--------------------------------------------------------------------------------- log: C:\DATA\Stata\ch8.smcl log type: smcl opened on: 6 Dec 2004, 16:14:30 . do "C:\DOCUME~1\Lee\LOCALS~1\Temp\STD07000000.tmp" . /* This program produces Table 8.1 in */ . /* Stock and Watson, 1st ed, page 287 */ . . . #delimit; delimiter now ; . use http://wps.aw.com/wps/media/objects/284/291498/fatality.dta, clear; . gen mortrate=mrall*10000 ; . gen da18=(mlda<19); . gen da19=(mlda>=19)*(mlda<20); . gen da20=(mlda>=20)*(mlda<21); . gen da21=(mlda>=21); . gen incperc=perinc/1000; . gen lincperc = ln(incperc); . gen vmilespd = vmiles/1000; . gen frmall = mrall/(vmiles/100000); . gen jailcom = ((jaild+comserd)>0); . /* Regression in column (1) */ > regress mortrate beertax; Source | SS df MS Number of obs = 336 -------------+------------------------------ F( 1, 334) = 34.39 Model | 10.1686586 1 10.1686586 Prob > F = 0.0000 Residual | 98.7468513 334 .295649255 R-squared = 0.0934 -------------+------------------------------ Adj R-squared = 0.0906 Total | 108.91551 335 .325120925 Root MSE = .54374 ------------------------------------------------------------------------------ mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | .3646054 .0621698 5.86 0.000 .2423117 .4868992 _cons | 1.853308 .0435671 42.54 0.000 1.767607 1.939008 ------------------------------------------------------------------------------ . /* Regression in column (2) */ > xi: regress mortrate beertax i.state, robust; i.state _Istate_1-56 (naturally coded; _Istate_1 omitted) Regression with robust standard errors Number of obs = 336 F( 48, 287) = 126.25 Prob > F = 0.0000 R-squared = 0.9050 Root MSE = .18986 ------------------------------------------------------------------------------ | Robust mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | -.6558736 .2032797 -3.23 0.001 -1.055982 -.2557655 _Istate_4 | -.5677268 .2952047 -1.92 0.055 -1.148768 .0133141 _Istate_5 | -.6549515 .2402594 -2.73 0.007 -1.127845 -.1820576 _Istate_6 | -1.509469 .3325416 -4.54 0.000 -2.163998 -.8549391 _Istate_8 | -1.48428 .3239547 -4.58 0.000 -2.121909 -.8466519 _Istate_9 | -1.862257 .3069427 -6.07 0.000 -2.466401 -1.258113 _Istate_10 | -1.307602 .3328828 -3.93 0.000 -1.962803 -.6524005 _Istate_12 | -.2681302 .1445247 -1.86 0.065 -.5525929 .0163326 _Istate_13 | .5246029 .1786223 2.94 0.004 .1730271 .8761787 _Istate_16 | -.6690224 .2821483 -2.37 0.018 -1.224365 -.1136801 _Istate_17 | -1.961622 .3188732 -6.15 0.000 -2.589249 -1.333996 _Istate_18 | -1.461542 .298202 -4.90 0.000 -2.048482 -.8746011 _Istate_19 | -1.543932 .2907359 -5.31 0.000 -2.116177 -.9716871 _Istate_20 | -1.223216 .2725763 -4.49 0.000 -1.759718 -.6867139 _Istate_21 | -1.217517 .3162613 -3.85 0.000 -1.840003 -.595031 _Istate_22 | -.8471161 .2241093 -3.78 0.000 -1.288222 -.4060099 _Istate_23 | -1.107947 .2216106 -5.00 0.000 -1.544135 -.6717591 _Istate_24 | -1.70644 .31162 -5.48 0.000 -2.31979 -1.093089 _Istate_25 | -2.109746 .3010858 -7.01 0.000 -2.702362 -1.51713 _Istate_26 | -1.484527 .2594642 -5.72 0.000 -1.995221 -.9738327 _Istate_27 | -1.897213 .2889245 -6.57 0.000 -2.465893 -1.328533 _Istate_28 | -.0290797 .164289 -0.18 0.860 -.3524439 .2942844 _Istate_29 | -1.296262 .2953497 -4.39 