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User: RODRIGO

1 . do "/var/folders/9q/r706v0p92lg3n325k0hnz6980000gn/T//SD03109.000000"

2 . /***** oferta de mano de obra de trabajadoras casadas ****/


3 .
4 . *horas de trabajo
5 . *ingreso
6 . *educación
7 . *edad
8 . *niños menores a 6 años
9 . *ingreso familiar menos el ingreso de la mujer
10 .
11 . *ingreso
12 . *horas de trabajo
13 . *educación
14 . *experiencia y experiencia2
15 .
16 . *se debe aplicar la prueba de hausman de endogeneidad
17 . *trabajar con mroz
18 .
19 . describe

Contains data from /Users/macbook/Documents/STATA/modelo ee ss/mroz ecuaciones simultane


obs: 753
vars: 26 26 Apr 2021 03:26
size: 39,909

storage display value


variable name type format label variable label

inlf byte %9.0g =1 if in lab frce, 1975


hours int %9.0g hours worked, 1975
kidslt6 byte %9.0g # kids < 6 years
kidsge6 byte %9.0g # kids 6-18
age byte %9.0g woman's age in yrs
educ byte %9.0g years of schooling
wage float %9.0g est. wage from earn, hrs
repwage float %9.0g rep. wage at interview in 1976
hushrs int %9.0g hours worked by husband, 1975
husage byte %9.0g husband's age
huseduc byte %9.0g husband's years of schooling
huswage float %9.0g husband's hourly wage, 1975
faminc float %9.0g family income, 1975
mtr float %9.0g fed. marg. tax rte facing woman
motheduc byte %9.0g mother's years of schooling
fatheduc byte %9.0g father's years of schooling
unem float %9.0g unem. rate in county of resid.
city byte %9.0g =1 if live in SMSA
exper byte %9.0g actual labor mkt exper

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User: RODRIGO

nwifeinc float %9.0g (faminc - wage*hours)/1000


lwage float %9.0g log(wage)
expersq int %9.0g exper^2
_est_mco1 byte %8.0g esample() from estimates store
_est_mco2 byte %8.0g esample() from estimates store
_est_mc2e1 byte %8.0g esample() from estimates store
_est_mc2e2 byte %8.0g esample() from estimates store

Sorted by:
Note: Dataset has changed since last saved.

20 . sum

Variable Obs Mean Std. Dev. Min Max

inlf 753 .5683931 .4956295 0 1


hours 753 740.5764 871.3142 0 4950
kidslt6 753 .2377158 .523959 0 3
kidsge6 753 1.353254 1.319874 0 8
age 753 42.53785 8.072574 30 60

educ 753 12.28685 2.280246 5 17


wage 753 2.374565 3.241829 0 25
repwage 753 1.849734 2.419887 0 9.98
hushrs 753 2267.271 595.5666 175 5010
husage 753 45.12085 8.058793 30 60

huseduc 753 12.49137 3.020804 3 17


huswage 753 7.482179 4.230559 .4121 40.509
faminc 753 23080.59 12190.2 1500 96000
mtr 753 .6788632 .0834955 .4415 .9415
motheduc 753 9.250996 3.367468 0 17

fatheduc 753 8.808765 3.57229 0 17


unem 753 8.623506 3.114934 3 14
city 753 .6427623 .4795042 0 1
exper 753 10.63081 8.06913 0 45
nwifeinc 753 20.12896 11.6348 -.0290575 96

lwage 428 1.190173 .7231978 -2.054164 3.218876


expersq 753 178.0385 249.6308 0 2025
_est_mco1 753 .5683931 .4956295 0 1
_est_mco2 753 .5683931 .4956295 0 1
_est_mc2e1 753 .5683931 .4956295 0 1

_est_mc2e2 753 .5683931 .4956295 0 1

21 .
22 . *comenzamos aplicando MCO

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User: RODRIGO

23 . reg hours lwage educ age kidslt6 nwifeinc /* y1 y2 x1 x2 x3 x4 */

Source SS df MS Number of obs = 428


F(5, 422) = 3.16
Model 9290528.56 5 1858105.71 Prob > F = 0.0082
Residual 248020491 422 587726.283 R-squared = 0.0361
Adj R-squared = 0.0247
Total 257311020 427 602601.92 Root MSE = 766.63

hours Coef. Std. Err. t P>|t| [95% Conf. Interval]

lwage -2.046796 54.88015 -0.04 0.970 -109.9193 105.8257


educ -6.62187 18.11627 -0.37 0.715 -42.23123 28.98749
age .5622541 5.140012 0.11 0.913 -9.540961 10.66547
kidslt6 -328.8584 101.4573 -3.24 0.001 -528.2831 -129.4338
nwifeinc -5.918459 3.683341 -1.61 0.109 -13.15844 1.321522
_cons 1523.775 305.5755 4.99 0.000 923.1352 2124.414

24 . estimates store mco1

25 .
26 . sum lwage hours educ exper expersq

Variable Obs Mean Std. Dev. Min Max

lwage 428 1.190173 .7231978 -2.054164 3.218876


hours 753 740.5764 871.3142 0 4950
educ 753 12.28685 2.280246 5 17
exper 753 10.63081 8.06913 0 45
expersq 753 178.0385 249.6308 0 2025

27 .
28 . reg lwage hours educ exper expersq

Source SS df MS Number of obs = 428


F(4, 423) = 20.16
Model 35.7620024 4 8.9405006 Prob > F = 0.0000
Residual 187.565438 423 .443417112 R-squared = 0.1601
Adj R-squared = 0.1522
Total 223.327441 427 .523015084 Root MSE = .6659

lwage Coef. Std. Err. t P>|t| [95% Conf. Interval]

hours -.0000565 .0000438 -1.29 0.197 -.0001426 .0000295


educ .1062139 .0141698 7.50 0.000 .0783619 .1340659
exper .0447035 .013387 3.34 0.001 .0183902 .0710168

