英语翻译5.Use the PSID1982 dataand consider the following two no

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英语翻译
5.Use the PSID1982 dataand consider the following two nonnested models
(compare with Baltagi2002,p.230):
M1 :log(wage) = _0 + _1education + _2experience+ _3experience2
+_4weeks + _5married + _6gender
+_7ethnicity + _8union + "
M2 :log(wage) = _0 + _1education + _2experience+ _3experience2
+_4weeks + _5occupation + _6south
+_7smsa + _8industry + _
(a) Compute the J tests for M1 vs.M2 and M2 vs.M1,respectively.
(b) Both M1 and M2 can beartificially nested within a larger model.Use
an F test for M1 versus this augmented model.Repeat for M2 versus
the augmented model.What do you conclude?
9.The function ivreg() frompackage AER will fit instrumental variable
(IV) regressions.Usingthe USConsump1993 data taken from Baltagi
(2002),estimate thesimple Keynesian consumption function
expendituret = _0 + _1incomet + "t
(a) by OLS.
(b) by IV.The onlyavailable instrument is investment,given by the
identity expenditure + investment= income.
(c) Compare both sets ofestimates using a Hausman test,thus replicating
Baltagi (2002,Section 11.7).What do you conclude?

1个回答分类：英语 2014-11-17

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5.Use the PSID1982 data and consider the following two no-nestedmodels (compare with Baltagi2002,p.230):
　　——用PSID1982 数据并把下列两种不嵌套的模式考虑进去（与Baltagi2002 进行比较,230页）
　　M1:log(wage) = _0 + _1education + _2experience + _3experience2 +_4weeks+ _5married + _6gender +_7ethnicity + _8union + "
　　——M1：记录（工资）= o + 1教育程度 + 2 经历 + 3 经历（2） + 4 周数 + 5 婚姻状况 + 6 性别 + 7 民族 + 8融洽程度 +
　　M2:log(wage) = _0 + _1education + _2experience + _3experience2 +_4weeks+ _5occupation + _6south +_7smsa + _8industry + _
　　——M2：记录（工资）= o + 1教育程度 + 2 经历 + 3 经历（2） + 4 周数 + 5 职业 + 6 南方人 + 7 行政区 + 8从事的行业 +
　　(a) Compute the J tests for M1 vs.M2 and M2 vs.M1,respectively.
　　——(a) 分别计算出 M1 与 M2 对比和M2 与M1对比的J 测试
　　(b) Both M1 and M2 can be artificially nested within a larger model.Use an F test for M1 versus this augmented model.Repeat for M2 versus theaugmented model.What do you conclude?
　　——(b) M1 和 M2 二者可以在更大的模式内人为嵌套.用M1与这个增加的模式对比进行的F 测试.重复M2与该增加的模式对比.你会得出什么结论?
9.The function ivreg () from package AER will fit instrumentalvariable (IV) regressions.Using the US Consump1993 data taken from Bal-tag i (2002),estimate the simple Keynesian consumption function expenditure t = _0 +_1incomet + "t
　　——来自AER组的函数自变量回归（ivreg）与作为中介的变量（自变量）的回归一致.用美国蓄贮槽1993采自Baltag i 数据（2002）估算出简单凯恩斯消耗的应变量支出 t = 0 + 1 收入 + "t
　　(a) by OLS.
　　——(a) 通过联机系统
　　(b) by IV.The only available instrument is investment,given by theidentity expenditure + investment= income.
　　——(b) 通过自变量.如果由恒等支出+投资=收入给出,唯一的有效手段是投资.
　　(c) Compare both sets of estimates using a Hausman test,thusreplicating Baltag i (2002,Section 11.7).What do you conclude?
　　——(c) 以重复Baltag i（2002,11.7节）的方式,用豪斯曼测试对比两套估算,你会得出什么结论?

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