--------------------------------------------------------------------------------- name: log: C:\Users\LabProf01\Desktop\IV_SMOKE.log log type: text opened on: 8 Nov 2022, 16:55:36 . reg lincome cigs educ age agesq Source | SS df MS Number of obs = 807 -------------+---------------------------------- F(4, 802) = 39.61 Model | 67.5412888 4 16.8853222 Prob > F = 0.0000 Residual | 341.854549 802 .426252555 R-squared = 0.1650 -------------+---------------------------------- Adj R-squared = 0.1608 Total | 409.395838 806 .507935283 Root MSE = .65288 ------------------------------------------------------------------------------ lincome | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- cigs | .0017306 .0017137 1.01 0.313 -.0016333 .0050945 educ | .0603606 .0078983 7.64 0.000 .0448567 .0758645 age | .0576908 .0076436 7.55 0.000 .042687 .0726946 agesq | -.0006306 .0000834 -7.56 0.000 -.0007943 -.0004669 _cons | 7.795444 .1704271 45.74 0.000 7.460908 8.129979 ------------------------------------------------------------------------------ . reg cigs educ age agesq lcigpric restaurn Source | SS df MS Number of obs = 807 -------------+---------------------------------- F(5, 801) = 8.61 Model | 7740.15214 5 1548.03043 Prob > F = 0.0000 Residual | 144013.531 801 179.792173 R-squared = 0.0510 -------------+---------------------------------- Adj R-squared = 0.0451 Total | 151753.683 806 188.280003 Root MSE = 13.409 ------------------------------------------------------------------------------ cigs | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- educ | -.4501466 .1616396 -2.78 0.005 -.7674338 -.1328594 age | .822541 .1543224 5.33 0.000 .5196168 1.125465 agesq | -.0095903 .0016792 -5.71 0.000 -.0128864 -.0062942 lcigpric | -.3513161 5.76555 -0.06 0.951 -11.66869 10.96606 restaurn | -2.736389 1.109693 -2.47 0.014 -4.914639 -.5581394 _cons | 1.580112 23.69558 0.07 0.947 -44.93266 48.09289 ------------------------------------------------------------------------------ . test lcigpric restaurn ( 1) lcigpric = 0 ( 2) restaurn = 0 F( 2, 801) = 3.13 Prob > F = 0.0441 . ivregress 2sls lincome (cigs=lcigpric restaurn) educ age agesq Instrumental variables (2SLS) regression Number of obs = 807 Wald chi2(4) = 89.80 Prob > chi2 = 0.0000 R-squared = . Root MSE = .87723 ------------------------------------------------------------------------------ lincome | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- cigs | -.0421257 .0261371 -1.61 0.107 -.0933535 .009102 educ | .0396746 .0162305 2.44 0.015 .0078633 .0714859 age | .0938182 .0237794 3.95 0.000 .0472115 .1404249 agesq | -.0010508 .0002735 -3.84 0.000 -.0015868 -.0005148 _cons | 7.780893 .2291541 33.95 0.000 7.33176 8.230027 ------------------------------------------------------------------------------ Instrumented: cigs Instruments: educ age agesq lcigpric restaurn . estat overid Tests of overidentifying restrictions: Sargan (score) chi2(1) = 1.35588 (p = 0.2443) Basmann chi2(1) = 1.34807 (p = 0.2456) . log close name: log: C:\Users\LabProf01\Desktop\IV_SMOKE.log log type: text closed on: 8 Nov 2022, 16:55:45 ---------------------------------------------------------------------------------