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expersq -.0008585 .0003946 -2.18 0.030 -.0016342 -.0000828


_cons -.4619955 .2038477 -2.27 0.024 -.8626761 -.0613149

29 . estimates store mco2

30 .
31 . estimates table mco1 mco2, star

Variable mco1 mco2

lwage -2.0467958
educ -6.6218695 .10621388***
age .5622541
kidslt6 -328.85844**
nwifeinc -5.9184585
hours -.00005655
exper .04470347***
expersq -.00085854*
_cons 1523.7748*** -.46199546*

legend: * p<0.05; ** p<0.01; *** p<0.001

32 .
33 . *ahora corremos mc2e
34 . ivregress 2sls hours educ age kidslt6 nwifeinc (lwage = educ age kidslt6 nwifeinc expe
> rsq), first

First-stage regressions

Number of obs = 428


F( 6, 421) = 13.69
Prob > F = 0.0000
R-squared = 0.1633
Adj R-squared = 0.1514
Root MSE = 0.6662

lwage Coef. Std. Err. t P>|t| [95% Conf. Interval]

educ .1011113 .0149618 6.76 0.000 .0717023 .1305204


age -.0025561 .005192 -0.49 0.623 -.0127615 .0076492
kidslt6 -.0532185 .0884411 -0.60 0.548 -.2270596 .1206225
nwifeinc .00556 .0033104 1.68 0.094 -.0009469 .0120669
exper .0418643 .0132377 3.16 0.002 .015844 .0678846
expersq -.0007625 .0004008 -1.90 0.058 -.0015503 .0000253
_cons -.4471607 .2852028 -1.57 0.118 -1.00776 .1134381

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User: RODRIGO

Instrumental variables (2SLS) regression Number of obs = 428


Wald chi2(5) = 17.45
Prob > chi2 = 0.0037
R-squared = .
Root MSE = 1344.7

hours Coef. Std. Err. z P>|z| [95% Conf. Interval]

lwage 1639.556 467.2656 3.51 0.000 723.7318 2555.379


educ -183.7513 58.68409 -3.13 0.002 -298.77 -68.73257
age -7.806092 9.312048 -0.84 0.402 -26.05737 10.44519
kidslt6 -198.1543 181.6424 -1.09 0.275 -554.1669 157.8583
nwifeinc -10.16959 6.568215 -1.55 0.122 -23.04306 2.703873
_cons 2225.662 570.5226 3.90 0.000 1107.458 3343.866

Instrumented: lwage
Instruments: educ age kidslt6 nwifeinc exper expersq

35 . estimates store mc2e1

36 .
37 . estat endog

Tests of endogeneity
Ho: variables are exogenous

Durbin (score) chi2(1) = 40.2194 (p = 0.0000)


Wu-Hausman F(1,421) = 43.6648 (p = 0.0000)

38 . estat overid /* Ho el modelo y las IV estan correctamente identificadas */

Tests of overidentifying restrictions:

Sargan (score) chi2(1) = .862201 (p = 0.3531)


Basmann chi2(1) = .849812 (p = 0.3566)

39 .
40 . ivregress 2sls lwage educ exper expersq (hours = educ age kidslt6 nwifeinc exper exper
> irst

First-stage regressions

Number of obs = 428


F( 6, 421) = 10.36

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User: RODRIGO

Prob > F = 0.0000


R-squared = 0.1287
Adj R-squared = 0.1163
Root MSE = 729.7552

hours Coef. Std. Err. t P>|t| [95% Conf. Interval]

educ -17.75726 16.38873 -1.08 0.279 -49.97119 14.45666


exper 51.73947 14.50029 3.57 0.000 23.23749 80.24145
expersq -.5757872 .4390004 -1.31 0.190 -1.438693 .2871184
age -15.7096 5.687132 -2.76 0.006 -26.88831 -4.530886
kidslt6 -294.8382 96.87609 -3.04 0.002 -485.2592 -104.4171
nwifeinc -.1065587 3.626105 -0.03 0.977 -7.234084 7.020967
_cons 1691.031 312.4039 5.41 0.000 1076.965 2305.097

Instrumental variables (2SLS) regression Number of obs = 428


Wald chi2(4) = 77.01
Prob > chi2 = 0.0000
R-squared = 0.1257
Root MSE = .67545

lwage Coef. Std. Err. z P>|z| [95% Conf. Interval]

hours .0001259 .0002531 0.50 0.619 -.0003702 .000622


educ .11033 .0154334 7.15 0.000 .0800811 .1405789
exper .0345824 .0193774 1.78 0.074 -.0033966 .0725613
expersq -.0007058 .0004514 -1.56 0.118 -.0015905 .000179
_cons -.6557254 .3358094 -1.95 0.051 -1.3139 .002449

Instrumented: hours
Instruments: educ exper expersq age kidslt6 nwifeinc

41 . estimates store mc2e2

42 .
43 . estimates table mco1 mco2 mc2e1 mc2e2, star

Variable mco1 mco2 mc2e1 mc2e2

lwage -2.0467958 1639.5556***


educ -6.6218695 .10621388*** -183.75128** .11033***
age .5622541 -7.8060922
kidslt6 -328.85844** -198.15431
nwifeinc -5.9184585 -10.169591

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hours -.00005655 .0001259


exper .04470347*** .03458236
expersq -.00085854* -.00070577
_cons 1523.7748*** -.46199546* 2225.6619*** -.65572542

legend: * p<0.05; ** p<0.01; *** p<0.001

44 .
end of do-file

45 .

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