------------------------------------------------------------------------------------------------- log: d:\testing.log log type: text opened on: 25 Oct 2004, 17:35:30 . use "D:\cps03.dta", clear . gen hours=pmhruslt . drop if hours<1 (125422 observations deleted) . gen wage=a_grswk/hours . gen income=ftotval . gen kids=fownu18 . gneloghour=log(hour) unrecognized command: gneloghour r(199); . gen loghour=log(hours) . reg loghours wage income kids edyears a_age variable loghours not found r(111); . reg loghour wage income kids edyears a_age Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 5, 90996) = 829.80 Model | 733.449254 5 146.689851 Prob > F = 0.0000 Residual | 16086.0253 90996 .176777279 R-squared = 0.0436 -------------+------------------------------ Adj R-squared = 0.0436 Total | 16819.4746 91001 .18482736 Root MSE = .42045 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .000923 .0001617 5.71 0.000 .0006061 .0012398 income | -3.93e-08 2.26e-08 -1.74 0.081 -8.36e-08 4.90e-09 kids | -.0066415 .001269 -5.23 0.000 -.0091287 -.0041543 edyears | .0191097 .0005433 35.17 0.000 .0180447 .0201746 a_age | .0050514 .000115 43.94 0.000 .0048261 .0052767 _cons | 3.150739 .0082818 380.44 0.000 3.134507 3.166972 ------------------------------------------------------------------------------ . test a_age=kids ( 1) - kids + a_age = 0 F( 1, 90996) = 87.58 Prob > F = 0.0000 . test a_age-kids-income=2 ( 1) - income - kids + a_age = 2 F( 1, 90996) = 2.5e+06 Prob > F = 0.0000 . test income*income=5 not possible with test r(131); . *jointly testing exclusion restrictions . test wage income kids edyears a_ge a_ge not found r(111); . test wage income kids edyears a_age ( 1) wage = 0 ( 2) income = 0 ( 3) kids = 0 ( 4) edyears = 0 ( 5) a_age = 0 F( 5, 90996) = 829.80 Prob > F = 0.0000 . . test wage+income kids + not found r(111); . *testing other restrictions . test wage+incom=0 ( 1) wage + income = 0 F( 1, 90996) = 32.60 Prob > F = 0.0000 . test kids=0, accumulate ( 1) wage + income = 0 ( 2) kids = 0 F( 2, 90996) = 29.55 Prob > F = 0.0000 . test edyears=1, accumulate ( 1) wage + income = 0 ( 2) kids = 0 ( 3) edyears = 1 F( 3, 90996) = 1.1e+06 Prob > F = 0.0000 . test kids=1, accumulate ( 1) wage + income = 0 ( 2) kids = 0 ( 3) edyears = 1 ( 4) kids = 1 Constraint 4 dropped F( 3, 90996) = 1.1e+06 Prob > F = 0.0000 . sort a_sex . by a_sex: reg loghours wage income kids edyears a_age ----------------------------------------------------------------------------------------------- -> a_sex = 1 variable loghours not found r(111); . by a_sex: reg loghour wage income kids edyears a_age ----------------------------------------------------------------------------------------------- -> a_sex = 1 Source | SS df MS Number of obs = 46825 -------------+------------------------------ F( 5, 46819) = 635.79 Model | 399.994032 5 79.9988064 Prob > F = 0.0000 Residual | 5891.01488 46819 .125825303 R-squared = 0.0636 -------------+------------------------------ Adj R-squared = 0.0635 Total | 6291.00891 46824 .134354368 Root MSE = .35472 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .0000778 .0001736 0.45 0.654 -.0002625 .0004181 income | 5.75e-08 2.59e-08 2.22 0.026 6.82e-09 1.08e-07 kids | .0222864 .0014413 15.46 0.000 .0194614 .0251114 edyears | .0183339 .00061 30.05 0.000 .0171383 .0195295 a_age | .0050686 .0001346 37.66 0.000 .0048049 .0053324 _cons | 3.216083 .0090954 353.60 0.000 3.198256 3.23391 ------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------- -> a_sex = 2 Source | SS df MS Number