. use "F:\Data\WAGE1.

DTA", clear

. sum

Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

wage | 526 5.896103 3.693086 .53 24.98

educ | 526 12.56274 2.769022 0 18

exper | 526 17.01711 13.57216 1 51

tenure | 526 5.104563 7.224462 0 44

nonwhite | 526 .1026616 .3038053 0 1

-------------+--------------------------------------------------------

female | 526 .4790875 .500038 0 1

married | 526 .608365 .4885804 0 1

numdep | 526 1.043726 1.261891 0 6

smsa | 526 .7224335 .4482246 0 1

northcen | 526 .2509506 .4339728 0 1

-------------+--------------------------------------------------------

south | 526 .3555133 .4791242 0 1

west | 526 .1692015 .3752867 0 1

construc | 526 .0456274 .2088743 0 1

ndurman | 526 .1140684 .318197 0 1

trcommpu | 526 .0437262 .20468 0 1

-------------+--------------------------------------------------------

trade | 526 .2870722 .4528262 0 1

services | 526 .1007605 .3012978 0 1

profserv | 526 .2585551 .4382574 0 1

profocc | 526 .3669202 .4824233 0 1

clerocc | 526 .1673004 .3735991 0 1

-------------+--------------------------------------------------------

servocc | 526 .1406844 .3480267 0 1

lwage | 526 1.623268 .5315382 -.6348783 3.218076

 expersq | 526 473.4354 616.0448 1 2601

tenursq | 526 78.15019 199.4347 0 1936

. reg wage educ

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 1, 524) = 103.36

Model | 1179.73204 1 1179.73204 Prob > F = 0.0000

Residual | 5980.68225 524 11.4135158 R-squared = 0.1648

-------------+------------------------------ Adj R-squared = 0.1632

Total | 7160.41429 525 13.6388844 Root MSE = 3.3784

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | .5413593 .053248 10.17 0.000 .4367534 .6459651

_cons | -.9048516 .6849678 -1.32 0.187 -2.250472 .4407687

------------------------------------------------------------------------------

. reg educ wage

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 1, 524) = 103.36

Model | 663.219771 1 663.219771 Prob > F = 0.0000

Residual | 3362.20989 524 6.41643108 R-squared = 0.1648

-------------+------------------------------ Adj R-squared = 0.1632

Total | 4025.42966 525 7.66748506 Root MSE = 2.5331

------------------------------------------------------------------------------

educ | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

wage | .3043404 .0299349 10.17 0.000 .2455333 .3631476

 _cons | 10.76832 .2082078 51.72 0.000 10.35929 11.17734

------------------------------------------------------------------------------

. display 11.4135158/4025.42966

.00283535

. display sqrt(.00283535)

.053248

. reg wage educ exper

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 2, 523) = 75.99

Model | 1612.2545 2 806.127251 Prob > F = 0.0000

Residual | 5548.15979 523 10.6083361 R-squared = 0.2252

-------------+------------------------------ Adj R-squared = 0.2222

Total | 7160.41429 525 13.6388844 Root MSE = 3.257

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | .6442721 .0538061 11.97 0.000 .5385695 .7499747

exper | .0700954 .0109776 6.39 0.000 .0485297 .0916611

_cons | -3.390539 .7665661 -4.42 0.000 -4.896466 -1.884613

------------------------------------------------------------------------------

. reg wage educ

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 1, 524) = 103.36

Model | 1179.73204 1 1179.73204 Prob > F = 0.0000

Residual | 5980.68225 524 11.4135158 R-squared = 0.1648

-------------+------------------------------ Adj R-squared = 0.1632

Total | 7160.41429 525 13.6388844 Root MSE = 3.3784

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | .5413593 .053248 10.17 0.000 .4367534 .6459651

