# ============================================================================== # Wooldridge - Capitulo 9 - Exemplo 9.3 # Update: 13/09/2022 # ============================================================================== rm(list = ls()) # Pacotes library(wooldridge) library(tidyverse) library(stargazer) # Base de dados data('wage2') head(wage2) # ------------------------------------------------------------------------------ # Criar variavel dependente em log (duas formas) wage2$lnwage <- log(wage2$wage) # basic wage2 <- mutate(wage2, lnwage = log(wage)) # tidyverse # ------------------------------------------------------------------------------ # Estima regressao 1 reg1 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black, data = wage2) summary(reg1) # Estima regressao 2 reg2 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black + IQ, data = wage2) summary(reg2) # Estima regressao 3 reg3 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black + IQ + educ:IQ, data = wage2) summary(reg3) # Compara resultados stargazer(reg1, reg2, reg3, type = 'text', keep.stat = c('n', 'rsq')) # ------------------------------------------------------------------------------ # Incluindo teste KWW como proxy para habilidade # estimar regressao 5 reg5 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black + KWW, data = wage2) summary(reg5) # estimar regressao 6 reg6 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black + IQ + KWW, data = wage2) summary(reg6) # estimar regressao 7 reg7 <- lm(lwage ~ educ + exper + tenure + married + south + urban + black + KWW + KWW:educ, data = wage2) # ou # reg7 <- lm(lwage ~ exper + tenure + married + south + urban + black + KWW*educ, data = wage2) summary(reg7)