* Reference: Chapters 9 and 15 of * Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, * South-Western College Publishing, 2000. SAMPLE 1 935 READ (WAGE2.shd) wage hours IQ KWW educ exper tenure age married & black south urban sibs brthord meduc feduc lwage SET MISSVALU=-999 SET SKIPMISS SET NOWARNMISS * Example 9.3 * Table 9.2, p. 287 OLS lwage educ exper tenure married south urban black OLS lwage educ exper tenure married south urban black IQ * Generate an interaction variable GENR educIQ=educ*IQ OLS lwage educ exper tenure married south urban black IQ educIQ * Example 15.2, p. 468 OLS educ sibs INST lwage educ (sibs) * Compare IV estimation with OLS OLS lwage educ * Example 15.6, p. 482 INST lwage educ exper tenure married south urban black IQ & (educ exper tenure married south urban black KWW) STOP