Ch. 4 Stata - sociologiaの日記

C1
$voteA=\beta_0+\beta_1log(expendA)+\beta_2log(expendB)+\beta_3 prtystrA + u,$

(i) $\beta_1/100$ はA候補者の支出が1％増えた際に，A候補者が獲得する票数を示す．
(ii) In terms of the parameters, state the null hypothesis that a 1% increase in A’s expenditures
is offset by a 1% increase in B’s expenditures.
$\beta_1$ はプラス， $\beta_2$ はマイナスの影響を $voteA$ に及ぼすと考えられるので，
$\beta_1=-(\beta_2)$ となればよい．それゆえ， $H_0: \beta_1+\beta_2=0$ となる．
(iii) Do A’s expenditures affect the outcome? What about B’s expenditures?
Can you use these results to test the hypothesis in part (ii)?

 reg voteA lexpendA lexpendB prtystrA

      Source |       SS       df       MS              Number of obs =     173
-------------+------------------------------           F(  3,   169) =  215.23
       Model |  38405.1096     3  12801.7032           Prob > F      =  0.0000
    Residual |  10052.1389   169   59.480112           R-squared     =  0.7926
-------------+------------------------------           Adj R-squared =  0.7889
       Total |  48457.2486   172  281.728189           Root MSE      =  7.7123

------------------------------------------------------------------------------
       voteA |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    lexpendA |   6.083316     .38215    15.92   0.000     5.328914    6.837719
    lexpendB |  -6.615417   .3788203   -17.46   0.000    -7.363246   -5.867588
    prtystrA |   .1519574   .0620181     2.45   0.015     .0295274    .2743873
       _cons |   45.07893   3.926305    11.48   0.000     37.32801    52.82985
------------------------------------------------------------------------------

$voteA=45.08+6.08*log(expendA)+-6.62*log(expendB)+.15* prtystrA + u, n=173, R^2=0.79.$
テストするのは， $\frac{}{}$
(iv)