#delimit;
**Do file for Homework 6, Emprical Anlysis of Microdata, Osaka University**;
**11/12/2002**;
**by Daiji Kawaguchi**;

clear;
set more off;
set mem 250m;
cap log close;
log using \stataproject\micrometrics\hw6\hw6.log, replace;

*Page 294, 10.7 GPA of student athlete;

use \stataproject\micrometrics\hw6\gpa.dta,replace;
*Fixed Effects Estimation;
xtreg trmgpa spring crsgpa frstsem season, fe i(id);
hausman,save;
*Random Effects Estimation;
xtreg trmgpa spring crsgpa frstsem season sat verbmath hsperc hssize black female, re i(id);
hausman;


*Page 295, 10.10 Murder rate and death penalty;

use \stataproject\micrometrics\hw6\murder.dta,replace;
*First Difference Estimation;
*You MUST include time dummy because theta_t is included in the specification;
reg cmrdrte d93 cexec cunem;
*Test of serical correlation of ideosyncratic error;
predict uhat,residual;
gen uhatlag=uhat[_n-1] if id==id[_n-1];
reg uhat uhatlag;
*Fixed Effects Estimation;
xtreg mrdrte d90 d93 exec unem,i(id) fe;

*Page 295, 10.11 Lowbirth Weight and AFDC (Estimatoin of HH production function);

use \stataproject\micrometrics\hw6\lowbirth.dta,replace;
*OLS estimation with usual standard error;
reg lowbrth d90 afdcprc lphypc lbedspc lpcinc lpopul; 
*OLS estimation with serical correlation-robust standard error;
reg lowbrth d90 afdcprc lphypc lbedspc lpcinc lpopul,cluster(stateabb); 
*First Difference Estimation;
reg clowbrth cafdcprc clphypc clbedspc clpcinc clpopul;
*First Difference Estimation with quadratic term of afdcprc;
reg clowbrth cafdcprc cafdcpsq clphypc clbedspc clpcinc clpopul;
*Calculation of turning point;
di -_b[cafdcprc]/(2*_b[cafdcpsq]);

log close;
exit;