第7章 含有定性信息的的多元回归分析.pptVIP

第7章 含有定性信息的多元回归分析：二值（或虚拟）变量 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 7.2 只有一个虚拟自变量 例7.1 小时工资方程：是否存在性别歧视 利用wage1.raw中的数据 对女性 对男性 取男性组为基组，控制受教育程度、工作经历和现职任期。 男性和女性之间没有差别的虚拟假设： 对立假设：对女性存在性别歧视 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. reg wage female educ exper tenure Source | SS df MS Number of obs = 526 -------------+------------------------------ F( 4, 521) = 74.40 Model | 2603.10658 4 650.776644 Prob F = 0.0000 Residual | 4557.30771 521 8.7472317 R-squared = 0.3635 -------------+------------------------------ Adj R-squared = 0.3587 Total | 7160.41429 525 13.6388844 Root MSE = 2.9576 ------------------------------------------------------------------------------ wage | Coef. Std. Err. t P|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- female | -1.810852 .2648252 -6.84 0.000 -2.331109 -1.290596 educ | .5715048 .0493373 11.58 0.000 .4745802 .6684293 exper | .0253959 .0115694 2.20 0.029 .0026674 .0481243 tenure | .1410051 .0211617 6.66 0.000 .0994323 .1825778 _cons | -1.567939 .7245511 -2.16 0.031 -2.991339 -.144538 ------------------------------------------------------------------------------ Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 负截距：没有意义；因为样本中没有一个人具有接近于零的educ,exper, tenure. Female的系数：如果找到受教育程度、工作经历和现职任期相同的一个女性和一个男性，那么平均来看，女性每小时比男性要少挣1.81美元。 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 A