library(AER);library(stargazer)
data(mroz, package=’wooldridge’)
str(mroz)
head(mroz)
summary(mroz)
# restrict to non-missing wage observations
oursample <- subset(mroz, !is.na(wage)) #驚嘆號是not的意思
oursample
#
ols<-lm(log(wage)~educ+exper+I(exper^2) , data=oursample)
oursample$exp2 <- oursample$exper^2
lm(log(wage)~educ+exper+exp2 , data=oursample)
ols
# 1st stage: reduced form
stage1 <- lm(educ~exper+I(exper^2)+motheduc+fatheduc, data=oursample)
# 2nd stage
man.2SLS<-lm(log(wage)~fitted(stage1)+exper+I(exper^2), data=oursample)
# Automatic 2SLS estimation
aut.2SLS<-ivreg(log(wage)~educ+exper+I(exper^2)
| motheduc+fatheduc+exper+I(exper^2) , data=oursample)
# Pretty regression table
stargazer(ols,stage1,man.2SLS,aut.2SLS,type=”text”,keep.stat=c(“n”,”rsq”))