* * Example 8.1 on page 260 * open data wage1.raw data(format=free,org=columns) 1 526 wage educ exper tenure nonwhite female married numdep smsa northcen $ south west construc ndurman trcommpu trade services profserv profocc clerocc servocc lwage expersq tenursq * * These show how to create the squared series * set expersq = exper**2 set tenursq = tenure**2 * * And these are the interactive dummies * set marrmale = married*(1-female) set marrfem = married*female set singfem = (1-married)*female set singmale = (1-married)*(1-female) * linreg lwage # constant marrmale marrfem singfem educ exper expersq tenure tenursq * * OLS with heteroskedasticity-robust standard errors * linreg(robust) lwage # constant marrmale marrfem singfem educ exper expersq tenure tenursq