0.000 -1.877588 -.7149353 _Istate_30 | -.3603914 .3167641 -1.14 0.256 -.9838668 .263084 _Istate_31 | -1.522178 .2770795 -5.49 0.000 -2.067543 -.9768122 _Istate_32 | -.6007748 .3187157 -1.88 0.060 -1.228091 .0265418 _Istate_33 | -1.254454 .2381748 -5.27 0.000 -1.723245 -.7856634 _Istate_34 | -2.105749 .3361672 -6.26 0.000 -2.767415 -1.444084 _Istate_35 | .4263751 .2786926 1.53 0.127 -.1221655 .9749156 _Istate_36 | -2.18667 .3264798 -6.70 0.000 -2.829268 -1.544071 _Istate_37 | -.290465 .1291985 -2.25 0.025 -.5447617 -.0361683 _Istate_38 | -1.623439 .309606 -5.24 0.000 -2.232826 -1.014053 _Istate_39 | -1.674419 .2757471 -6.07 0.000 -2.217162 -1.131676 _Istate_40 | -.5450609 .2343308 -2.33 0.021 -1.006286 -.0838359 _Istate_41 | -1.168 .3167401 -3.69 0.000 -1.791428 -.5445716 _Istate_42 | -1.767466 .3015061 -5.86 0.000 -2.36091 -1.174023 _Istate_44 | -2.265054 .3247638 -6.97 0.000 -2.904275 -1.625833 _Istate_45 | .5571736 .1193029 4.67 0.000 .322354 .7919933 _Istate_46 | -1.003721 .2490729 -4.03 0.000 -1.493962 -.5134795 _Istate_47 | -.8756585 .2964274 -2.95 0.003 -1.459106 -.292211 _Istate_48 | -.9174733 .284788 -3.22 0.001 -1.478011 -.3569354 _Istate_49 | -1.16395 .2117919 -5.50 0.000 -1.580813 -.7470879 _Istate_50 | -.9660438 .233992 -4.13 0.000 -1.426602 -.5054858 _Istate_51 | -1.290183 .2218541 -5.82 0.000 -1.726851 -.8535158 _Istate_53 | -1.659524 .3094618 -5.36 0.000 -2.268626 -1.050421 _Istate_54 | -.8967539 .269791 -3.32 0.001 -1.427774 -.3657339 _Istate_55 | -1.759266 .3213398 -5.47 0.000 -2.391748 -1.126785 _Istate_56 | -.2285036 .375297 -0.61 0.543 -.9671872 .5101799 _cons | 3.47763 .3507844 9.91 0.000 2.787194 4.168066 ------------------------------------------------------------------------------ . testparm _Istate* ; ( 1) _Istate_4 = 0 ( 2) _Istate_5 = 0 ( 3) _Istate_6 = 0 ( 4) _Istate_8 = 0 ( 5) _Istate_9 = 0 ( 6) _Istate_10 = 0 ( 7) _Istate_12 = 0 ( 8) _Istate_13 = 0 ( 9) _Istate_16 = 0 (10) _Istate_17 = 0 (11) _Istate_18 = 0 (12) _Istate_19 = 0 (13) _Istate_20 = 0 (14) _Istate_21 = 0 (15) _Istate_22 = 0 (16) _Istate_23 = 0 (17) _Istate_24 = 0 (18) _Istate_25 = 0 (19) _Istate_26 = 0 (20) _Istate_27 = 0 (21) _Istate_28 = 0 (22) _Istate_29 = 0 (23) _Istate_30 = 0 (24) _Istate_31 = 0 (25) _Istate_32 = 0 (26) _Istate_33 = 0 (27) _Istate_34 = 0 (28) _Istate_35 = 0 (29) _Istate_36 = 0 (30) _Istate_37 = 0 (31) _Istate_38 = 0 (32) _Istate_39 = 0 (33) _Istate_40 = 0 (34) _Istate_41 = 0 (35) _Istate_42 = 0 (36) _Istate_44 = 0 (37) _Istate_45 = 0 (38) _Istate_46 = 0 (39) _Istate_47 = 0 (40) _Istate_48 = 0 (41) _Istate_49 = 0 (42) _Istate_50 = 0 (43) _Istate_51 = 0 (44) _Istate_53 = 0 (45) _Istate_54 = 0 (46) _Istate_55 = 0 (47) _Istate_56 = 0 F( 47, 287) = 91.10 Prob > F = 0.0000 . /* Regression in column (3) */ > xi: regress mortrate beertax i.state i.year, robust; i.state _Istate_1-56 (naturally coded; _Istate_1 omitted) i.year _Iyear_1982-1988 (naturally coded; _Iyear_1982 omitted) Regression with robust standard errors Number of obs = 336 F( 54, 281) = 128.89 Prob > F = 0.0000 R-squared = 0.9089 Root MSE = .18788 ------------------------------------------------------------------------------ | Robust mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | -.6399799 .2547149 -2.51 0.013 -1.141371 -.1385884 _Istate_4 | -.5468622 .3569504 -1.53 0.127 -1.249498 .155774 _Istate_5 | -.6385298 .292595 -2.18 0.030 -1.214486 -.0625735 _Istate_6 | -1.485192 .4121171 -3.60 0.000 -2.29642 -.6739631 _Istate_8 | -1.461534 .3974452 -3.68 0.000 -2.243882 -.6791867 _Istate_9 | -1.840129 .378612 -4.86 0.000 -2.585405 -1.094853 _Istate_10 | -1.284261 .4074788 -3.15 0.002 -2.086359 -.4821623 _Istate_12 | -.2600533 .170986 -1.52 0.129 -.5966294 .0765228 _Istate_13 | .5116222 .2117245 2.42 0.016 .0948549 .9283896 _Istate_16 | -.648956 .3469688 -1.87 0.062 -1.331944 .034032 _Istate_17 | -1.938502 .394578 -4.91 0.000 -2.715206 -1.161798 _Istate_18 | -1.440141 .3683202 -3.91 0.000 -2.165158 -.7151236 _Istate_19 | -1.524283 .354658 -4.30 0.000 -2.222407 -.826159 _Istate_20 | -1.204308 .3315321 -3.63 0.000 -1.85691 -.5517064 _Istate_21 | -1.194788 .388999 -3.07 0.002 -1.96051 -.429066 _Istate_22 | -.8336592 .2601816 -3.20 0.002 -1.345812 -.3215068 _Istate_23 | -1.094245 .2661392 -4.11 0.000 -1.618124 -.5703651 _Istate_24 | -1.684068 .384726 -4.38 0.000 -2.441379 -.926757 _Istate_25 | -2.088021 .3726649 -5.60 0.000 -2.82159 -1.354452 _Istate_26 | -1.466498 .3184382 -4.61 0.000 -2.093325 -.8396706 _Istate_27 | -1.876493 .3572823 -5.25 0.000 -2.579783 -1.173204 _Istate_28 | -.0199125 .1876204 -0.11 0.916 -.3892324 .3494075 _Istate_29 | -1.275395 .3630233 -3.51 0.001 -1.989985 -.5608046 _Istate_30 | -.3397744 .3783937 -0.90 0.370 -1.08462 .4050717 _Istate_31 | -1.502913 .3383108 -4.44 0.000 -2.168859 -.8369683 _Istate_32 | -.5781556 .3911329 -1.48 0.140 -1.348078 .1917669 _Istate_33 | -1.238929 .2899595 -4.27 0.000 -1.809698 -.6681609 _Istate_34 | -2.081217 .415754 -5.01 0.000 -2.899605 -1.262829 _Istate_35 | .4461054 .3475408 1.28 0.200 -.2380086 1.130219 _Istate_36 | -2.162882 .4042754 -5.35 0.000 -2.958675 -1.367089 _Istate_37 | -.285072 .1444778 -1.97 0.049 -.5694683 -.0006758 _Istate_38 | -1.603756 .3610699 -4.44 0.000 -2.314501 -.8930105 _Istate_39 | -1.654736 .3405043 -4.86 0.000 -2.324999 -.9844726 _Istate_40 | -.5336141 .2596982 -2.05 0.041 -1.044815 -.0224132 _Istate_41 | -1.145402 .3911526 -2.93 0.004 -1.915363 -.3754408 _Istate_42 | -1.745741 .3723335 -4.69 0.000 -2.478658 -1.012824 _Istate_44 | -2.24173 .3997907 -5.61 0.000 -3.028695 -1.454765 _Istate_45 | .553584 .1237034 4.48 0.000 .310081 .7970869 _Istate_46 | -.9882024 .2936672 -3.37 0.001 -1.566269 -.4101355 _Istate_47 | -.8546704 .3645748 -2.34 0.020 -1.572315 -.137026 _Istate_48 | -.8985543 .34348 -2.62 0.009 -1.574675 -.2224337 _Istate_49 | -1.149722 .2536372 -4.53 0.000 -1.648992 -.6504516 _Istate_50 | -.9503795 .2838128 -3.35 0.001 -1.509049 -.3917103 _Istate_51 | -1.275195 .2708679 -4.71 0.000 -1.808383 -.7420072 _Istate_53 | -1.63713 .3827759 -4.28 0.000 -2.390602 -.8836576 _Istate_54 | -.8777371 .3312329 -2.65 0.009 -1.52975 -.2257243 _Istate_55 | -1.735925 .3975356 -4.37 0.000 -2.518451 -.9533991 _Istate_56 | -.2034611 .44768 -0.45 0.650 -1.084693 .677771 _Iyear_1983 | -.0799029 .0502708 -1.59 0.113 -.1788579 .0190522 _Iyear_1984 | -.0724206 .0452466 -1.60 0.111 -.161486 .0166448 _Iyear_1985 | -.1239763 .0460017 -2.70 0.007 -.214528 -.0334246 _Iyear_1986 | -.0378645 .0486527 -0.78 0.437 -.1336344 .0579055 _Iyear_1987 | -.0509021 .0516113 -0.99 0.325 -.1524958 .0506917 _Iyear_1988 | -.0518038 .05387 -0.96 0.337 -.1578438 .0542361 _cons | 3.511375 .4474138 7.85 0.000 2.630667 4.392083 ------------------------------------------------------------------------------ . testparm _Iyear*; ( 1) _Iyear_1983 = 0 ( 2) _Iyear_1984 = 0 ( 3) _Iyear_1985 = 0 ( 4) _Iyear_1986 = 0 ( 5) _Iyear_1987 = 0 ( 6) _Iyear_1988 = 0 F( 6, 281) = 2.47 Prob > F = 0.0243 . testparm _Istate* _Iyear*; ( 1) _Istate_4 = 0 ( 2) _Istate_5 = 0 ( 3) _Istate_6 = 0 ( 4) _Istate_8 = 0 ( 5) _Istate_9 = 0 ( 6) _Istate_10 = 0 ( 7) _Istate_12 = 0 ( 8) _Istate_13 = 0 ( 9) _Istate_16 = 0 (10) _Istate_17 = 0 (11) _Istate_18 = 0 (12) _Istate_19 = 0 (13) _Istate_20 = 0 (14) _Istate_21 = 0 (15) _Istate_22 = 0 (16) _Istate_23 = 0 (17) _Istate_24 = 0 (18) _Istate_25 = 0 (19) _Istate_26 = 0 (20) _Istate_27 = 0 (21) _Istate_28 = 0 (22) _Istate_29 = 0 (23) _Istate_30 = 0 (24) _Istate_31 = 0 (25) _Istate_32 = 0 (26) _Istate_33 = 0 (27) _Istate_34 = 0 (28) _Istate_35 = 0 (29) _Istate_36 = 0 (30) _Istate_37 = 0 (31) _Istate_38 = 0 (32) _Istate_39 = 0 (33) _Istate_40 = 0 (34) _Istate_41 = 0 (35) _Istate_42 = 0 (36) _Istate_44 = 0 (37) _Istate_45 = 0 (38) _Istate_46 = 0 (39) _Istate_47 = 0 (40) _Istate_48 = 0 (41) _Istate_49 = 0 (42) _Istate_50 = 0 (43) _Istate_51 = 0 (44) _Istate_53 = 0 (45) _Istate_54 = 0 (46) _Istate_55 = 0 (47) _Istate_56 = 0 (48) _Iyear_1983 = 0 (49) _Iyear_1984 = 0 (50) _Iyear_1985 = 0 (51) _Iyear_1986 = 0 (52) _Iyear_1987 = 0 (53) _Iyear_1988 = 0 F( 53, 281) = 89.31 Prob > F = 0.0000 . /* Regression in column (4) */ > xi: regress mortrate beertax da18 da19 da20 jaild comserd vmiles lincperc unrat > e i.state i.year, robust; i.state _Istate_1-56 (naturally coded; _Istate_1 omitted) i.year _Iyear_1982-1988 (naturally coded; _Iyear_1982 omitted) Regression with robust standard errors Number of obs = 335 F( 62, 272) = 125.89 Prob > F = 0.0000 R-squared = 0.9395 Root MSE = .15558 ------------------------------------------------------------------------------ | Robust mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | -.4489505 .2223304 -2.02 0.044 -.8866577 -.0112433 da18 | .0281487 .0655749 0.43 0.668 -.1009502 .1572475 da19 | -.0185503 .0396039 -0.47 0.640 -.0965194 .0594188 da20 | .0313755 .045745 0.69 0.493 -.0586839 .1214348 jaild | .0130582 .0321706 0.41 0.685 -.0502767 .0763932 comserd | .0334461 .1149415 0.29 0.771 -.1928419 .2597341 vmiles | 8.23e-06 8.37e-06 0.98 0.327 -8.25e-06 .0000247 lincperc | 1.81456 .4724473 3.84 0.000 .8844417 2.744678 unrate | -.0631111 .0116224 -5.43 0.000 -.0859924 -.0402298 _Istate_4 | -.8597753 .3422528 -2.51 0.013 -1.533577 -.1859741 _Istate_5 | -.4897242 .2555682 -1.92 0.056 -.9928675 .0134191 _Istate_6 | -2.098781 .364222 -5.76 0.000 -2.815833 -1.381728 _Istate_8 | -2.017859 .3750461 -5.38 0.000 -2.756221 -1.279496 _Istate_9 | -2.949218 .3851798 -7.66 0.000 -3.707531 -2.190906 _Istate_10 | -1.888287 .3499399 -5.40 0.000 -2.577222 -1.199352 _Istate_12 | -.9162945 .2153572 -4.25 0.000 -1.340273 -.4923157 _Istate_13 | -.1867899 .2111296 -0.88 0.377 -.6024459 .228866 _Istate_16 | -.5748587 .2985283 -1.93 0.055 -1.162579 .0128611 _Istate_17 | -2.322291 .3413226 -6.80 0.000 -2.994261 -1.650321 _Istate_18 | -1.596376 .3077889 -5.19 0.000 -2.202327 -.9904249 _Istate_19 | -1.8062 .3054715 -5.91 0.000 -2.407589 -1.204811 _Istate_20 | -1.799933 .3285222 -5.48 0.000 -2.446702 -1.153163 _Istate_21 | -1.00316 .3309263 -3.03 0.003 -1.654662 -.3516575 _Istate_22 | -.7593115 .2558306 -2.97 0.003 -1.262971 -.2556517 _Istate_23 | -1.45658 .2260642 -6.44 0.000 -1.901638 -1.011522 _Istate_24 | -2.445053 .3420396 -7.15 0.000 -3.118435 -1.771671 _Istate_25 | -2.965425 .3419192 -8.67 0.000 -3.638569 -2.29228 _Istate_26 | -1.687027 .2691859 -6.27 0.000 -2.21698 -1.157074 _Istate_27 | -2.384358 .3118551 -7.65 0.000 -2.998315 -1.770402 _Istate_28 | .3514126 .1826487 1.92 0.055 -.0081722 .7109975 _Istate_29 | -1.60143 .3074123 -5.21 0.000 -2.206639 -.9962198 _Istate_30 | -.3805174 .3186745 -1.19 0.233 -1.007899 .2468647 _Istate_31 | -1.987174 .2958223 -6.72 0.000 -2.569567 -1.404782 _Istate_32 | -1.112283 .381668 -2.91 0.004 -1.863682 -.3608842 _Istate_33 | -2.121256 .2836759 -7.48 0.000 -2.679735 -1.562776 _Istate_34 | -2.972654 .3878196 -7.67 0.000 -3.736164 -2.209145 _Istate_35 | .5151995 .2997539 1.72 0.087 -.0749331 1.105332 _Istate_36 | -2.794352 .3637685 -7.68 0.000 -3.510512 -2.078193 _Istate_37 | -.6474322 .1237653 -5.23 0.000 -.891092 -.4037725 _Istate_38 | -1.872614 .3029139 -6.18 0.000 -2.468968 -1.27626 _Istate_39 | -1.877183 .2854414 -6.58 0.000 -2.439139 -1.315228 _Istate_40 | -.8376366 .1922436 -4.36 0.000 -1.216111 -.459162 _Istate_41 | -1.325179 .3512023 -3.77 0.000 -2.016599 -.6337583 _Istate_42 | -2.051672 .3161278 -6.49 0.000 -2.674041 -1.429304 _Istate_44 | -2.728912 .3450312 -7.91 0.000 -3.408183 -2.049641 _Istate_45 | .2644273 .1591792 1.66 0.098 -.0489525 .5778071 _Istate_46 | -1.244329 .2555797 -4.87 0.000 -1.747495 -.7411632 _Istate_47 | -.8302784 .3070137 -2.70 0.007 -1.434704 -.2258533 _Istate_48 | -1.228982 .2810854 -4.37 0.000 -1.782361 -.6756019 _Istate_49 | -1.228464 .2643679 -4.65 0.000 -1.748931 -.7079967 _Istate_50 | -1.404737 .2474349 -5.68 0.000 -1.891868 -.9176062 _Istate_51 | -1.970807 .2440485 -8.08 0.000 -2.451271 -1.490343 _Istate_53 | -1.98733 .3263931 -6.09 0.000 -2.629908 -1.344752 _Istate_54 | -.3894171 .2889265 -1.35 0.179 -.9582336 .1793994 _Istate_55 | -2.027073 .3379696 -6.00 0.000 -2.692441 -1.361704 _Istate_56 | -.4212956 .3735783 -1.13 0.260 -1.156768 .3141769 _Iyear_1983 | -.0980638 .0362561 -2.70 0.007 -.169442 -.0266856 _Iyear_1984 | -.287287 .0436312 -6.58 0.000 -.3731849 -.2013891 _Iyear_1985 | -.3786214 .0469659 -8.06 0.000 -.4710844 -.2861584 _Iyear_1986 | -.3440265 .0557892 -6.17 0.000 -.4538602 -.2341929 _Iyear_1987 | -.4462584 .0672867 -6.63 0.000 -.5787274 -.3137894 _Iyear_1988 | -.5330037 .0762726 -6.99 0.000 -.6831634 -.3828441 _cons | -.3736145 1.315323 -0.28 0.777 -2.963122 2.215893 ------------------------------------------------------------------------------ . testparm _Iyear*; ( 1) _Iyear_1983 = 0 ( 2) _Iyear_1984 = 0 ( 3) _Iyear_1985 = 0 ( 4) _Iyear_1986 = 0 ( 5) _Iyear_1987 = 0 ( 6) _Iyear_1988 = 0 F( 6, 272) = 11.44 Prob > F = 0.0000 . testparm da*; ( 1) da18 = 0 ( 2) da19 = 0 ( 3) da20 = 0 F( 3, 272) = 0.48 Prob > F = 0.6960 . test (jaild=0)(comserd=0); ( 1) jaild = 0 ( 2) comserd = 0 F( 2, 272) = 0.17 Prob > F = 0.8445 . test (lincperc=0)(unrate=0); ( 1) lincperc = 0 ( 2) unrate = 0 F( 2, 272) = 38.29 Prob > F = 0.0000 . /* Regression in column (5) */ > xi: regress mortrate beertax da18 da19 da20 jaild comserd vmiles i.state i.year > , robust; i.state _Istate_1-56 (naturally coded; _Istate_1 omitted) i.year _Iyear_1982-1988 (naturally coded; _Iyear_1982 omitted) Regression with robust standard errors Number of obs = 335 F( 60, 274) = 108.73 Prob > F = 0.0000 R-squared = 0.9120 Root MSE = .18699 ------------------------------------------------------------------------------ | Robust mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | -.704415 .2471457 -2.85 0.005 -1.190961 -.2178692 da18 | -.0113596 .0636712 -0.18 0.859 -.1367064 .1139872 da19 | -.0780334 .0489277 -1.59 0.112 -.1743553 .0182885 da20 | -.1022388 .0463224 -2.21 0.028 -.1934318 -.0110457 jaild | -.0259656 .0654692 -0.40 0.692 -.1548523 .1029211 comserd | .1468987 .1368337 1.07 0.284 -.1224804 .4162777 vmiles | .0000174 .0000105 1.66 0.098 -3.24e-06 .000038 _Istate_4 | -.7494851 .400402 -1.87 0.062 -1.53774 .0387701 _Istate_5 | -.7299137 .2830809 -2.58 0.010 -1.287204 -.1726238 _Istate_6 | -1.616203 .4001081 -4.04 0.000 -2.40388 -.8285266 _Istate_8 | -1.735409 .443077 -3.92 0.000 -2.607677 -.8631413 _Istate_9 | -1.978912 .3958877 -5.00 0.000 -2.75828 -1.199544 _Istate_10 | -1.396883 .3895793 -3.59 0.000 -2.163832 -.6299335 _Istate_12 | -.4236207 .2410254 -1.76 0.080 -.8981176 .0508763 _Istate_13 | .5694945 .2051302 2.78 0.006 .165663 .973326 _Istate_16 | -.6950053 .3370221 -2.06 0.040 -1.358487 -.0315234 _Istate_17 | -2.036023 .3835766 -5.31 0.000 -2.791154 -1.280891 _Istate_18 | -1.557501 .3556512 -4.38 0.000 -2.257657 -.857345 _Istate_19 | -1.564264 .3430271 -4.56 0.000 -2.239568 -.8889607 _Istate_20 | -1.435028 .3764208 -3.81 0.000 -2.176072 -.693983 _Istate_21 | -1.316443 .3758722 -3.50 0.001 -2.056408 -.5764787 _Istate_22 | -1.003362 .3103881 -3.23 0.001 -1.61441 -.3923132 _Istate_23 | -1.102394 .2575043 -4.28 0.000 -1.609333 -.5954559 _Istate_24 | -1.801735 .3719497 -4.84 0.000 -2.533977 -1.069492 _Istate_25 | -2.132767 .3568091 -5.98 0.000 -2.835203 -1.430332 _Istate_26 | -1.56555 .3079665 -5.08 0.000 -2.171831 -.9592686 _Istate_27 | -1.936784 .3486058 -5.56 0.000 -2.62307 -1.250498 _Istate_28 | -.0811319 .18145 -0.45 0.655 -.4383451 .2760814 _Istate_29 | -1.39375 .350857 -3.97 0.000 -2.084469 -.7030323 _Istate_30 | -.3841412 .3751673 -1.02 0.307 -1.122718 .3544354 _Istate_31 | -1.613227 .3216153 -5.02 0.000 -2.246378 -.9800759 _Istate_32 | -.8089462 .4355228 -1.86 0.064 -1.666342 .04845 _Istate_33 | -1.262431 .2816435 -4.48 0.000 -1.816891 -.7079706 _Istate_34 | -2.190181 .4026408 -5.44 0.000 -2.982843 -1.397518 _Istate_35 | .3095579 .3348638 0.92 0.356 -.349675 .9687907 _Istate_36 | -2.199889 .3969884 -5.54 0.000 -2.981424 -1.418354 _Istate_37 | -.3421343 .1405024 -2.44 0.016 -.6187358 -.0655328 _Istate_38 | -1.720143 .3460296 -4.97 0.000 -2.401357 -1.038928 _Istate_39 | -1.738776 .3335527 -5.21 0.000 -2.395427 -1.082124 _Istate_40 | -.6402849 .2459437 -2.60 0.010 -1.124464 -.1561054 _Istate_41 | -1.360323 .4136089 -3.29 0.001 -2.174578 -.5460676 _Istate_42 | -1.840379 .3615611 -5.09 0.000 -2.55217 -1.128588 _Istate_44 | -2.292893 .3838399 -5.97 0.000 -3.048543 -1.537243 _Istate_45 | .425973 .1634902 2.61 0.010 .1041165 .7478294 _Istate_46 | -1.103584 .2805327 -3.93 0.000 -1.655857 -.5513101 _Istate_47 | -.9163786 .3580622 -2.56 0.011 -1.621281 -.211476 _Istate_48 | -.9667435 .336076 -2.88 0.004 -1.628363 -.3051242 _Istate_49 | -1.334602 .2980902 -4.48 0.000 -1.92144 -.747764 _Istate_50 | -1.043213 .2730995 -3.82 0.000 -1.580853 -.5055728 _Istate_51 | -1.378834 .2603614 -5.30 0.000 -1.891397 -.8662713 _Istate_53 | -1.739522 .3740729 -4.65 0.000 -2.475944 -1.0031 _Istate_54 | -.9026397 .3301586 -2.73 0.007 -1.55261 -.2526698 _Istate_55 | -1.834313 .3848247 -4.77 0.000 -2.591902 -1.076724 _Istate_56 | -.2810552 .438143 -0.64 0.522 -1.14361 .5814993 _Iyear_1983 | -.0897565 .0492676 -1.82 0.070 -.1867477 .0072347 _Iyear_1984 | -.095207 .0464426 -2.05 0.041 -.1866366 -.0037773 _Iyear_1985 | -.151904 .0483151 -3.14 0.002 -.2470201 -.056788 _Iyear_1986 | -.0804876 .0521597 -1.54 0.124 -.1831723 .0221971 _Iyear_1987 | -.111313 .0600523 -1.85 0.065 -.2295355 .0069096 _Iyear_1988 | -.1255011 .0630669 -1.99 0.048 -.2496583 -.0013439 _cons | 3.545953 .4498996 7.88 0.000 2.660253 4.431652 ------------------------------------------------------------------------------ . testparm _Iyear*; ( 1) _Iyear_1983 = 0 ( 2) _Iyear_1984 = 0 ( 3) _Iyear_1985 = 0 ( 4) _Iyear_1986 = 0 ( 5) _Iyear_1987 = 0 ( 6) _Iyear_1988 = 0 F( 6, 274) = 2.28 Prob > F = 0.0366 . testparm da*; ( 1) da18 = 0 ( 2) da19 = 0 ( 3) da20 = 0 F( 3, 274) = 2.09 Prob > F = 0.1015 . test (jaild=0)(comserd=0); ( 1) jaild = 0 ( 2) comserd = 0 F( 2, 274) = 0.59 Prob > F = 0.5568 . /* Regression in column (6) */ > xi: regress mortrate beertax mlda jailcom vmiles unrate lincperc i.state i.year > , robust; i.state _Istate_1-56 (naturally coded; _Istate_1 omitted) i.year _Iyear_1982-1988 (naturally coded; _Iyear_1982 omitted) Regression with robust standard errors Number of obs = 336 F( 59, 276) = 135.24 Prob > F = 0.0000 R-squared = 0.9392 Root MSE = .1549 ------------------------------------------------------------------------------ | Robust mortrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- beertax | -.4555448 .2234963 -2.04 0.042 -.8955188 -.0155709 mlda | -.0017105 .0172612 -0.10 0.921 -.0356909 .0322698 jailcom | .0306676 .0756485 0.41 0.686 -.1182537 .1795889 vmiles | 9.00e-06 7.85e-06 1.15 0.253 -6.46e-06 .0000245 unrate | -.062545 .0115545 -5.41 0.000 -.0852911 -.0397989 lincperc | 1.79236 .4530411 3.96 0.000 .9005051 2.684215 _Istate_4 | -.8432989 .3297641 -2.56 0.011 -1.492471 -.1941266 _Istate_5 | -.4830119 .2564286 -1.88 0.061 -.9878164 .0217925 _Istate_6 | -2.095098 .3720944 -5.63 0.000 -2.827602 -1.362594 _Istate_8 | -2.002775 .3632676 -5.51 0.000 -2.717903 -1.287648 _Istate_9 | -2.911883 .3855092 -7.55 0.000 -3.670795 -2.152971 _Istate_10 | -1.867656 .3572621 -5.23 0.000 -2.57096 -1.164351 _Istate_12 | -.9011207 .1940104 -4.64 0.000 -1.283049 -.5191925 _Istate_13 | -.1719166 .2063225 -0.83 0.405 -.5780824 .2342492 _Istate_16 | -.5800889 .3026177 -1.92 0.056 -1.175821 .0156432 _Istate_17 | -2.309772 .3487753 -6.62 0.000 -2.99637 -1.623175 _Istate_18 | -1.587676 .3131782 -5.07 0.000 -2.204198 -.9711549 _Istate_19 | -1.803454 .3112885 -5.79 0.000 -2.416255 -1.190653 _Istate_20 | -1.770643 .3167551 -5.59 0.000 -2.394206 -1.14708 _Istate_21 | -.9987463 .3334501 -3.00 0.003 -1.655175 -.3423176 _Istate_22 | -.7142142 .2372092 -3.01 0.003 -1.181183 -.247245 _Istate_23 | -1.444982 .2528626 -5.71 0.000 -1.942766 -.9471974 _Istate_24 | -2.429604 .3494095 -6.95 0.000 -3.11745 -1.741757 _Istate_25 | -2.931067 .3489139 -8.40 0.000 -3.617938 -2.244196 _Istate_26 | -1.67589 .2754084 -6.09 0.000 -2.218058 -1.133722 _Istate_27 | -2.387052 .3169321 -7.53 0.000 -3.010963 -1.763141 _Istate_28 | .357766 .1797708 1.99 0.048 .0038698 .7116622 _Istate_29 | -1.590876 .3132476 -5.08 0.000 -2.207535 -.9742183 _Istate_30 | -.4034755 .3430294 -1.18 0.241 -1.078762 .271811 _Istate_31 | -1.964283 .3005412 -6.54 0.000 -2.555927 -1.372638 _Istate_32 | -1.08658 .3712547 -2.93 0.004 -1.817431 -.3557293 _Istate_33 | -2.082071 .2867028 -7.26 0.000 -2.646473 -1.517668 _Istate_34 | -2.95889 .3943923 -7.50 0.000 -3.735289 -2.18249 _Istate_35 | .5203962 .3015683 1.73 0.086 -.07327 1.114062 _Istate_36 | -2.79093 .3700028 -7.54 0.000 -3.519316 -2.062544 _Istate_37 | -.6325798 .1256683 -5.03 0.000 -.8799699 -.3851896 _Istate_38 | -1.862938 .3065172 -6.08 0.000 -2.466347 -1.25953 _Istate_39 | -1.876608 .3009117 -6.24 0.000 -2.468982 -1.284234 _Istate_40 | -.8261479 .1952918 -4.23 0.000 -1.210599 -.4416972 _Istate_41 | -1.305831 .3454502 -3.78 0.000 -1.985883 -.6257793 _Istate_42 | -2.040039 .3228123 -6.32 0.000 -2.675526 -1.404552 _Istate_44 | -2.703035 .3528883 -7.66 0.000 -3.39773 -2.00834 _Istate_45 | .2939349 .1417168 2.07 0.039 .0149517 .572918 _Istate_46 | -1.234656 .2579043 -4.79 0.000 -1.742366 -.7269467 _Istate_47 | -.8508035 .3314584 -2.57 0.011 -1.503311 -.1982957 _Istate_48 | -1.233848 .2853917 -4.32 0.000 -1.795669 -.6720272 _Istate_49 | -1.205681 .2460586 -4.90 0.000 -1.690071 -.7212905 _Istate_50 | -1.382378 .2523138 -5.48 0.000 -1.879082 -.8856741 _Istate_51 | -1.955006 .2494642 -7.84 0.000 -2.4461 -1.463911 _Istate_53 | -1.994494 .3508437 -5.68 0.000 -2.685164 -1.303824 _Istate_54 | -.406265 .3106085 -1.31 0.192 -1.017728 .2051977 _Istate_55 | -2.013612 .3450999 -5.83 0.000 -2.692975 -1.33425 _Istate_56 | -.4548742 .3972064 -1.15 0.253 -1.236813 .3270649 _Iyear_1983 | -.0978482 .0360531 -2.71 0.007 -.1688222 -.0268741 _Iyear_1984 | -.2857184 .0432332 -6.61 0.000 -.3708271 -.2006098 _Iyear_1985 | -.3762967 .0464716 -8.10 0.000 -.4677806 -.2848128 _Iyear_1986 | -.341655 .0556964 -6.13 0.000 -.4512986 -.2320113 _Iyear_1987 | -.440259 .0671593 -6.56 0.000 -.5724685 -.3080496 _Iyear_1988 | -.5297295 .0757933 -6.99 0.000 -.678936 -.380523 _cons | -.3001355 1.317246 -0.23 0.820 -2.893262 2.292991 ------------------------------------------------------------------------------ . testparm _Iyear*; ( 1) _Iyear_1983 = 0 ( 2) _Iyear_1984 = 0 ( 3) _Iyear_1985 = 0 ( 4) _Iyear_1986 = 0 ( 5) _Iyear_1987 = 0 ( 6) _Iyear_1988 = 0 F( 6, 276) = 11.59 Prob > F = 0.0000 . test (lincperc=0)(unrate=0); ( 1) lincperc = 0 ( 2) unrate = 0 F( 2, 276) = 40.12 Prob > F = 0.0000 . end of do-file . log close log: C:\DATA\Stata\ch8.smcl log type: smcl closed on: 6 Dec 2004, 16:14:49 ---------------------------------------------------------------------------------