables F(3, 532) = 1.63 Prob > F = 0.1803. estat summarize Estimation sample regress Number of obs = 540 ------------------------------------------------------------- Variable | Mean Std. Dev. Min Max -------------+----------------------------------------------- ln_earning | 2.793873 .5939951 .756122 4.85125 ln_s | 2.598314 .1847536 1.79176 2.99573 ln_asvab02 | 3.907609 .1929522 3.43399 4.18965 ln_exp | 2.788723 .3299222 .268264 3.15536 ln_height | 4.209339 .060087 4.07754 4.34381 -------------------------------------------------------------. . predict uhat,residuals. pnorm uhat. . mvtest normality uhatTest for multivariate normality Doornik-Hansen chi2(2) = 70.899 Prob>chi2 = 0.0000. regress ln_earning ln_s ln_asvab02 ln_exp ln_height male Source | SS df MS Number of obs = 540-------------+------------------------------ F( 5, 534) = 48.25 Model | 59.1848244 5 11.8369649 Prob > F = 0.0000 Residual | 130.990631 534 .245300806 R-squared = 0.3112-------------+------------------------------ Adj R-squared = 0.3048 Total | 190.175455 539 .352830158 Root MSE = .49528------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.213665 .1393852 8.71 0.000 .9398541 1.487475 ln_asvab02 | .5149163 .1318592 3.91 0.000 .2558899 .7739428 ln_exp | .2972994 .0678057 4.38 0.000 .1641008 .4304981 ln_height | .4166802 .5274693 0.79 0.430 -.6194892 1.45285 male | .2389854 .0629396 3.80 0.000 .1153459 .3626249 _cons | -5.074227 2.187992 -2.32 0.021 -9.372355 -.7760994------------------------------------------------------------------------------. regress ln_earning ln_s ln_asvab02 ln_exp male Source | SS df MS Number of obs = 540-------------+------------------------------ F( 4, 535) = 60.20 Model | 59.0317472 4 14.7579368 Prob > F = 0.0000 Residual | 131.143708 535 .245128426 R-squared = 0.3104-------------+------------------------------ Adj R-squared = 0.3053 Total | 190.175455 539 .352830158 Root MSE = .4951------------------------------------------------------------------------------ ln_earning | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+---------------------------------------------------------------- ln_s | 1.216388 .1392936 8.73 0.000 .9427581 1.490017 ln_asvab02 | .526492 .1309964 4.02 0.000 .2691615 .7838224 ln_exp | .2971688 .0677817 4.38 0.000 .1640179 .4303197 male | .2749609 .0434292 6.33 0.000 .1896483 .3602736 _cons | -3.39021 .4926335 -6.88 0.000 -4.357943 -2.422477------------------------------------------------------------------------------.