1. We estimated the two regression models using the BWGHT.DTA data; you should be able to open the data sets and find what each variable stands for. Use output (1) to answer questions (a) and (b); output (2) to answer question (c); and both outputs to answer question (d): (1). reg ibwght cigs lfamine parity male white Source I ss MS Mumber of obs 1,308 13.69 0.0000 0.0472 0.0437 F(S, 1382) Model I 2.37917499 Residual I 48.0411586 .475834999 034762054 Prob > 7 1,382 R-squared Adj R-aquared Root MSE Total | 50.4203336 1,387 036352079 .18645 lbwght I Coef. Std. Err. (95 Conf. Interval) cigs I lfamine I 0.000 0.118 0.005 -.0043502 0008518 0059308 -.0060212 -.002357 0049213 -.0026791 .0209118 -5.11 .0092774 1.56 parity I male I .0159828 0265458 .0056388 0100295 0130518 2.83 .0270443 2.65 0.008 .0068711 .0462206 080391 4.701193 white I .0547875 4.20 0.000 029184 cons I םרר657 .4 .0221653 210.14 0.000 4.61423 (2). reg lbwght cigs lfamine parity male white mothedue fathedue Source I 1,191 8.76 0.0000 0.0493 df MS Mumber of obs Model I Residual | F(7, 1183) Prob > F 2.073938 .296276857 39.9911354 1,183 .033804848 R-squared Adj R-squared 0.0437 Total I 42.0650733 1,190 035348801 Root MSE .18386 lbwght I Coef. Std. Err. (95 Conf. Interval] -5.08 cigs | lfamine | -.0052144 .0010268 .0085404 0.000 -.0072288 -.0031999 0277876 .0110315 1.29 0.197 -.0057247 0172014 .034143 .0061335 2.80 0.005 parity I male I white I motheduc I -.0029763 fatheduc I cons I .0051676 0292351 .0551404 .0107022 3.19 0.001 .0131455 .0453991 .015087 3.01 0.003 .0157988 .0749993 0029731 -1.00 0.317 -.0088094 .0028568 .0026084 1.26 0.209 0.000 .0032763 -.0018413 .008394 4.652674 .0381545 121.94 4.577816 27532ר.4 (a) Interpret the coefficient on the variable cigs. In particular, what is the effect on birthweight from smoking 10 or more cigarettes a day? (b) How much more is a white child predicted to weigh than a nonwhite child, holding the other factors fixed? Is the difference statistically significant? (c) Comment on the estimated effect and the statistical significance of mother's education. (d) Test for the joint significance of the two variables, mother's education and father's education at the five percent level of significance. Properly state the null and alternative hypotheses, decision rule, critical F statistic, and then state your decision.

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Solve for only the last question (d)

1. We estimated the two regression models using the BWGHT.DTA data; you should be able to open the
data sets and find what each variable stands for. Use output (1) to answer questions (a) and (b); output (2)
to answer question (c); and both outputs to answer question (d):
(1). reg lbwght cigs lfamine parity male white
Source |
ss
df
MS
Number of obs
F(5, 1382)
Prob > F
R-squared
Adj R-squared
1,388
13.69
Model |
Residual |
2.37917499
5
475834999
.034762054
0.0000
48.0411586
1,382
0.0472
0.0437
Total |
50.4203336
1,387
.036352079
Root MSE
.18645
lbwght |
Coef.
Std. Err.
(95% Conf. Interval]
t
P>It|
cigs |
lfamine |
-.0043502
.0092774
.0008518
-5.11
0.000
0.118
0.005
-.0060212
-.0026791
.0059308
.0056388
0100295
1.56
-.002357
0209118
parity I
male |
white |
.0159828
.0265458
.0547875
4.657711
2.83
.0049213
.0068711
0270443
.0462206
080391
2.65
0.008
0.000
.
