Untitled
unknown
plain_text
a year ago
1.3 kB
2
Indexable
Never
install.packages("ivmodel") library(ivmodel) card=card.data[,-35] head(card) #endogenitas lwage=as.matrix(card[,33]) educ=card[,c(4)] exper=card[,(32)] expersq=card[,c(34)] black=card[,c(22)] smsa=card[,c(23)] south=card[,c(24)] library(lmtest) model=lm(lwage~educ+exper+expersq+black+smsa+south) summary(model) #uji keberadaan tiap variabel m<-data.frame(card$educ, card$exper, card$expersq, card$black, card$smsa, card$south) cor(m) ##Uji keberadaan korelasi tiap variabel yang memiliki korelas kuat dengan residual model m1<-data.frame(card$educ, card$exper, card$expersq, model$residuals) cor(m1) ##Reduced from schooling# #educ sebagai y age=card[,c(25)] age2=card[,c(5)]^2 black=card[,c(22)] smsa=card[,c(23)] south=card[,c(24)] nearc4=card[,c(3)] model1=lm(educ~age+age2+black+smsa+south+nearc4) summary(model1) #wage equation estimated by IV# install.packages("ivpack") library(ivpack) Y=as.matrix(card[,33]) En<-cbind(schooling=educ,exper,expersq) #variabel endogenik W<-cbind(black,smsa,south)#variabel eksogenik z<-cbind(age,age2,nearc4)#variabel instrumen iv<-ivreg(Y~En+W|W+z) summary(iv,diagnostics=TRUE) ##Heteroskedastisitas #menguji adanya ragam residual yang tidak homogen library(lmtest) install.packages("skedastic") library(skedastic)