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1、StataTextbookExamples,IntroductoryEconometrics,Chapter10StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter10-BasicRegressionAnalysiswithTimeSeriesDataExample10.1:StaticPhillipsCurveusehttp://fmwww.bc.ed
2、u/ec-p/data/wooldridge/PHILLIPSreginfunemSource
3、SSdfMSNumberofobs=49-------------+------------------------------F(1,47)=2.62Model
4、25.6369575125.6369575Prob>F=0.1125Residual
5、460.61979479.80042107R-squared=0.0527-------------+------------------------------
6、AdjR-squared=0.0326Total
7、486.2567484810.1303489RootMSE=3.1306------------------------------------------------------------------------------inf
8、Coef.Std.Err.tP>
9、t
10、[95%Conf.Interval]-------------+------------------------------------------------------------
11、----unem
12、.4676257.28912621.620.112-.11402121.049273_cons
13、1.423611.7190150.830.412-2.0346024.881822------------------------------------------------------------------------------Example10.2:EffectsofInflationandDeficitsonInterstRatesusehttp://fmwww.bc.edu/
14、ec-p/data/wooldridge/INTDEFregi3infdefSource
15、SSdfMSNumberofobs=49-------------+------------------------------F(2,46)=52.78Model
16、294.0328972147.016449Prob>F=0.0000Residual
17、128.133943462.78552049R-squared=0.6965-------------+------------------------------A
18、djR-squared=0.6833Total
19、422.16684488.7951425RootMSE=1.669------------------------------------------------------------------------------i3
20、Coef.Std.Err.tP>
21、t
22、[95%Conf.Interval]-------------+----------------------------------------------------------------i
23、nf
24、.6131825.07577538.090.000.4606547.7657104def
25、.7004054.118075.930.000.4627427.938068_cons
26、1.252032.44163462.830.007.36306742.140996------------------------------------------------------------------------------Example10.3:PuertoRicanEmploymentandtheMini
27、mumWagehttp://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge10.html(第1/10頁)2010/5/1911:25:10StataTextbookExamples,IntroductoryEconometrics,Chapter10usehttp://fmwww.bc.edu/ec-p/data/wooldridge/PRMINWGEreglprepoplmincovlu