_cons | -.9048516 .6849678 -1.32 0.187 -2.250472 .4407687

------------------------------------------------------------------------------

. reg wage educ exper

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 2, 523) = 75.99

Model | 1612.2545 2 806.127251 Prob > F = 0.0000

Residual | 5548.15979 523 10.6083361 R-squared = 0.2252

-------------+------------------------------ Adj R-squared = 0.2222

Total | 7160.41429 525 13.6388844 Root MSE = 3.257

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | .6442721 .0538061 11.97 0.000 .5385695 .7499747

exper | .0700954 .0109776 6.39 0.000 .0485297 .0916611

_cons | -3.390539 .7665661 -4.42 0.000 -4.896466 -1.884613

------------------------------------------------------------------------------

. reg educ exper

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 1, 524) = 51.65

Model | 361.182951 1 361.182951 Prob > F = 0.0000

 Residual | 3664.24671 524 6.99283723 R-squared = 0.0897

-------------+------------------------------ Adj R-squared = 0.0880

Total | 4025.42966 525 7.66748506 Root MSE = 2.6444

------------------------------------------------------------------------------

educ | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

exper | -.0611132 .0085035 -7.19 0.000 -.0778184 -.044408

_cons | 13.60271 .1850242 73.52 0.000 13.23923 13.96619

------------------------------------------------------------------------------

. predict rhat, resid

. reg wage rhat

Source | SS df MS Number of obs = 526

-------------+------------------------------ F( 1, 524) = 141.33

Model | 1520.97938 1 1520.97938 Prob > F = 0.0000

Residual | 5639.43492 524 10.7622804 R-squared = 0.2124

-------------+------------------------------ Adj R-squared = 0.2109

Total | 7160.41429 525 13.6388844 Root MSE = 3.2806

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

rhat | .6442721 .0541951 11.89 0.000 .5378058 .7507384

_cons | 5.896103 .1430406 41.22 0.000 5.615099 6.177106

------------------------------------------------------------------------------

. use "F:\Data\WAGE2.DTA", clear

. reg wage educ exper tenure IQ

 Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 4, 930) = 47.59

Model | 25948278.7 4 6487069.67 Prob > F = 0.0000

Residual | 126767890 930 136309.559 R-squared = 0.1699

-------------+------------------------------ Adj R-squared = 0.1663

Total | 152716168 934 163507.675 Root MSE = 369.2

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 57.19797 7.033118 8.13 0.000 43.39534 71.00059

exper | 14.97782 3.208597 4.67 0.000 8.680892 21.27475

tenure | 7.359893 2.46962 2.98 0.003 2.51322 12.20657

IQ | 4.872941 .9391096 5.19 0.000 3.029922 6.715961

_cons | -532.4066 116.2499 -4.58 0.000 -760.5492 -304.264

------------------------------------------------------------------------------

. reg educ exper tenure IQ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 3, 931) = 197.20

Model | 1751.12853 3 583.709511 Prob > F = 0.0000

Residual | 2755.69072 931 2.95992559 R-squared = 0.3886

-------------+------------------------------ Adj R-squared = 0.3866

Total | 4506.81925 934 4.82528828 Root MSE = 1.7204

------------------------------------------------------------------------------

educ | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

exper | -.1842996 .0136774 -13.47 0.000 -.2111417 -.1574575

tenure | .0151759 .0114974 1.32 0.187 -.007388 .0377398

 IQ | .0629942 .0038586 16.33 0.000 .0554217 .0705667

_cons | 9.109638 .4520154 20.15 0.000 8.22255 9.996725

------------------------------------------------------------------------------

. predict rhat, resid

. reg wage rhat

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 58.53

Model | 9015537.94 1 9015537.94 Prob > F = 0.0000

Residual | 143700630 933 154019.968 R-squared = 0.0590

-------------+------------------------------ Adj R-squared = 0.0580

Total | 152716168 934 163507.675 Root MSE = 392.45

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

rhat | 57.19797 7.476069 7.65 0.000 42.52611 71.86982

_cons | 957.9455 12.83461 74.64 0.000 932.7574 983.1335

------------------------------------------------------------------------------

. gen educ2 = educ*2

. reg wage educ educ2

note: educ omitted because of collinearity

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 111.79

Model | 16340644.5 1 16340644.5 Prob > F = 0.0000

Residual | 136375524 933 146168.836 R-squared = 0.1070

-------------+------------------------------ Adj R-squared = 0.1060

 Total | 152716168 934 163507.675 Root MSE = 382.32

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 0 (omitted)

