Example 5.2: Standard Errors in a Birth Weight Equation
use http://fmwww.bc.edu/ec-p/data/wooldridge/bwght
Regression with 694 observations
reg lbwght cigs lfaminc in 1/694
Source | SS df MS Number of obs = 694
---------+------------------------------ F( 2, 691) = 10.52
Model | .809213892 2 .404606946 Prob > F = 0.0000
Residual | 26.5787089 691 .038464123 R-squared = 0.0295
---------+------------------------------ Adj R-squared = 0.0267
Total | 27.3879228 693 .039520812 Root MSE = .19612
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lbwght | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
cigs | -.0046368 .0013319 -3.481 0.001 -.0072519 -.0020216
lfaminc | .0194044 .0081884 2.370 0.018 .0033274 .0354815
_cons | 4.705583 .027053 173.939 0.000 4.652467 4.758699
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Regression with 1388 observations
reg lbwght cigs lfaminc
Source | SS df MS Number of obs = 1388
---------+------------------------------ F( 2, 1385) = 18.31
Model | 1.29879046 2 .64939523 Prob > F = 0.0000
Residual | 49.1215342 1385 .035466812 R-squared = 0.0258
---------+------------------------------ Adj R-squared = 0.0244
Total | 50.4203246 1387 .036352073 Root MSE = .18833
------------------------------------------------------------------------------
lbwght | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
cigs | -.0040816 .0008582 -4.756 0.000 -.0057651 -.002398
lfaminc | .0162657 .0055833 2.913 0.004 .005313 .0272183
_cons | 4.718594 .0182445 258.631 0.000 4.682804 4.754383
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Example 5.3: Economic Model of Crime
use http://fmwww.bc.edu/ec-p/data/wooldridge/crime1
reg narr86 pcnv ptime86 qemp86
Source | SS df MS Number of obs = 2725
---------+------------------------------ F( 3, 2721) = 39.10
Model | 83.0741941 3 27.691398 Prob > F = 0.0000
Residual | 1927.27296 2721 .708295833 R-squared = 0.0413
---------+------------------------------ Adj R-squared = 0.0403
Total | 2010.34716 2724 .738012906 Root MSE = .8416
------------------------------------------------------------------------------
narr86 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
pcnv | -.1499274 .0408653 -3.669 0.000 -.2300576 -.0697973
ptime86 | -.0344199 .008591 -4.007 0.000 -.0512655 -.0175744
qemp86 | -.104113 .0103877 -10.023 0.000 -.1244816 -.0837445
_cons | .7117715 .0330066 21.565 0.000 .647051 .776492
------------------------------------------------------------------------------
predict ubar, resid
reg ubar pcnv ptime86 qemp86 avgsen tottime
Source | SS df MS Number of obs = 2725
---------+------------------------------ F( 5, 2719) = 0.81
Model | 2.87904835 5 .575809669 Prob > F = 0.5398
Residual | 1924.39392 2719 .707757969 R-squared = 0.0015
---------+------------------------------ Adj R-squared = -0.0003
Total | 1927.27297 2724 .707515773 Root MSE = .84128
------------------------------------------------------------------------------
ubar | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
pcnv | -.0012971 .040855 -0.032 0.975 -.0814072 .0788129
ptime86 | -.0048386 .0089166 -0.543 0.587 -.0223226 .0126454
qemp86 | .0010221 .0103972 0.098 0.922 -.0193652 .0214093
avgsen | -.0070487 .0124122 -0.568 0.570 -.031387 .0172897
tottime | .0120953 .0095768 1.263 0.207 -.0066833 .030874
_cons | -.0057108 .0331524 -0.172 0.863 -.0707173 .0592956
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This page prepared by Oleksandr Talavera (revised 13 Sep 2002)
Send your questions/comments/suggestions to Kit Baum
at baum@bc.edu
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