# exemplos com variaveis binarias e teste de Chow wage1 <- read.table("C:/Users/Gui/FEA/guilherme/FEARP/graduação/econometria/Wooldridge - dados em excel com cabecalho/WAGE1.raw", header=TRUE, sep="", na.strings="NA", dec=".", strip.white=TRUE) attach(wage1) wage1[1,] #gerando variáveis binárias #gera dummy para brancos white<- as.numeric(nonwhite==0) white[20:30] nonwhite[20:30] #gera dummy para educa<10 e outra para educa>=10 educa0.10 <- as.numeric(educ>=0 &educ<10) educa10.more <- as.numeric(educ>9) educ[1:10] educa0.10 [1:10] educa10.more [1:10] #teste de Chow regu<-lm(lwage~educ+exper+married+west+educ*west+exper*west+married*west) regp <- lm(lwage~educ+exper+married) reg1 <- lm(lwage~educ+exper+married, subset=(west==1)) reg2 <- lm(lwage~educ+exper+married, subset=(west==0)) uhatu<-(regu$resid)^2 uhatp<-(regp$resid)^2 uhat1<-(reg1$resid)^2 uhat2<-(reg2$resid)^2 rssu<-sum(uhatu) rssp<-sum(uhatp) rss1<-sum(uhat1) rss2<-sum(uhat2) rss1+rss2 rssu detach(wage1)