2.
. * Problem 2 -- use file yule.dta . reg paup outratio propold pop . *next calculate leverage, studentized residual, and cook . predict leverage, leverage . predict student, rstudent . predict cook, cooksd . * next identify cases with high values of student . list union student if abs(student) > 2 . * next calculate Bonferroni significance for student . display .01/(2*32) .00015625 . * next calculate 2(p/n) cutoff for leverage . display 2*4/32 .25 . list union leverage if leverage > 2*4/32 . * next do stem and leaf display for cook (can't find . * how to make index plot in STATA) . stem cook . list union cook if cook > .3 . * green-colored lines added 18 Apr 2005 . * next do index plot (I found out how) . gen secno=_n . * this generates sequence number secno; next do plot . graph cook secno, twoway connect(l[.]) . * next calculate percentile of F distribution . gen fperc=100*F(4,28,cook) . list union cook fperc if fperc>10 . * next use Hadi procedure creating variables hadiout (1 if . * Hadi outlier, 0 otherwise) and Mahalanobis distance . hadimvo paup outratio propold pop, generate (hadiout mahadist) . * next list Hadi outliers . list union mahadist if hadiout . * next do regressions with 30 cases that are not outliers . reg paup outratio if ~hadiout . reg paup outratio propold if ~hadiout . reg paup outratio propold pop if ~hadiout . reg paup outratio pop if ~hadiout . * next do robust regression with original 32 cases . rreg paup outratio propold pop
3. reg y x1 x2 x3
corr x1 x2 x3
4. reg y x1 x2 x3
vif
reg y x1
5. reg y x
predict residuals, residuals
predict yhat, xb
scatter residuals yhat
reg y x
hettest
reg y x, robust
reg y x, hc2
reg y x, hc3
6. reg y x
predict resids, residuals
*use excel to create an “obs” variable 1-20
scatter residuals obs
reg y x
dwstat
7. tsset x
prais y x, rhotype(reg)
prais y x, corc
Last modified 18 Apr 2005