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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
3393 1
2014-12-03
刚学stata,遇到下面这题。请大家帮帮忙,真心求教!


educ = 0 + β1 sibs + β2 meduc + β3 feduc + u.
1. Test at 1% level if the three variables are individually significant against a two-sided
alternative.
2. Test at 1% level if the coefficient of feduc is statistically different from 0.5 against a
two-sided alternative by rewriting the model appropriately. Then, verify your result
by using the “lincom” command.
3. Build a confidence interval (C.I.) at 99% confidence level of the parameter on feduc.
Can you reject the null hypothesis at point 2 using this C.I.? Why?
4. Test at 1% level the overall significance of the model using the SSR version of the
F-statistic (you have to estimate both the restricted and the unrestricted model).
Then, verify your result by using the “test” command.
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2014-12-3 10:24:35
reg educ sibs mduc feduc, level(99).lincom feduc-0.5. test feduc=0.5???是这样?
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