----------------------------------------------------------------------------------------------------------------------- name: log: C:\Users\stata10\Desktop\Ivreg.log log type: text opened on: 1 Nov 2022, 17:07:06 . reg lwage sibs Source | SS df MS Number of obs = 935 -------------+---------------------------------- F(1, 933) = 22.31 Model | 3.86818074 1 3.86818074 Prob > F = 0.0000 Residual | 161.788103 933 .173406326 R-squared = 0.0234 -------------+---------------------------------- Adj R-squared = 0.0223 Total | 165.656283 934 .177362188 Root MSE = .41642 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sibs | -.0279044 .0059082 -4.72 0.000 -.0394992 -.0163096 _cons | 6.861076 .0220776 310.77 0.000 6.817748 6.904403 ------------------------------------------------------------------------------ . ivreg lwage (educ=sibs) Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 935 -------------+---------------------------------- F(1, 933) = 21.59 Model | -1.51973315 1 -1.51973315 Prob > F = 0.0000 Residual | 167.176016 933 .179181154 R-squared = . -------------+---------------------------------- Adj R-squared = . Total | 165.656283 934 .177362188 Root MSE = .4233 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .1224326 .0263506 4.65 0.000 .0707194 .1741459 _cons | 5.130026 .3551712 14.44 0.000 4.432999 5.827053 ------------------------------------------------------------------------------ Instrumented: educ Instruments: sibs ------------------------------------------------------------------------------ . ivreg lwage (educ=sibs), first First-stage regressions ----------------------- Source | SS df MS Number of obs = 935 -------------+---------------------------------- F(1, 933) = 56.67 Model | 258.055048 1 258.055048 Prob > F = 0.0000 Residual | 4248.7642 933 4.55387374 R-squared = 0.0573 -------------+---------------------------------- Adj R-squared = 0.0562 Total | 4506.81925 934 4.82528828 Root MSE = 2.134 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sibs | -.2279164 .0302768 -7.53 0.000 -.287335 -.1684979 _cons | 14.13879 .1131382 124.97 0.000 13.91676 14.36083 ------------------------------------------------------------------------------ Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 935 -------------+---------------------------------- F(1, 933) = 21.59 Model | -1.51973315 1 -1.51973315 Prob > F = 0.0000 Residual | 167.176016 933 .179181154 R-squared = . -------------+---------------------------------- Adj R-squared = . Total | 165.656283 934 .177362188 Root MSE = .4233 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .1224326 .0263506 4.65 0.000 .0707194 .1741459 _cons | 5.130026 .3551712 14.44 0.000 4.432999 5.827053 ------------------------------------------------------------------------------ Instrumented: educ Instruments: sibs ------------------------------------------------------------------------------ . reg educ brthord Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(1, 850) = 37.29 Model | 173.087012 1 173.087012 Prob > F = 0.0000 Residual | 3945.88364 850 4.64221605 R-squared = 0.0420 -------------+---------------------------------- Adj R-squared = 0.0409 Total | 4118.97066 851 4.84015353 Root MSE = 2.1546 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- brthord | -.2826441 .0462882 -6.11 0.000 -.3734967 -.1917915 _cons | 14.14945 .1286754 109.96 0.000 13.89689 14.40201 ------------------------------------------------------------------------------ . ivreg lwage (educ= brthord ), first First-stage regressions ----------------------- Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(1, 850) = 37.29 Model | 173.087012 1 173.087012 Prob > F = 0.0000 Residual | 3945.88364 850 4.64221605 R-squared = 0.0420 -------------+---------------------------------- Adj R-squared = 0.0409 Total | 4118.97066 851 4.84015353 Root MSE = 2.1546 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- brthord | -.2826441 .0462882 -6.11 0.000 -.3734967 -.1917915 _cons | 14.14945 .1286754 109.96 0.000 13.89689 14.40201 ------------------------------------------------------------------------------ Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(1, 850) = 16.63 Model | -4.20185534 1 -4.20185534 Prob > F = 0.0000 Residual | 151.01792 850 .177668141 R-squared = . -------------+---------------------------------- Adj R-squared = . Total | 146.816065 851 .172521815 Root MSE = .42151 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .1306448 .0320385 4.08 0.000 .0677609 .1935287 _cons | 5.030397 .432949 11.62 0.000 4.180622 5.880171 ------------------------------------------------------------------------------ Instrumented: educ Instruments: brthord ------------------------------------------------------------------------------ . ivreg