EC 760B

Spring 1997

Prof. Baum

Mr. Franke

1. Greene 6-1.

2. Greene 6-7.

3. Greene 6-11.

4. Greene 6-22; to be done with stata on fmrisc.bc.edu, using /u/baum/classes/exer6-22.dta for the dataset.

Notes re Stata and UNIX usage:

(0) UNIX systems are case-sensitive with respect to usernames, commands, filenames, etc. Stata, stata and STATA are three different programs (only one of which exists). When in doubt, emulate e.e. cummings.

(1) you will not be able to save the dataset to this account (nor

do you need to save it), so you might want to end your Stata program with exit, clear.

(2) if you are not familar with Stata's capabilities, you might want to run

Stata and use the tutorial command to see examples of the syntax. help command will give you extensive assistance, but you must know the command name. lookup keyword will provide assistance on that keyword, whether or not it is a command.

(3) the regress command runs OLS regressions; the vce command displays the estimated variance-covariance matrix of the estimated parameters. You might also want to experiment with the test command.

(4) the gen command (generate) allows you to compute new variables. the display command allows you to operate on scalar quantities.