Angrist Returns to education LATE lwage (on C:/Angrist)
Uses workfile c:Angrist/mm_rte_mroz
tsls(h) lwage c college @ c dadcol
Dependent Variable: LWAGE
Method: Two-Stage Least Squares
Date: 04/05/16 Time: 22:02
Sample: 1 428
Included observations: 428
Wh

Econometrics - Models of Qualitative Choice
Some Suggested Coding - Ken Lewis
Example questions, pages 1 and 2:
SMPL 1 1657 IF org = 18 AND long = 0
PROBIT(H) sharet c trated tspeedd
!zhat_one = C(1) + C(2) * 40 + C(3) * 2
!prob_one = @CNORM(!zhat_one)
!b

PROBLEM SET IA
I. DUMMY VARIABLE REGRESSIONS
Copy the file ecomone.wf1 to the directory (drive) you are using. Open
EViews and set the appropriate directory using CD in the command line
window. Create a program file by choosing File, New, Program from the

Two-stage Least Squares (from the EViews6 Help Menu)
A fundamental assumption of regression analysis is that the right-hand side variables are uncorrelated with
the disturbance term. If this assumption is violated, both OLS and weighted LS are biased and

PROBLEM SET III
III. MORE ON CATEGORICAL DUMMY VARIABLE REGRESSIONSMODELS OF QUALITATIVE
CHOICE
The data on file fordpr.wf1 describe the characteristics of 1657 shipments of finished
automobiles. The shipments originate either at origin #7 (the first 335

F Tests and Independent Restrictions
1) Suppose you have output for the BDR:
Ken Lewis
LS(H) Y C1 X1 C2 X2.
1 2 3 4
Sketch out R=q to test the following Ho: 2 - 4 = 0 and -2 + 4 = 0.
How many restrictions are there in the null hypothesis?
Is there a linea

Econometrics
Ken Lewis
Seat belts and Traffic Fatalities Stock and Watson
Excel file: seatbelts.xls
Program File: seatbelts_pool_shell.prg (You will need to expand.)
States have been encouraged to institute mandatory seat-belt laws to reduce the
number of

Econometrics
Ken Lewis
Guns and Violent Crimes Stock and Watson
Excel file: guns.xls
Program File: guns_pool_shell.prg (You will need to expand.)
Laws that permit individuals in the U.S. to carry concealed weapons are known as
shall-issue laws. We analyze