lwage (educ= brthord ) sibs, first First-stage regressions ----------------------- Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 26.29 Model | 240.246365 2 120.123183 Prob > F = 0.0000 Residual | 3878.72429 849 4.56857985 R-squared = 0.0583 -------------+---------------------------------- Adj R-squared = 0.0561 Total | 4118.97066 851 4.84015353 Root MSE = 2.1374 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sibs | -.1528673 .0398705 -3.83 0.000 -.2311236 -.0746109 brthord | -.1526742 .0570764 -2.67 0.008 -.2647017 -.0406467 _cons | 14.2965 .1332881 107.26 0.000 14.03489 14.55811 ------------------------------------------------------------------------------ Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 10.90 Model | -7.96903706 2 -3.98451853 Prob > F = 0.0000 Residual | 154.785102 849 .182314607 R-squared = . -------------+---------------------------------- Adj R-squared = . Total | 146.816065 851 .172521815 Root MSE = .42698 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .1369941 .0746812 1.83 0.067 -.0095873 .2835756 sibs | .0021108 .0173717 0.12 0.903 -.0319858 .0362073 _cons | 4.938527 1.05569 4.68 0.000 2.866458 7.010596 ------------------------------------------------------------------------------ Instrumented: educ Instruments: sibs brthord ------------------------------------------------------------------------------ . reg educ brthord sibs Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 26.29 Model | 240.246365 2 120.123183 Prob > F = 0.0000 Residual | 3878.72429 849 4.56857985 R-squared = 0.0583 -------------+---------------------------------- Adj R-squared = 0.0561 Total | 4118.97066 851 4.84015353 Root MSE = 2.1374 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- brthord | -.1526742 .0570764 -2.67 0.008 -.2647017 -.0406467 sibs | -.1528673 .0398705 -3.83 0.000 -.2311236 -.0746109 _cons | 14.2965 .1332881 107.26 0.000 14.03489 14.55811 ------------------------------------------------------------------------------ . predict educhat (option xb assumed; fitted values) (83 missing values generated) . correl educhat sibs (obs=852) | educhat sibs -------------+------------------ educhat | 1.0000 sibs | -0.9295 1.0000 . ivreg lwage (educ= brthord ) sibs, first First-stage regressions ----------------------- Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 26.29 Model | 240.246365 2 120.123183 Prob > F = 0.0000 Residual | 3878.72429 849 4.56857985 R-squared = 0.0583 -------------+---------------------------------- Adj R-squared = 0.0561 Total | 4118.97066 851 4.84015353 Root MSE = 2.1374 ------------------------------------------------------------------------------ educ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sibs | -.1528673 .0398705 -3.83 0.000 -.2311236 -.0746109 brthord | -.1526742 .0570764 -2.67 0.008 -.2647017 -.0406467 _cons | 14.2965 .1332881 107.26 0.000 14.03489 14.55811 ------------------------------------------------------------------------------ Instrumental variables (2SLS) regression Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 10.90 Model | -7.96903706 2 -3.98451853 Prob > F = 0.0000 Residual | 154.785102 849 .182314607 R-squared = . -------------+---------------------------------- Adj R-squared = . Total | 146.816065 851 .172521815 Root MSE = .42698 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | .1369941 .0746812 1.83 0.067 -.0095873 .2835756 sibs | .0021108 .0173717 0.12 0.903 -.0319858 .0362073 _cons | 4.938527 1.05569 4.68 0.000 2.866458 7.010596 ------------------------------------------------------------------------------ Instrumented: educ Instruments: sibs brthord ------------------------------------------------------------------------------ . test educ sibs ( 1) educ = 0 ( 2) sibs = 0 F( 2, 849) = 10.90 Prob > F = 0.0000 . reg lwage educhat sibs Source | SS df MS Number of obs = 852 -------------+---------------------------------- F(2, 849) = 11.81 Model | 3.97339474 2 1.98669737 Prob > F = 0.0000 Residual | 142.84267 849 .168248139 R-squared = 0.0271 -------------+---------------------------------- Adj R-squared = 0.0248 Total | 146.816065 851 .172521815 Root MSE = .41018 ------------------------------------------------------------------------------ lwage | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educhat | .136994 .0717424 1.91 0.057 -.0038193 .2778072 sibs | .0021107 .0166881 0.13 0.899 -.0306441 .0348655 _cons | 4.93853 1.014147 4.87 0.000 2.948 6.92906 ------------------------------------------------------------------------------ . log close name: log: C:\Users\stata10\Desktop\Ivreg.log log type: text closed on: 1 Nov 2022, 17:40:03 -----------------------------------------------------------------------------------------------------------------------