of obs = 44177 -------------+------------------------------ F( 5, 44171) = 453.53 Model | 478.822013 5 95.7644025 Prob > F = 0.0000 Residual | 9326.87328 44171 .211153772 R-squared = 0.0488 -------------+------------------------------ Adj R-squared = 0.0487 Total | 9805.6953 44176 .221968836 Root MSE = .45951 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .0012521 .000286 4.38 0.000 .0006916 .0018125 income | -3.16e-07 3.65e-08 -8.66 0.000 -3.88e-07 -2.45e-07 kids | -.0430676 .0020791 -20.71 0.000 -.0471426 -.0389926 edyears | .0225876 .0009066 24.91 0.000 .0208106 .0243646 a_age | .0044906 .0001823 24.63 0.000 .0041333 .0048479 _cons | 3.085256 .0141752 217.65 0.000 3.057473 3.11304 ------------------------------------------------------------------------------ . reg loghour wage income kids edyears a_age Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 5, 90996) = 829.80 Model | 733.449254 5 146.689851 Prob > F = 0.0000 Residual | 16086.0253 90996 .176777279 R-squared = 0.0436 -------------+------------------------------ Adj R-squared = 0.0436 Total | 16819.4746 91001 .18482736 Root MSE = .42045 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .000923 .0001617 5.71 0.000 .0006061 .0012398 income | -3.93e-08 2.26e-08 -1.74 0.081 -8.36e-08 4.90e-09 kids | -.0066415 .001269 -5.23 0.000 -.0091287 -.0041543 edyears | .0191097 .0005433 35.17 0.000 .0180447 .0201746 a_age | .0050514 .000115 43.94 0.000 .0048261 .0052767 _cons | 3.150739 .0082818 380.44 0.000 3.134507 3.166972 ------------------------------------------------------------------------------ . gen inc100th=income/100,000 options not allowed r(101); . gen inc100th=income/100000 . reg loghour wage inc100th kids edyears a_age Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 5, 90996) = 829.80 Model | 733.449254 5 146.689851 Prob > F = 0.0000 Residual | 16086.0253 90996 .176777279 R-squared = 0.0436 -------------+------------------------------ Adj R-squared = 0.0436 Total | 16819.4746 91001 .18482736 Root MSE = .42045 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .000923 .0001617 5.71 0.000 .0006061 .0012398 inc100th | -.0039335 .0022572 -1.74 0.081 -.0083576 .0004905 kids | -.0066415 .001269 -5.23 0.000 -.0091287 -.0041543 edyears | .0191097 .0005433 35.17 0.000 .0180447 .0201746 a_age | .0050514 .000115 43.94 0.000 .0048261 .0052767 _cons | 3.150739 .0082818 380.44 0.000 3.134507 3.166972 ------------------------------------------------------------------------------ . reg loghour wage inc100th kids edyears a_age, beta Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 5, 90996) = 829.80 Model | 733.449254 5 146.689851 Prob > F = 0.0000 Residual | 16086.0253 90996 .176777279 R-squared = 0.0436 -------------+------------------------------ Adj R-squared = 0.0436 Total | 16819.4746 91001 .18482736 Root MSE = .42045 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| Beta -------------+---------------------------------------------------------------- wage | .000923 .0001617 5.71 0.000 .018731 inc100th | -.0039335 .0022572 -1.74 0.081 -.0060063 kids | -.0066415 .001269 -5.23 0.000 -.0174207 edyears | .0191097 .0005433 35.17 0.000 .1214764 a_age | .0050514 .000115 43.94 0.000 .1477583 _cons | 3.150739 .0082818 380.44 0.000 . ------------------------------------------------------------------------------ . reg loghour wage inc100th kids edyears a_age Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 5, 90996) = 829.80 Model | 733.449254 5 146.689851 Prob > F = 0.0000 Residual | 16086.0253 90996 .176777279 R-squared = 0.0436 -------------+------------------------------ Adj R-squared = 0.0436 Total | 16819.4746 91001 .18482736 Root MSE = .42045 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | .000923 .0001617 5.71 0.000 .0006061 .0012398 inc100th | -.0039335 .0022572 -1.74 0.081 -.0083576 .0004905 kids | -.0066415 .001269 -5.23 0.000 -.0091287 -.0041543 edyears | .0191097 .0005433 35.17 0.000 .0180447 .0201746 a_age | .0050514 .000115 43.94 0.000 .0048261 .0052767 _cons | 3.150739 .0082818 380.44 0.000 3.134507 3.166972 ------------------------------------------------------------------------------ . . . . reg loghour inc100th kids edyears a_age Source | SS df MS Number of obs = 91002 -------------+------------------------------ F( 4, 90997) = 1028.74 Model | 727.686411 4 181.921603 Prob > F = 0.0000 Residual | 16091.7881 90997 .176838667 R-squared = 0.0433 -------------+------------------------------ Adj R-squared = 0.0432 Total | 16819.4746 91001 .18482736 Root MSE = .42052 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- inc100th | -.003109 .0022529 -1.38 0.168 -.0075247 .0013067 kids | -.0065324 .0012691 -5.15 0.000 -.0090198 -.0040451 edyears | .0194303 .0005405 35.95 0.000 .0183709 .0204898 a_age | .0050715 .0001149 44.13 0.000 .0048462 .0052967 _cons | 3.148279 .008272 380.59 0.000 3.132066 3.164492 ------------------------------------------------------------------------------ . gen loginc=log(income) (384 missing values generated) . gen logwage=log(wage) (71092 missing values generated) . reg loghour logwage logincome kids edyears a_age variable logincome not found r(111); . reg loghour logwage loginc kids edyears a_age Source | SS df MS Number of obs = 19851 -------------+------------------------------ F( 5, 19845) = 434.34 Model | 331.755214 5 66.3510428 Prob > F = 0.0000 Residual | 3031.5763 19845 .152762726 R-squared = 0.0986 -------------+------------------------------ Adj R-squared = 0.0984 Total | 3363.33151 19850 .169437356 Root MSE = .39085 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- logwage | .1457794 .00539 27.05 0.000 .1352144 .1563443 loginc | -.017806 .0038472 -4.63 0.000 -.0253469 -.0102651 kids | -.0127785 .0025939 -4.93 0.000 -.0178627 -.0076942 edyears | .0123252 .0012164 10.13 0.000 .0099409 .0147094 a_age | .0043867 .0002353 18.64 0.000 .0039255 .0048479 _cons | 3.074702 .0380108 80.89 0.000 3.000197 3.149206 ------------------------------------------------------------------------------ . reg loghour loginc kids edyears a_age Source | SS df MS Number of obs = 90618 -------------+------------------------------ F( 4, 90613) = 1043.64 Model | 735.874454 4 183.968614 Prob > F = 0.0000 Residual | 15972.8982 90613 .176276011 R-squared = 0.0440 -------------+------------------------------ Adj R-squared = 0.0440 Total | 16708.7727 90617 .184388941 Root MSE = .41985 ------------------------------------------------------------------------------ loghour | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- loginc | .0138972 .0017668 7.87 0.000 .0104342 .0173602 kids | -.0080993 .001274 -6.36 0.000 -.0105964 -.0056022 edyears | .0178535 .0005449 32.76 0.000 .0167854 .0189215 a_age | .0049272 .0001157 42.58 0.000 .0047004 .005154 _cons | 3.023697 .01801 167.89 0.000 2.988398 3.058996 ------------------------------------------------------------------------------ . log close log: d:\testing.log log type: text closed on: 25 Oct 2004, 18:58:20 -----------------------------------------------------------------------------------------------