/*  This program produces Table 8.1 in */
/*  Stock and Watson, 1st ed, page 287 */


#delimit;
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;

/* Regression in column (2) */
xi: regress mortrate beertax i.state, robust;
testparm _Istate* ;

/* Regression in column (3) */
xi: regress mortrate beertax i.state i.year, robust;
testparm _Iyear*;
testparm _Istate* _Iyear*;

/* Regression in column (4) */
xi: regress mortrate beertax da18 da19 da20 jaild comserd vmiles lincperc unrate i.state i.year, robust;
testparm _Iyear*;
testparm da*;
test (jaild=0)(comserd=0);
test (lincperc=0)(unrate=0);

/* Regression in column (5) */
xi: regress mortrate beertax da18 da19 da20 jaild comserd vmiles i.state i.year, robust;
testparm _Iyear*;
testparm da*;
test (jaild=0)(comserd=0);

/* Regression in column (6) */
xi: regress mortrate beertax mlda jailcom vmiles unrate lincperc i.state i.year, robust;
testparm _Iyear*;
test (lincperc=0)(unrate=0);