cap log c
clear
#delimit
set more 1;
cd\ti2003;
log using males2.log,replace t;
/* males2.log */
use males2;
/* 'tsset' the observations */
tsset NR YEAR;

/* fixed effect estimation */ 
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB, fe i(NR);
est store fixed;
predict ee,e;
/* Breusch-Godfrey test on autocorrelation */
xtreg ee l.ee  SCHOOL AGE AGE2 UNION MAR BLACK PUB, fe i(NR);
drop ee;
/* fixed effect estimation with robust standard errors */ 
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB, fe i(NR) cluster (NR);
est store fixed2;

/* first differences */
reg d.WAGE d.SCHOOL d.AGE d.AGE2 d.UNION d.MAR d.BLACK d.PUB,nocon;
predict ee,res;
/* Breusch-Godfrey test on autocorrelation */
reg ee l.ee  d.SCHOOL d.AGE d.AGE2 d.UNION d.MAR d.BLACK d.PUB,nocon;

/* first differences with robust standard errors */
reg d.WAGE d.SCHOOL d.AGE d.AGE2 d.UNION d.MAR d.BLACK d.PUB,nocon cluster(NR);


/* random effects estimation */
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB, re i(NR);
est store random;
/* hausman test */
hausman fixed random;

/* random effects estimation with robust standard errors */
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB, re i(NR) cluster(NR);
est store random2;
hausman fixed2 random2;
stop;

xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB 
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8, fe i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB
      MAGE MAGE2 MUNION MMAR MPUB
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8, re i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;
xthaus;
reg SCHOOL MAGE MAGE2 BLACK MUNION MMAR MPUB HISP HEALTH1;
test HISP HEALTH1;
predict ESCHOOL, resid;
xtreg WAGE SCHOOL EXPER EXPER2 UNION MAR BLACK PUB
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8 ESCHOOL, fe i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;
xtreg WAGE SCHOOL EXPER EXPER2 UNION MAR BLACK PUB
      MAGE MAGE2 MUNION MMAR MPUB
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8 ESCHOOL, re i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;
xthaus;
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB 
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8 ESCHOOL, fe i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;
xtreg WAGE SCHOOL AGE AGE2 UNION MAR BLACK PUB
      MAGE MAGE2 MUNION MMAR MPUB
      YEART3 YEART4 YEART5 YEART6 YEART7 YEART8 ESCHOOL, re i(NR);
test YEART3 YEART4 YEART5 YEART6 YEART7 YEART8;

log c;
clear;