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library(data.table)
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library(sandwich)library(jtools)library(lmtest)
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library(estimatr)library(wooldridge)library(AER)
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library(car)library(openintro)
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Original model not retained as part of coeftest object. For additional model summary information (r.squared, df, etc.), consider passing `glance.coeftest()` an object where the underlying model has been saved, i.e.`lmtest::coeftest(..., save = TRUE)`.
This message is displayed once per session.
Model 1
Model 2
Model 3
Model 4
(Intercept)
-1.14
-1.14
-1.14
-1.14
(0.66)
(0.75)
(0.76)
(0.74)
educ
0.53 ***
0.53 ***
0.53 ***
0.53 ***
(0.05)
(0.06)
(0.06)
(0.06)
tenure
0.15 ***
0.15 ***
0.15 ***
0.15 ***
(0.02)
(0.03)
(0.03)
(0.03)
female
-1.71 ***
-1.71 ***
-1.71 ***
-1.71 ***
(0.27)
(0.25)
(0.25)
(0.25)
married
0.69 *
0.69 **
0.69 **
0.69 **
(0.27)
(0.25)
(0.25)
(0.25)
N
526
526
526
526
R2
0.37
0.37
*** p < 0.001; ** p < 0.01; * p < 0.05.
bptest(model_wage)
studentized Breusch-Pagan test
data: model_wage
BP = 43.443, df = 4, p-value = 8.373e-09
linearHypothesis(model_wage, "educ = 0", type =c("F"))
Linear hypothesis test:
educ = 0
Model 1: restricted model
Model 2: wage ~ educ + tenure + female + married
Res.Df RSS Df Sum of Sq F Pr(>F)
1 522 5652.7
2 521 4545.2 1 1107.6 126.96 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
linearHypothesis(model_wage, c("educ = 0", "female = 0"), type =c("F"))
Linear hypothesis test:
educ = 0
female = 0
Model 1: restricted model
Model 2: wage ~ educ + tenure + female + married
Res.Df RSS Df Sum of Sq F Pr(>F)
1 523 6137.7
2 521 4545.2 2 1592.6 91.275 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
