* * Examples 15.1, 15.2 * J. Wooldridge, Econometrics of Cross Section and Panel Data * * Note: The sample data files include all required data transformations. * However, in many cases we show how these data transformations would * be created in RATS from the basic data, as this is something you will * need to know how to do in practice. * open data mroz.raw data(format=free,org=columns) 1 753 inlf hours kidslt6 kidsge6 age educ wage repwage $ hushrs husage huseduc huswage faminc mtr motheduc fatheduc $ unem city exper nwifeinc lwage expersq * set expersq = exper**2 * * Linear probability model. * linreg inlf # constant nwifeinc educ exper expersq age kidslt6 kidsge6 * * Same with robust standard errors. * linreg(robusterrors) inlf # constant nwifeinc educ exper expersq age kidslt6 kidsge6 * * Example 15.2. Logit and probit * ddv(dist=logit) inlf # constant nwifeinc educ exper expersq age kidslt6 kidsge6 ddv(dist=probit) inlf # constant nwifeinc educ exper expersq age kidslt6 kidsge6 * * Example 15.3 * Testing exogeneity of educ * linreg educ / reduc # constant nwifeinc exper expersq age kidslt6 kidsge6 motheduc fatheduc huseduc ddv(dist=probit) inlf # constant nwifeinc educ exper expersq age kidslt6 kidsge6 reduc