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       log:  d:\teaching\計量經濟學\fall2001\ps6q2.log
  log type:  text
 opened on:   2 Jan 2002, 13:48:36

. clear

. infile y x using ps6q2.dat
(18 observations read)

. reg y x

      Source |       SS       df       MS              Number of obs =      18
-------------+------------------------------           F(  1,    16) =   14.67
       Model |   111675595     1   111675595           Prob > F      =  0.0015
    Residual |   121806451    16  7612903.17           R-squared     =  0.4783
-------------+------------------------------           Adj R-squared =  0.4457
       Total |   233482046    17  13734238.0           Root MSE      =  2759.1

------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           x |      .0319   .0083289     3.83   0.001     .0142435    .0495564
       _cons |   193.0593   990.9703     0.19   0.848    -1907.704    2293.822
------------------------------------------------------------------------------

. predict u,res

. g n=_N

. g uu=u*u

. egen long sumuu=sum(uu)

. g hatu2=sumuu/n

. g p=uu/hatu2

. reg p x

      Source |       SS       df       MS              Number of obs =      18
-------------+------------------------------           F(  1,    16) =    4.56
       Model |  17.8198971     1  17.8198971           Prob > F      =  0.0484
    Residual |  62.4663266    16  3.90414541           R-squared     =  0.2220
-------------+------------------------------           Adj R-squared =  0.1733
       Total |  80.2862237    17  4.72271904           Root MSE      =  1.9759

------------------------------------------------------------------------------
           p |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           x |   .0000127   5.96e-06     2.14   0.048     9.86e-08    .0000254
       _cons |  -.1439725   .7096569    -0.20   0.842    -1.648378    1.360433
------------------------------------------------------------------------------

. 
. g x2=x*x

. reg uu x x2

      Source |       SS       df       MS              Number of obs =      18
-------------+------------------------------           F(  2,    15) =    3.06
       Model |  1.0646e+15     2  5.3231e+14           Prob > F      =  0.0770
    Residual |  2.6119e+15    15  1.7413e+14           R-squared     =  0.2896
-------------+------------------------------           Adj R-squared =  0.1948
       Total |  3.6765e+15    17  2.1627e+14           Root MSE      =  1.3e+07

------------------------------------------------------------------------------
          uu |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           x |   229.3301   126.2132     1.82   0.089    -39.68693    498.3471
          x2 |   -.000537   .0004495    -1.19   0.251     -.001495     .000421
       _cons |   -6218485    6459454    -0.96   0.351    -2.00e+07     7549516
------------------------------------------------------------------------------

. 
. reg y x,robust

Regression with robust standard errors                 Number of obs =      18
                                                       F(  1,    16) =    9.88
                                                       Prob > F      =  0.0063
                                                       R-squared     =  0.4783
                                                       Root MSE      =  2759.1

------------------------------------------------------------------------------
             |               Robust
           y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           x |      .0319   .0101468     3.14   0.006     .0103897    .0534102
       _cons |   193.0593   533.9063     0.36   0.722    -938.7716     1324.89
------------------------------------------------------------------------------

. log close
       log:  d:\teaching\計量經濟學\fall2001\ps6q2.log
  log type:  text
 closed on:   2 Jan 2002, 13:48:36
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