连享会计量方法专题……
2019金秋十月-空间计量专题班,杨海生主讲,成都
简介 虚拟变量(Dummy variables)和交乘项(Interaction)
在对有组别或者等级的数据进行处理时,常常需要利用虚拟变量和交乘项来探究各组之间或各等级之间的结构性的差异(Structural Difference)
例: 探究婚姻对女性工资造成的结构性的差异
sysuse nlsw88.dta, clear
sum
Variable | Obs Mean Std. Dev. Min Max
-------------+------------------------------------------------
idcode | 2,246 2612.654 1480.864 1 5159
age | 2,246 39.15316 3.060002 34 46
race | 2,246 1.282725 .4754413 1 3
married | 2,246 .6420303 .4795099 0 1
never_marr~d | 2,246 .1041852 .3055687 0 1
-------------+------------------------------------------------
grade | 2,244 13.09893 2.521246 0 18
collgrad | 2,246 .2368655 .4252538 0 1
south | 2,246 .4194123 .4935728 0 1
smsa | 2,246 .7039181 .4566292 0 1
c_city | 2,246 .2916296 .4546139 0 1
-------------+------------------------------------------------
industry | 2,232 8.189516 3.010875 1 12
occupation | 2,237 4.642825 3.408897 1 13
union | 1,878 .2454739 .4304825 0 1
wage | 2,246 7.766949 5.755523 1.004952 40.74659
hours | 2,242 37.21811 10.50914 1 80
-------------+------------------------------------------------
ttl_exp | 2,246 12.53498 4.610208 .1153846 28.88461
tenure | 2,231 5.97785 5.510331 0 25.91667
基础模型(Basic Model)
w a g e = β 0 +