Post on 29-Jul-2020
Лекция по эконометрике № 10,
4 модуль
Динамические модели панельных данных
1
Демидова
Ольга Анатольевна
https://www.hse.ru/staff/demidova_olga
E-mail:demidova@hse.ru
26.05.2020
Demidova Olga, HSE, Moscow, 2020
www.hse.ru
Динамические модели панельных данных
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The data are taken from the National Longitudinal Survey (NLS Youth Sample)
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contain observations on 545 males for the years 1980-1987.
Variables:
NR Observations number
YEAR Year of observation
School Years of schooling
Exper Age-6-School
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Exper Age-6-School
Exper2 Experience Squared
LogExper Log(1+Experience)
Union Wage set by collective bargaining
Mar Married
Black Black
Hisp Hispanic
Health Has health disability
Rural Lives in rural area
NE Lives in North East
NC Lives in Northern Central
S Lives in south
Wage Log of hourly wage
Пример
Industry Dummies:
AG Agricultural
MIN Mining
CON Construction
TRAD Trade
TRA Transportation
FIN Finance
BUS Business & Repair Service
PER Personal Service
ENT Entertainment
MAN Manufacturing
20
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MAN Manufacturing
PRO Professional & Related Service
PUB Public Administration
Occupational Dummies:
OCC1 Professional, Technical and kindred
OCC2 Managers, Officials and Proprietors
OCC3 Sales Workers
OCC4 Clerical and kindred
OCC5 Craftsmen, Foremen and kindred
OCC6 Operatives and kindred
OCC7 Laborers and farmers
OCC8 Farm Laborers and Foreman
OCC9 Service Workers
Пример
HISP .01265787 (omitted) .01559304 0
BLACK -.14238416*** (omitted) -.14085141*** 0
MAR .11261991*** .06075347*** .07543385*** .04209691
UNION .18327671*** .08274536*** .10884132*** .02715298
EXPER .05012745*** .05960088*** .05772795*** .04562704***
SCHOOL .10363006*** (omitted) .10792405*** 0
Variable regpooled regfe regre regab
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legend: * p<.1; ** p<.05; *** p<.01
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L1. .13891231***
WAGE
PUB .00767313 .04107969 .03607416 .05828411
HISP .01265787 (omitted) .01559304 0
Влияние exper в модели AB:
SR: 0.045; LR: 0.456/(1-0.139) = 0.529
22
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