.0130518
.0221653
.029184
4.61423
4.20
cons |
210.14
0.000
4.701193
(2). reg lbwght cigs lfamine parity male white motheduc fatheduc
Source |
1,191
8.76
s
df
MS
Number of obs
F(7, 1183)
Prob > F
------
Model |
Residual I
2.073938
.296276857
.033804848
7
0.0000
39.9911354
1,183
R-squared
Adj R-squared
0.0493
0.0437
Total |
42.0650733
1,190
035348801
Root MSE
.18386
lbwght |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
cigs |
lfaminc |
-.0052144
.0110315
.0010268
.0085404
-5.08
0.000
-.0031999
.0277876
-.0072288
1.29
0.197
-.0057247
parity |
male |
white
.0172014
.0061335
2.80
0.005
0.001
0.003
.0051676
.0292351
.0107022
.015087
.0029731
.0026084
.0381545
.034143
3.19
.0131455
.0551404
.0453991
3.01
.0157988
.0749993
motheduc |
fatheduc |
cons |
-.0029763
-1.00
0.317
-.0088094
.0028568
.0032763
1.26
0.209
-.0018413
.008394
4.652674
121.94
0.000
4.577816
4.727532
(a) Interpret the coefficient on the variable cigs. In particular, what is the effect on birthweight from
smoking 10 or more cigarettes a day?
(b) How much more is a white child predicted to weigh than a nonwhite child, holding the other factors
fixed? Is the difference statistically significant?
(c) Comment on the estimated effect and the statistical significance of mother's education.
(d) Test for the joint significance of the two variables, mother's education and father's education at the five
percent level of significance. Properly state the null and alternative hypotheses, decision rule, critical F
statistic, and then state your decision.
Transcribed Image Text:1. We estimated the two regression models using the BWGHT.DTA data; you should be able to open the data sets and find what each variable stands for. Use output (1) to answer questions (a) and (b); output (2) to answer question (c); and both outputs to answer question (d): (1). reg lbwght cigs lfamine parity male white Source | ss df MS Number of obs F(5, 1382) Prob > F R-squared Adj R-squared 1,388 13.69 Model | Residual | 2.37917499 5 475834999 .034762054 0.0000 48.0411586 1,382 0.0472 0.0437 Total | 50.4203336 1,387 .036352079 Root MSE .18645 lbwght | Coef. Std. Err. (95% Conf. Interval] t P>It| cigs | lfamine | -.0043502 .0092774 .0008518 -5.11 0.000 0.118 0.005 -.0060212 -.0026791 .0059308 .0056388 0100295 1.56 -.002357 0209118 parity I male | white | .0159828 .0265458 .0547875 4.657711 2.83 .0049213 .0068711 0270443 .0462206 080391 2.65 0.008 0.000 . .0130518 .0221653 .029184 4.61423 4.20 cons | 210.14 0.000 4.701193 (2). reg lbwght cigs lfamine parity male white motheduc fatheduc Source | 1,191 8.76 s df MS Number of obs F(7, 1183) Prob > F ------ Model | Residual I 2.073938 .296276857 .033804848 7 0.0000 39.9911354 1,183 R-squared Adj R-squared 0.0493 0.0437 Total | 42.0650733 1,190 035348801 Root MSE .18386 lbwght | Coef. Std. Err. t P>|t| [95% Conf. Interval] cigs | lfaminc | -.0052144 .0110315 .0010268 .0085404 -5.08 0.000 -.0031999 .0277876 -.0072288 1.29 0.197 -.0057247 parity | male | white .0172014 .0061335 2.80 0.005 0.001 0.003 .0051676 .0292351 .0107022 .015087 .0029731 .0026084 .0381545 .034143 3.19 .0131455 .0551404 .0453991 3.01 .0157988 .0749993 motheduc | fatheduc | cons | -.0029763 -1.00 0.317 -.0088094 .0028568 .0032763 1.26 0.209 -.0018413 .008394 4.652674 121.94 0.000 4.577816 4.727532 (a) Interpret the coefficient on the variable cigs. In particular, what is the effect on birthweight from smoking 10 or more cigarettes a day? (b) How much more is a white child predicted to weigh than a nonwhite child, holding the other factors fixed? Is the difference statistically significant? (c) Comment on the estimated effect and the statistical significance of mother's education. (d) Test for the joint significance of the two variables, mother's education and father's education at the five percent level of significance. Properly state the null and alternative hypotheses, decision rule, critical F statistic, and then state your decision.
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