ECONOMICS 598 ECONOMETRIC THEORY AND APPLICATIONS HOMEWORK 1 Due: 3PM on October 1, 20101
1. (20 pts) Consider the multiple linear regression model for which the classical conditions hold
Y = X +
Suppose that instead of using Y, we use different units of
ECONOMICS 598 ECONOMETRIC THEORY AND APPLICATIONS HOMEWORK 2 Due: 3PM on October 15, 20101
1. (15 pts) For the regression model yi = 0 + 1 X1i + 2 X 2i + i for which the classical assumptions hold, you obtained the following results on the basis of 100 ob
* 4.a.
gen time=ym(year,month)
format time %tm
twoway(line spi earnings time,sort),xlabel(#10)saving(earning,replace)
* Comment: According to the graph, we can find that the spi started to growth
sharply after January 1995,
* so we define January 1995 of
*1.
rename
rename
rename
rename
a005
a001
a170
x003
work
family
satisfaction
age
summarize satisfaction work family age
regress satisfaction work family age
test work = family
* Comment: The F statistic with 1 numerator and 4017 denominator degrees of
fre
ECONOMICS 598
ECONOMETRIC THEORY AND APPLICATIONS
HOMEWORK 2
Due: in class on October 13, 2016 (Thursday)
Total points: 100
THEORY
1. (30 pts) Consider the model Y = X + for which the classical assumptions (listed in Chapter
2 in Green) hold. Let X be par
HOMEWORK 1
ECONOMICS 598
ECONOMETRIC THEORY AND APPLICATIONS
Due: at the start of the class on September 29, 2016 (Thursday)
Total points: 100
THEORY:
1. (25 pts) Consider the multiple linear regression model for which classical conditions (listed in
Chap
log using "/Users/Patrick/Desktop/Assignment_01.log"
use "/Users/Patrick/Desktop/hw1data.dta"
* Question (a) *
rename a170 SAT_LIFE
label variable SAT_LIFE "satisfaction with life"
rename a005 IMP_WORK
label variable IMP_WORK "importance of work in life"
*5.a.
describe
* According to the describtions, we choose aactiv01 aactiv14 aactiv17 aactiv54
aactiv58 aactiv71 aactiv84 aactiv87 as the variables that identify ones use of
Internet for social interactions.
reg empl aactiv01 aactiv14 aactiv17 aactiv54 aac
describe
* Question a, find data and meaning
lookfor satisfication
lookfor satisfaction
rename a170 SAT_LIFE
lookfor importance
lookfor importance of work
rename a005 IMP_WORK
lookfor age
rename x003 AGE
lookfor language
rename s016 LANG_INTER
summarize S