1、斯托克计量经济学第十章第十一章实证练习stataE10.1USe wC:UsasusD9topGuns.dtawset BlOXe OrCXwet scateid yrara HP/GCn InViCeln(ViO)reg InViO ShaIlr Xeat a tore CIIreg InViO Shail incarc rate density avginc POP pblO64 PMlO4 FnlO2$ XC3t torc n2/(2*/xq InVIO shall InCarCerae e8ity avgnc FOP 匸Q1064 PV丄034 FlIUJ20. r (scai3)et
2、 StOre 3(3Mxxe InVXo all incarcerate dcnty arcme rop rb丄064 rv!061 匸nu29, tc (Vear)est StOre 4cxeg InVlo shall incarcerate density avcxnc FOP FbIO64 E乜丄064 FlrLBJ29 .yea 工atacedr Ie VCe(XObUSOeat 3tore m3catcab XInUn3 Di4i 比5 U0ing IIVIPaaI9iC3tzz,jc 2 a2(/*(4*/gen InXCt=In(XCO)re InXCt shall, Zest
3、store alre InXCt SnalI incarcerate avno PCr Dr丄064 pxl064 rlD64 丄064 FBUJ29. re (0CaZeIaIeat atore a3xg InrOb SnalI InCarCerae naty avgnc FOP pi1064 PVIOe4 FBU29f r (yar)eat 3tore dlx9 InXOb Shall InCarC xaZe ClenslLy avginc POP fI1064 PVlO4 PMLL929 丄year !.SLazeldr Xe VCe(XQbUSCl et StOre aSestcab
4、al 2 a3 a4 aS USlng soaad.rtfSe r2 ar214gen InnUr丄二(EIUr)reg InnUC 9hall, rtt tor DXreg InnUr shall incarc rate density avginc pop DbIo64 PXIO6 ral029# T37t sror b238xrcg InirUr 3bdll incarc-rae density avjinc POP rbl064 pwl04 rml029, fe i (atacid)39 8LOX b340xrc 丄xuh ShaIL InCaXCexcc cnst5* avjnc P
5、OP rb-061 PW(1064 Zm-O29# fc (year)41esr aore b442xxeg .nxux shall InCaXC_xae ensty avgnc POP Fb-O64 PW丄064 PlrUo29 工year 工staexdr f e VCe (XCbXIsx43est StOre b544fttaD bl b2 Q3 D4 匕5 UBXng sorrowrcr冷 2 a2(4)铝 E10.2t4 us nCAuSVXsXasusXCskcopVSeacBelus.47 zscz firs year45/-uvg* est store c3Se (5/59 S
6、an vw0 ()/61XCa nbuece PXXriary 3econdary 0ceed6S opeed70 baO8 dr3tec2丄丄mr:COaLC ac, r62esr SOre c43 Xtreg SbSUdeage PrIXaXy secondary GPCea65 apcd70 baj8 exnkage2丄 InXnCCiae age 丄.year 丄.psr e VCe(robust!C4 est Store c5CS ttD CI C2 C3 C4 CS UBLna cnxupir = i芒 r2 2 ()66/E11.1*/67us MCus*/9 Suin IC s
7、xttan=l70tZeSZ 9zke x 3n3er=r by eJccan)丄evel(9S71IogOUtr nd化(1) VOreI IePleCe: Ctest 30ker if 3ckrr-J by (3t1kban) IeVel (95)72737475777787980a820384858789899091929394&596979BggIOQ101102103104丄0510610?108109110111112113114115IIe1171181191201211221230丄2312612?128/* (2)*/reg SmolCeX SIrJcfoan. est St
8、Ore dl/A3)a/gen age2-ace*agereg SinojCeJr SlrJCban female age age2 hsdrop hsgrad CCISoXle CClgrad 匕JLa=IC hispanicf X est StOre 02 (4)aCeSt ( askfcan =0)logUtr sav# (2 Werd replace: tt ( SInkban 0)aIS)a/二USC ( hsdxop -0) ( hsgcd -0)IOgOUtr save (3 WCrd replace: test ( hsdxcp 0)( hsgrad 0) test ( COl
