econometria

ANÁLISIS DE REGRESIÓN

FORTINO VELA PEÓN / UAMX

Ejercicios Wooldridge (2010) 5ª. ed.
Capitulo 2
C2.2
use "C:\fvela\econometrics wooldridge\stata\CEOSAL2.dta", clear
i)
sum salary ceoten
Variable |
Obs
Mean
Std. Dev.
Min
Max
-------------+-------------------------------------------------------salary |
177
865.8644
587.5893
100
5299
ceoten |
177
7.954802
7.150826
0
37ii)
tab ceoten if ceoten ==0
tab ceoten if ceoten !=0
years as |
ceo with |
company |
Freq.
Percent
Cum.
------------+----------------------------------1 |
19
11.05
11.05
2 |
10
5.81
16.86
3 |
21
12.21
29.07
4 |
21
12.21
41.28
5 |
10
5.81
47.09
6 |
11
6.40
53.49
7 |
6
3.49
56.98
8 |
11
6.40
63.37
9 |
8
4.65
68.02
10 |
8
4.65
72.67
11 |
4
2.3375.00
12 |
7
4.07
79.07
13 |
7
4.07
83.14
14 |
5
2.91
86.05
15 |
2
1.16
87.21
16 |
2
1.16
88.37
17 |
2
1.16
89.53
18 |
1
0.58
90.12
19 |
2
1.16
91.28
20 |
4
2.33
93.60
21 |
1
0.58
94.19
22 |
1
0.58
94.77
24 |
3
1.74
96.51
26 |
2
1.16
97.67
28 |
1
0.58
98.26
34 |
1
0.58
98.84
37 |
2
1.16
100.00------------+----------------------------------Total |
172
100.00

1

ANÁLISIS DE REGRESIÓN

FORTINO VELA PEÓN / UAMX

iii)
reg lsalary ceoten
Source |
SS
df
MS
-------------+-----------------------------Model | .850907024
1 .850907024
Residual |
63.795306
175 .364544606
-------------+-----------------------------Total | 64.6462131
176 .367308029

Number of obs
F( 1,
175)
Prob > F
R-squared
Adj R-squaredRoot MSE

=
=
=
=
=
=

177
2.33
0.1284
0.0132
0.0075
.60378

-----------------------------------------------------------------------------lsalary |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------ceoten |
.0097236
.0063645
1.53
0.128
-.0028374
.0222846
_cons |
6.505498
.0679911
95.68
0.0006.37131
6.639686
------------------------------------------------------------------------------

Recuerde que %∆y = (1 00β1 ) ∆x (p. 46)

dis 100*.0097236
.97236 ≈ 1 %

2

ANÁLISIS DE REGRESIÓN

FORTINO VELA PEÓN / UAMX

C2.3

des
Contains data from C:\fvela\econometrics wooldridge\stata\SLEEP75.dta
obs:
706
vars:
34
26 Jan 2000 13:57
size:
49,420 (99.9% of memory free)-----------------------------------------------------------------------------storage display
value
variable name
type
format
label
variable label
-----------------------------------------------------------------------------age
byte
%9.0g
in years
black
byte
%9.0g
=1 if black
case
int
%9.0g
identifier
clerical
float %9.0g
=1 if clerical worker
construc
float %9.0g
=1 ifconstruction worker
educ
byte
%9.0g
years of schooling
earns74
float %9.0g
total earnings, 1974
gdhlth
byte
%9.0g
=1 if in good or excel. health
inlf
byte
%9.0g
=1 if in labor force
leis1
int
%9.0g
sleep - totwrk
leis2
int
%9.0g
slpnaps - totwrk
leis3
int
%9.0g
rlxall - totwrk
smsa
byte
%9.0g
=1 if live in smsa
lhrwage
float %9.0g
log hourly wage
lothinc
float %9.0glog othinc, unless othinc < 0
male
byte
%9.0g
=1 if male
marr
byte
%9.0g
=1 if married
prot
byte
%9.0g
=1 if Protestant
rlxall
int
%9.0g
slpnaps + personal activs
selfe
byte
%9.0g
=1 if self employed
sleep
int
%9.0g
mins sleep at night, per wk
slpnaps
int
%9.0g
minutes sleep, inc. naps
south
byte
%9.0g
=1 if live in south
spsepay
float %9.0g
spousal wage incomespwrk75
byte
%9.0g
=1 if spouse works
totwrk
int
%9.0g
mins worked per week
union
byte
%9.0g
=1 if belong to union
worknrm
int
%9.0g
mins work main job
workscnd
int
%9.0g
mins work second job
exper
byte
%9.0g
age - educ - 6
yngkid
byte
%9.0g
=1 if children < 3 present
yrsmarr
byte
%9.0g
years married
hrwage
float %9.0g
hourly wage
agesq
int
%9.0g
age^2...