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POLS 6482 ADVANCED MULTIVARIATE STATISTICS
Due 22 October 2001
This problem is a simple exercise with dummy variables. The data are discussed
on pages VII-2 to VII-8 of the Epple notes. The data file is:
Package Delivery Data
Replicate the analyses shown in the Epple notes using
EVIEWS. Use the
@FDIST(_,_,_) command to get the exact P-Value for the test discussed on VII-8.
This problem deals with the awards in wrongful death cases. This dataset is
discussed in Epple Notes VI-36 to VI-41 and VII-10 to VII-14.
In EVIEWS, run the following regression:
LS mins 1-dum dum delivs
and compare the results with:
LS mins C dum delivs
How are the two different? Why?
Paste the data into STATA and
replicate the analyses in parts (a) and (b). In
STATA, you can get the p-value
with the command (see homework 5):
In STATA you can suppress the constant
(intercept) term with the command:
regress mins dum2 dum delivs, hascons
(dum2 = 1 - dum)
hascons tells STATA that the independent variables
incorporate the constant! To see the difference, try the command:
regress mins dum2 dum delivs, nocons
What is the difference between the two outputs?
Awards in Wrongful Death Court Cases
Download the dataset and replicate the analyses shown in Epple Notes VI-36 to
Answer the two questions on VI-40 about a unit change in income and the
slope of the relationship between award and earnings.
There are several dummy (indicator) variables included in the dataset. With
respect to the regression results shown on page VI-38, what is the omitted category that is
being picked up by the intercept term?
With respect to (c), re-run the regression with the omitted indicator variable
(don't use C!). Do the coefficients have the correct
Run the Ramsey RESET Test with one, two, and three
fitted terms (see Epple Notes VI-13 to VI-16). Do the results make sense to you?
Perform the four tests discussed on page VII-12 (Q7.2 - Q7.5). Use the
specification with age interacted with earnings. Under the View button on the
regression table, select Representations and report the results so that
your Wald Tests are clearly reported. The Representations command should
produce something that looks like this:
LS AWARD C AGE AREAPI CHILD CORP DATE EARN GOVT JURY SMLBIZ AGE*EARN
AWARD = C(1) + C(2)*AGE + C(3)*AREAPI + C(4)*CHILD + C(5)*CORP + C(6)*DATE + C(7)*EARN +
C(8)*GOVT + C(9)*JURY + C(10)*SMLBIZ + C(11)*(AGE*EARN)
AWARD = -219.7246158 - 0.6092463913*AGE + 0.006719394952*AREAPI + 20.42366783*CHILD +
63.02345024*CORP + 12.01049539*DATE + 10.72571602*EARN + 184.5738731*GOVT +
131.2040308*JURY + 67.237274*SMLBIZ - 0.1172755132*(AGE*EARN)
With respect to the last test -- whether or not governments, corporations, and small businesses
pay the same amount -- discuss its political significance.
Paste the dataset into STATA,
define the variables appropriately, and turn in the
summ commands. Replicate
the regressions and tests discussed in (c) - (f). To perform the Ramsey RESET Test in
STATA, run the regression and then use the command:
Note that STATA automatically uses three fitted values.
To perform the coefficient tests use the test
command described in the 5th Homework. For example, to test the null
hypothesis that the amount paid
by corporations is the same as that paid by small business:
and STATA will respond with
( 1) corp - smlbiz = 0.0
F( 1, 161) = 0.02
Prob > F = 0.8900
Graph the residuals against the fitted values. In STATA, you can do this with
rvfplot, border yline(0)
rvfplot stands for "residual-versus-fitted plot",
border draws a line around the graph, and
yline(0) draws a line across the graph at y = 0.
In EVIEWS, to generate the same graph run the regression and then click on the
Forecast button. You will see:
Click OK and you will see a graph (note that you can turn off that option). Kill the graph
and you will see AWARDF as one of the variables in the workfile window. To get the graph
use the command
scat awardf resid
In EVIEWS, try the commands:
scat(R) awardf resid
scat(R) award awardf
the "(R)" puts in a regression line. What is your interpretation of these two graphs?