9、scire 0) ( COIarad 0)IogOUCr 3dve (i) WOXcl replace: teat ( COISCmC 0 ( COLgIad 0* ()a/tuoway(fnction y O. D345戈-0.0G0463axx + O. l4r rang (18 65)/E11.2*/*ID*/PrObit ainokGr omkban female age agc2 hadxcj: hagrad colaoxtc COIgXad black hlspanic, VCe cbu3) est Store d3esttaD a 02 3 USIng can.rtr,Se r2
10、 ar2 )*(2)Vtest ( 9kkAn 0)loout SaVe (51 VCrCi replace: teat ( Snkran 0)/A (3)Vteat ( hadxcp 0)( hograd 0)IOgOUtr sav# () VCrd rplac! tst ( hdrcp 0)( hsgrad 0)ZeSt ( COlScrce 0)( COLgraa )IOgOUCr 30Ve (7) WQXd replace; teat ( go13gxc -Ol ( ColgXad 0)E11.3Ufle RC:Uaeisd3UsDes)C5Oplnauxance.gen age*se
11、lfenp=age* selexpreg InOUXCd clfemp age age2 CgUXSUafUItF healthy anyli nale deg nd CCg gcd deg hn deg ba deg Ila deg Phd deg_Oth XarrXeQ fartilyoz Xeg ne reg mw reg Zeg We XoCC bI XaCe Ot race whr et stOXe c3* (5)wXeg heclthy 3elfepr esc acoxe e4Xeg edlchy aelCemp age ag2r Xeat StoXe eIeC neaty SeI
12、reInP ae ae2 any丄IItl iie aea_na dea_aea aea_ns aea_Da CeCeIIA a-pa aea_Otn Harrleel ramiysz rejne reo_niw re-ao Tea_We race-bi race-ot race-wt rest store e6esttab 1 e2 e3 e4 e5 e6 using endrtf.se r2 ar2 (4)E10.1(1) lnvio(2) lnvio(3) lnvio(4) lnvio(5) lnvioshall-0.443*-0.368*-0.0461 *-0.288*-0.0280(
13、0.0475)(0.0348)(0.0189)(0.0337)(0.0278)incarc_rate0.00161*-0.00007100.00193*0.0000760(0.000181)(0.0000936)(0.000114)(0.0000720)density0.0267-0.172*-0.00887-0.0916(0.0143)(0.0850)(0.0139)(0.0485)avginc0.00121-0.009200.01290.000959(0.00728)(0.00591)(0.00796)(0.00729)pop0.0427*0.01150.0408*-0.00475(0.0
14、0315)(0.00872)(0.00252)(0.00781)pb10640.0809*0.104*0.1000*0.0292(0.0200)(0.0178)(0.0182)(0.0183)pw10640.0312*0.0409*0.0401*0.00925(0.00973)(0.00507)(0.00912)(0.00538)pm10290.00887-0.0503 *-0.0444 *0.0733*(0.0121)(0.00640)(0.0175)(0.0129)_cons6.135*2.982*3.866*2.948*4.348*(0.0193)(0.609)(0.385)(0.569
15、)(0.435)N11731173117311731173R20.0870.5640.2180.5800.955adj. R20.08590.56130.17710.56900.9525State EffectsNoNoYesNoYesTime EffectsNoNoNoYesYesStandard errors in parentheses* p 0.10, * p 0.05, * p 0.01(1)1回归( 2)中 shall 的系数是 -0.368 ,这意味着隐蔽武器法律,也即“准予”携带法律,约使 暴力犯罪减少 36.8% 。从“现实意义”上讲,这个估计值很大。2回归( 1)中 sha
16、ll 的系数是 -0.443 ,回归( 2)中 shall 的系数是 -0.368,加入( 2)中的控 制变量后“准予”携带法律的效应略微减小。系数估计显著性都很高,两者均在 1%水平下显著。3不同州的人们对待枪支和暴力犯罪的态度。(2)加入州固定效应的回归结果如上表第 (3)列所示。 回归( 3)中 shall 的系数是 -0.0461, 和回归( 2)相比,“准予”携带法律的效应减小许多,显然说明回归( 2)中存在遗漏变量 偏差。个体固定效应的差异来源于随个体变化但随时间不变的遗漏变量,回归( 3)中,变量 shall, density, pb1064, pw1064, pm1029 至少
