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1、StataTextbookExamples,IntroductoryEconometrics,Chapter2StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2deds.)Chapter2-TheSimpleRegressionModelExample2.3:CEOSalaryandReturnonEquityusehttp://fmwww.bc.edu/ec-p/data/wooldridge/CEOS
2、AL1summsalaryroeVariable
3、ObsMeanStd.Dev.MinMax---------+-----------------------------------------------------salary
4、2091281.121372.34522314822roe
5、20917.184218.518509.556.3regsalaryroeSource
6、SSdfMSNumberofobs=209---------+------------------------------F(1,207)=2.77Mod
7、el
8、5166419.0415166419.04Prob>F=0.0978Residual
9、3865665632071867471.32R-squared=0.0132---------+------------------------------AdjR-squared=0.0084Total
10、3917329822081883331.64RootMSE=1366.6------------------------------------------------------------------------------sala
11、ry
12、Coef.Std.Err.tP>
13、t
14、[95%Conf.Interval]---------+--------------------------------------------------------------------roe
15、18.5011911.123251.6630.098-3.42819540.43057_cons
16、963.1913213.24034.5170.000542.79021383.592------------------------------------------------------
17、------------------------SalaryforROE=0display_b[roe]*0+_b[_cons]963.19134SalaryforROE=30display_b[roe]*30+_b[_cons]1518.2269Example2.4:WageandEducationusehttp://fmwww.bc.edu/ec-p/data/wooldridge/WAGE1http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge2.html（第1／7
18、頁）2010/5/1911:07:13StataTextbookExamples,IntroductoryEconometrics,Chapter2summwageVariable
19、ObsMeanStd.Dev.MinMax---------+-----------------------------------------------------wage
20、5265.8961033.693086.5324.98regwageeducSource
21、SSdfMSNumberofobs=526---------+-----------
22、-------------------F(1,524)=103.36Model
23、1179.7320411179.73204Prob>F=0.0000Residual
24、5980.6822552411.4135158R-squared=0.1648---------+------------------------------AdjR-squared=0.1632Total
25、7160.4142952513.6388844RootMSE=3.3784-------------------------------------------
26、-----------------------------------wage
27、Coef.Std.Err.tP>
28、t
29、[95%Conf.Interval]---------+--------------------------------------------