educ2 | 30.10714 2.847491 10.57 0.000 24.51891 35.69537

_cons | 146.9524 77.71496 1.89 0.059 -5.56393 299.4688

------------------------------------------------------------------------------

. reg wage educ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 111.79

Model | 16340644.5 1 16340644.5 Prob > F = 0.0000

Residual | 136375524 933 146168.836 R-squared = 0.1070

-------------+------------------------------ Adj R-squared = 0.1060

Total | 152716168 934 163507.675 Root MSE = 382.32

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 60.21428 5.694982 10.57 0.000 49.03783 71.39074

_cons | 146.9524 77.71496 1.89 0.059 -5.56393 299.4688

------------------------------------------------------------------------------

. reg wage educ IQ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 2, 932) = 72.02

Model | 20441576.8 2 10220788.4 Prob > F = 0.0000

Residual | 132274591 932 141925.527 R-squared = 0.1339

-------------+------------------------------ Adj R-squared = 0.1320

Total | 152716168 934 163507.675 Root MSE = 376.73

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 42.05762 6.549836 6.42 0.000 29.20348 54.91175

IQ | 5.137958 .9558274 5.38 0.000 3.262134 7.013781

_cons | -128.8899 92.18232 -1.40 0.162 -309.7988 52.01908

------------------------------------------------------------------------------

. reg IQ educ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 338.02

Model | 56280.9277 1 56280.9277 Prob > F = 0.0000

Residual | 155346.531 933 166.502177 R-squared = 0.2659

-------------+------------------------------ Adj R-squared = 0.2652

Total | 211627.459 934 226.581862 Root MSE = 12.904

------------------------------------------------------------------------------

IQ | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 3.533829 .1922095 18.39 0.000 3.156616 3.911042

_cons | 53.68715 2.622933 20.47 0.000 48.53962 58.83469

------------------------------------------------------------------------------

. display 3.533829*5.137958

18.156665

. display 60.21428-42.05762

18.15666
. reg wage educ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 111.79

Model | 16340644.5 1 16340644.5 Prob > F = 0.0000

Residual | 136375524 933 146168.836 R-squared = 0.1070

-------------+------------------------------ Adj R-squared = 0.1060

Total | 152716168 934 163507.675 Root MSE = 382.32

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 60.21428 5.694982 10.57 0.000 49.03783 71.39074

_cons | 146.9524 77.71496 1.89 0.059 -5.56393 299.4688

------------------------------------------------------------------------------

. reg wage educ exper

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 2, 932) = 73.26

Model | 20747023.1 2 10373511.5 Prob > F = 0.0000

Residual | 131969145 932 141597.795 R-squared = 0.1359

-------------+------------------------------ Adj R-squared = 0.1340

Total | 152716168 934 163507.675 Root MSE = 376.29

------------------------------------------------------------------------------

wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | 76.21639 6.296604 12.10 0.000 63.85922 88.57355

exper | 17.63777 3.161775 5.58 0.000 11.43275 23.84279

_cons | -272.5279 107.2627 -2.54 0.011 -483.0323 -62.02344

------------------------------------------------------------------------------

. reg exper educ

Source | SS df MS Number of obs = 935

-------------+------------------------------ F( 1, 933) = 244.36

Model | 3709.68509 1 3709.68509 Prob > F = 0.0000

Residual | 14164.2785 933 15.1814347 R-squared = 0.2075

-------------+------------------------------ Adj R-squared = 0.2067

Total | 17873.9636 934 19.137006 Root MSE = 3.8963

------------------------------------------------------------------------------

exper | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

educ | -.9072635 .0580392 -15.63 0.000 -1.021166 -.793361

_cons | 23.78307 .7920154 30.03 0.000 22.22873 25.33741

------------------------------------------------------------------------------

. display -.9072635*17.63777

-16.002105

. display 60.21428-76.21639

-16.00211