第十节 虚拟变量dummy varialbe.ppt

SIB-BFSU, ECONOMETRICS LECTURE 10 第十讲 虚拟变量DUMMY VARIALBE DUMMY VARIABLE CLASSIFICATION WITH TWO CATEGORIES DUMMY CLASSIFICATION WITH MORE THAN TWO CATEGORIES TWO SETS OF DUMMY VARIABLES SLOPE DUMMY VARIABLES Problem Set 7 1. Using your data set, regress S on ASVABC, SM, SF and MALE, a dummy variable that is 1 for male respondents and 0 for females ones. Interpret the coefficients and perform t tests. 2. Are earnings subject to ethnic discrimination? Using your data set, regress LGEARN on S, ASVABC, MALE,ETHHISP and ETHBLACK. Interpret the coefficients and perform t tests. Problem Set 7 Is the effect of education on earnings different for males and females? Using your data set, define a slope dummy variable MALES as the product of MALE and S: MALES=MALE * S. regress LGEARN on S, ASVABC, MALE,ETHHISP,ETHBLACK and MALES . Interpret the coefficients and perform appropriate tests. COST N b1 +d b1 Occupational Regular d l SLOPE DUMMY VARIABLES The diagram illustrates the model graphically. SLOPE DUMMY VARIABLES Here are the data for the first ten schools. Note the weird way in which NOCC is defined. School Type COST N OCC NOCC 1 Occupational 345,000 623 1 623 2 Occupational 537,000 653 1 653 3 Regular 170,000 400 0 0 4 Occupational 526.000 663 1 663 5 Regular 100,000 563 0 0 6 Regular 28,000 236 0 0 7 Regular 160,000 307 0 0 8 Occupational 45,000 173 1 173 9 Occupational 120,000 146 1 146 10 Occupational 61,000 99 1 99 . Dependent Variable: COST Method: Least Squares Date: 05/16/04 Time: 21:17 Sample: 1 74 Included observations: 74 Variable Coefficient Std. Error t-Statistic Prob. C 51475.25 31314.84 1.643797 0.1047 N 152.2982 60.01932 2.537487 0.0134 OCC -3501.177 41085.46 -0.085217 0.9323 NOCC 284.4786 75.63211 3.761347 0.0003 R-squared 0.680260 Mean dependent var 187418.0 Adjusted R-squared 0.666557 S.D. dependent var 141969.9 S.E. of regression 81979.80 Akaike inf