Using Stata for Principles of Econometrics
Using Stata
For Principles of Econometrics . Third Edition
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·1·
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. i: f, I
Lee Adkins dedicates this work to his lovely and loving wife, Kathy , Carter Hill dedicates this work to Stan Johnson and George Judge
- '
, .
Bicentennial Logo Design:
Richard 1. Pacifico
Copyright @ 2008 John Wiley & Sons, Inc. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, exC;ept as permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, or on the web at www.copyright.com. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030-5774, (201) 748-6011, fax (201) 748-60 '08, or online at http://www.wiley.com/go/permissions. To order books or for customer service, please caIlI-800-CALL-WILEY (225-5945). ISBN-13 978- 0-470-18546-9 Printed in the United States of America 109876543 Printed and bound by Malloy, Inc.
PREFACE
This book is a supplement to Principles of Eeonometrics, 3 '" Edition by R Carter Hill. Willi~ E. Griffiths and Guay C. Lim (Wiley" 2007), hereinafter POE. This book is not a substitute for the textbook, nor is it a stand alone computer manual. It is a companian to the textbook, showing bow to perform the examples in the textbook using Stata Release 10. This. book will be 'ijSeful to students taking econometrics,. as well as their instructors, and otheJS who wish to llSC Stata for econometric analysis. Stata is a very powerful program that is used in a wide variety of academic discipline~. The website is http://www.stata.com. There you will find a
For Principles of Econometrics . Third Edition
I
·1·
I
!
t
. i: f, I
Lee Adkins dedicates this work to his lovely and loving wife, Kathy , Carter Hill dedicates this work to Stan Johnson and George Judge
- '
, .
Bicentennial Logo Design:
Richard 1. Pacifico
Copyright @ 2008 John Wiley & Sons, Inc. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, exC;ept as permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, or on the web at www.copyright.com. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030-5774, (201) 748-6011, fax (201) 748-60 '08, or online at http://www.wiley.com/go/permissions. To order books or for customer service, please caIlI-800-CALL-WILEY (225-5945). ISBN-13 978- 0-470-18546-9 Printed in the United States of America 109876543 Printed and bound by Malloy, Inc.
PREFACE
This book is a supplement to Principles of Eeonometrics, 3 '" Edition by R Carter Hill. Willi~ E. Griffiths and Guay C. Lim (Wiley" 2007), hereinafter POE. This book is not a substitute for the textbook, nor is it a stand alone computer manual. It is a companian to the textbook, showing bow to perform the examples in the textbook using Stata Release 10. This. book will be 'ijSeful to students taking econometrics,. as well as their instructors, and otheJS who wish to llSC Stata for econometric analysis. Stata is a very powerful program that is used in a wide variety of academic discipline~. The website is http://www.stata.com. There you will find a