*Ejercicio C7.6 sleep75.

cvs
insheet using "C:\Users\Nerys\Documents\Biblioteca\Econometria, libos ebooks\Solucion a
ejercicios de econometria\Base de datos wooldridge\sleep75.csv ", comma clear

*Ecuacion de interés
. gen age2=age^2
. regress sleep totwrk educ age age2 yngkid

Source | SS df MS Number of obs = 706

-------------+------------------------------ F( 5, 700) = 18.14
Model | 15972384.7 5 3194476.94 Prob > F = 0.0000
Residual | 123267451 700 176096.359 R-squared = 0.1147
-------------+------------------------------ Adj R-squared = 0.1084
Total | 139239836 705 197503.313 Root MSE = 419.64

------------------------------------------------------------------------------
sleep | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
totwrk | -.1460463 .0168809 -8.65 0.000 -.1791896 -.1129031
educ | -11.13772 5.890168 -1.89 0.059 -22.70223 .4267914
age | -8.123949 11.37049 -0.71 0.475 -30.4483 14.2004
age2 | .126287 .135186 0.93 0.351 -.1391317 .3917057
yngkid | 17.15441 50.00839 0.34 0.732 -81.02999 115.3388
_cons | 3825.375 240.2585 15.92 0.000 3353.661 4297.088
------------------------------------------------------------------------------
i.

eststo clear
estimates store modelo3, title(Model Hombres)
regress sleep totwrk educ age age2 yngkid if male==1

estimates store modelo4, title(Model Mujeres)

regress sleep totwrk educ age age2 yngkid if male==0

estout modelo3 modelo4, cells(b(star fmt(4)) se(par fmt(4))) legend label varlabels(_cons
constant) stats(N r2 rss)title(Models Horas de sueño)

Models Horas de sueño

----------------------------------------------------
Model Muje~s Model Homb~s
b/se b/se
----------------------------------------------------
totwrk -0.1399*** -0.1821***
(0.0277) (0.0245)
educ -10.2051 -13.0524
(9.5888) (7.4142)
age -30.3566 7.1566
(18.5309) (14.3204)
age2 0.3679 -0.0448
(0.2233) (0.1684)
yngkid -118.2826 60.3802
(93.1876) (59.0228)
constant 4238.7293*** 3648.2083***
(384.8923) (310.0393)
----------------------------------------------------
N 306.0000 400.0000
r2 0.0977 0.1562
rss 57288575.9410 63763978.9893
----------------------------------------------------
* p<0.05, ** p<0.01, *** p<0.001

*el signo de los coeficientes age, age2 y yngkid difiere entre los grupos, ademas la
magnitud de los coeficientes, visualmente, son diferentes. La significancia de las variables
puede mostrar t muy diferentes, pero tienen a rechazarse la significatividad estadísticas de
las mismas variables.

ii.
. gen male_totwrk = male*totwrk
. gen male_yngkid = male*yngkid

. regress sleep totwrk educ age age2 yngkid male male_totwrk male_yngkid
Source | SS df MS Number of obs = 706
-------------+------------------------------ F( 8, 697) = 12.58
Model | 17564732 8 2195591.5 Prob > F = 0.0000
Residual | 121675104 697 174569.733 R-squared = 0.1261
-------------+------------------------------ Adj R-squared = 0.1161
Total | 139239836 705 197503.313 Root MSE = 417.82

------------------------------------------------------------------------------
sleep | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
totwrk | -.1443479 .026332 -5.48 0.000 -.1960474 -.0926484
educ | -11.42488 5.875073 -1.94 0.052 -22.95984 .1100792
age | -9.365377 11.33877 -0.83 0.409 -31.62761 12.89685
age2 | .1335546 .1348172 0.99 0.322 -.1311419 .3982511
yngkid | -84.66258 86.88302 -0.97 0.330 -255.2464 85.92124
male | 155.1322 83.84413 1.85 0.065 -9.485119 319.7496
male_totwrk | -.0387553 .0363742 -1.07 0.287 -.1101715 .0326608
male_yngkid | 121.9443 102.2713 1.19 0.234 -78.85236 322.741
_cons | 3829.378 241.6613 15.85 0.000 3354.907 4303.85
------------------------------------------------------------------------------

. regress sleep totwrk educ age age2 yngkid if male==0

. scalar Rss0 = e(rss)

. regress sleep totwrk educ age age2 yngkid if male==1

. scalar Rss1 = e(rss)

. regress sleep totwrk educ age age2 yngkid male male_totwrk male_yngkid
. scalar Rssp = e(rss)

*Validar resultados
. scalar Stat_Chow = ((Rssp-(Rss0+Rss1))/(Rss0+Rss1))*(( e(N)-(2*(e(df_m)+1)))/( e(df_m)+1))
. display Stat_Chow
.39313834

. display “grados de libertad:” e(N)-(2*(e(df_m)+1))

grados de libertad:688

iii.

*hacer la prueba F, comparando los residuales del modelo, con y sin los términos de
iteración.

iv.***

Si se rechaza la significancia conjunta (h0, sus betas=0) el midelo correcto seria el que no
tiene las variables, en caso que se rechace la nula, el modelo correcto será el que mantiene
los términos de iteraciones.