17、在 5%水平下显著,可信度较高,加入州 固定效应得到的回归结果总体上较回归( 2)可信。(3)加入时间固定效应的回归结果如上表第( 5)列所示。回归( 5)中 shall的系数是-0.028,和回归( 2)( 3)相比,“准予”携带法律的效应减小许多。回归( 5)同时包含个 体和时间固定效应以控制州间不同但时间上相同的变量和随时间变化但州间相同的变量, adjusted R2的值为 0.9525,比前面的回归更接近 1,因此回归( 5)的结果更加可靠。4)(1) lnrob(2) lnrob(3) lnrob(4) lnrob(5) lnrobshall-0.773*-0.529*-0.007
18、82-0.341*0.0268(0.0693)(0.0510)(0.0253)(0.0457)(0.0243)incarc_rate0.00101*-0.00007630.00177*0.0000314(0.000187)(0.000125)(0.000155)(0.000112)density0.0905 *-0.186-0.00918-0.0447(0.0154)(0.114)(0.0189)(0.0737)avginc0.0407 *-0.0175 *0.0643*0.0144(0.00927)(0.00791)(0.0108)(0.0101)pop0.0778 *0.01630.072
19、0*0.0000164(0.00549)(0.0117)(0.00343)(0.0118)pb10640.102*0.112*0.167*0.0141(0.0266)(0.0238)(0.0248)(0.0270)pw10640.0275*0.0272*0.0557*-0.0128(0.0135)(0.00679)(0.0124)(0.00720)pm10290.02730.0112-0.189*0.105*(0.0150)(0.00857)(0.0238)(0.0222)_cons4.873*0.9042.446*1.792*3.587*(0.0279)(0.889)(0.515)(0.77
20、2)(0.645)N11731173117311731173R20.1210.5960.0370.6530.961adj. R20.12010.5934-0.01350.64340.9593Standard errors in parentheses* p 0.05, * p 0.01, * p 0.001用 lnrob 代替 lnvio 后所得回归如上表所示,分析如下:1回归( 1 )中 shall 的系数是 -0.773 ,回归( 2 )中 shall 的系数是 -0.529,这意味着隐蔽武 器法律,也即“准予”携带法律,约使暴力犯罪分别减少 77.3%和 52.9%。从“现实意义”上讲,
21、这个估计值很大。系数估计显著性都很高,两者均在 1% 水平下显著。2加入州固定效应的回归结果如上表第 (3)列所示。回归(3)中shall的系数是 -0.00782 , 和回归( 1)( 2)相比,“准予”携带法律的效应减小许多,显然说明回归( 1)( 2)中存在 遗漏变量偏差。加入时间固定效应的回归结果如上表第( 5)列所示。3回归( 5)中 shall 的系数是 0.0268。和回归( 1)( 2)相比,明显回归( 3)( 5)“准予” 携带法律的效应减小许多。回归( 5)adjusted R2 的值为 0.9593,比前面的回归更接近 1,因 此回归( 5)的结果更加可靠。(1) lnm
22、ur(2) lnmur(3) lnmur(4) lnmur(5) lnmurshall-0.473*-0.313*-0.0608 *-0.198*-0.0150(0.0485)(0.0357)(0.0258)(0.0340)(0.0297)incarc_rate0.00210*-0.000360*0.00260*-0.000116(0.000154)(0.000128)(0.000115)(0.000148)density0.0397*-0.671*-0.0134-0.544*(0.0118)(0.116)(0.0141)(0.117)avginc-0.0773 *0.0243*-0.0698
23、*0.0566*(0.00875)(0.00807)(0.00803)(0.0136)pop0.0416*-0.0257 *0.0393*-0.0321*(0.00351)(0.0119)(0.00255)(0.00902)pb10640.131*0.03070.188*0.0220(0.0188)(0.0242)(0.0184)(0.0434)pw10640.0471*0.01030.0739*-0.000489(0.00909)(0.00693)(0.00921)(0.0119)pm10290.0655*0.0392*-0.0502*0.0692*(0.0137)(0.00874)(0.0
24、177)(0.0289)_cons1.898*-2.486*0.460-2.831*0.657(0.0220)(0.615)(0.525)(0.574)(0.726)N11731173117311731173R20.0830.6060.1530.6420.921adj. R20.08260.60320.10870.63280.9167Standard errors in parenthesesp 0.05, p 0.01, p 0.001用 lnmur 代替 lnvio 后所得回归如上表所示,分析如下:1回归( 1)中 shall 的系数是 -0.473 ,回归( 2)中 shall 的系数是 -0.313 ,这意味着隐蔽武 器法律,也即“准予”携带法律,约使暴力犯罪分别