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Regression with Panel Data (SW Chapter 10)

Regression with Panel Data (SW Chapter 10)

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Regression with Panel Data (SW Chapter 10)

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  1. Regression with Panel Data(SW Chapter 10)

  2. summary statistics

  3. sum year

  4. sum state

  5. create year dummies • gen y82=(year==1982)

  6. gen y83=(year==1983) • gen y84=(year==1984) • gen y85=(year==1985) • gen y86=(year==1986) • gen y87=(year==1987) • gen y88=(year==1988)

  7. minimum legal drinking age • gen da18=(mlda<19) • gen da19=(mlda>=19)*(mlda<20) • gen da20=(mlda>=20)*(mlda<21) • gen da21=(mlda>=21)

  8. fatality rate per 10,000 in the population • gen vfrall=10000*mrall

  9. gen incperc=perinc/1000 • gen lincperc = ln(incperc) • gen vmilespd = vmiles/1000 • gen frmall = mrall/(vmiles/100000) • gen jailcom = ((jaild+comserd)>0) • gen mjailcom = (jaild==.)*(comserd==.)

  10. mvdecode-Change numeric values to missing values • mvdecode mjailcom,mv(1)

  11. replace jailcom = jailcom + mjailcom;

  12. reg vfrall beertax if (year==1982), r

  13. display

  14. display "Adjusted Rsquared = " _result(8)

  15. reg vfrall beertax if (year==1988), r • dis "Adjusted Rsquared = " _result(8)

  16. preserve • gen dvfrall = vfrall-vfrall[_n-6] • gen dbtax = beertax-beertax[_n-6]

  17. keep

  18. regdvfralldbtax, r • dis "Adjusted Rsquared = " _result(8) • restore

  19. egen-Extensions to generate

  20. by state, sort : egen float beertaxtest = total(beertax*(year==1982)) • browse state year beertax beertax1982

  21. egen beertax1988 = sum(beertax*(year==1988)) ,by(state) • egen vfrall1982 = sum(vfrall*(year==1982)) ,by(state) • egen vfrall1988 = sum(vfrall*(year==1988)) ,by(state) • gen beertax_diff=beertax1988-beertax1982 • gen vfrall_diff=vfrall1988-vfrall1982

  22. areg-Linear regression with a large dummy-variable set

  23. areg vfrall beertax, absorb(state) r

  24. areg vfrall beertax y82 y83 y84 y85 y86 y87, absorb(state) r

  25. reg vfrall beertax, r • dis "Adjusted Rsquared = " _result(8)

  26. areg vfrall beertax, absorb(state) r

  27. areg vfrall beertax y82 y83 y84 y85 y86 y87, absorb(state) r

  28. test y82 y83 y84 y85 y86 y87

  29. aregvfrallbeertax da18 da19 da20 jaildcomserdvmilespdunratelincperc y82 y83 y84 y85 y86 y87, absorb(state) r

  30. test y82 y83 y84 y85 y86 y87 • test da18 da19 da20

  31. test jaild comserd • test unrate lincperc

  32. areg vfrall beertax da18 da19 da20 jaild comserd vmilespd y82 y83 y84 y85 y86 y87, absorb(state) r

  33. test y82 y83 y84 y85 y86 y87 • test da18 da19 da20 • test jaild comserd

  34. areg vfrall beertax mlda jailcom vmilespd unrate lincperc y82 y83 y84 y85 y86 y87, absorb(state) r

  35. test y82 y83 y84 y85 y86 y87 • test unrate lincperc

  36. aregvfrallbeertax da18 da19 da20 jaildcomserdvmilespdunratelincperc y82 y83 y84 y85 y86 y87, absorb(state) r cluster(state)

  37. test y82 y83 y84 y85 y86 y87 • test da18 da19 da20

  38. test jaild comserd • test unrate lincperc

  39. Example: Traffic deaths and beer taxes in STATA