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Dependent Variable: LWAGE 4.

0
Method: Least Squares
Date: 05/26/19 Time: 19:24 3.5
Sample: 1 935
Included observations: 935
3.0
Variable Coefficient Std. Error t-Statistic Prob.
2.5
C 3.577012 1.680728 2.128252 0.0336

RESID2
EDUC 0.040134 0.006699 5.991363 0.0000 2.0
AGE 0.091729 0.101671 0.902209 0.3672
AGE^2 -0.001057 0.001527 -0.692302 0.4889 1.5
IQ 0.006053 0.000973 6.219977 0.0000
MARRIED 0.202610 0.040727 4.974885 0.0000
1.0
R-squared 0.181998 Mean dependent var 6.779004
Adjusted R-squared 0.177595 S.D. dependent var 0.421144 0.5
S.E. of regression 0.381921 Akaike info criterion 0.919190
Sum squared resid 135.5072 Schwarz criterion 0.950252 0.0
Log likelihood -423.7212 Hannan-Quinn criter. 0.931034 8 10 12 14 16 18 20
F-statistic 41.33870 Durbin-Watson stat 1.802722
Prob(F-statistic) 0.000000
EDUC

4.0 4.0 4.0

3.5 3.5 3.5

3.0 3.0 3.0

2.5 2.5 2.5

RESID2
RESID2

RESID2

2.0 2.0 2.0

1.5 1.5 1.5

1.0 1.0 1.0

0.5 0.5 0.5

0.0 0.0 0.0


26 28 30 32 34 36 38 40 700 800 900 1,000 1,200 1,400 40 60 80 100 120 140 160

AGE AGE2 IQ
RESID
1.5

1.0

0.5

0.0
4.0

-0.5
3.5

3.0 -1.0

2.5 -1.5
RESID2

2.0
-2.0
100 200 300 400 500 600 700 800 900
1.5

1.0 1.5

0.5
1.0
0.0
0 1 2 0.5

MARRIED 0.0

-0.5

-1.0

-1.5

-2.0
100 200 300 400 500 600 700 800 900

LWAGE Residuals
Heteroskedasticity Test: White

F-statistic 0.641541 Prob. F(18,916) 0.8684


Obs*R-squared 11.64051 Prob. Chi-Square(18) 0.8652 Heteroskedasticity Test: Harvey
Scaled explained SS 17.02249 Prob. Chi-Square(18) 0.5216
F-statistic 1.343206 Prob. F(5,929) 0.2437
Obs*R-squared 6.710891 Prob. Chi-Square(5) 0.2430
Test Equation:
Dependent Variable: RESID^2 Scaled explained SS 6.854608 Prob. Chi-Square(5) 0.2317
Method: Least Squares
Date: 05/26/19 Time: 22:52
Sample: 1 935 Test Equation:
Included observations: 935 Dependent Variable: LRESID2
Collinear test regressors dropped from specification Method: Least Squares
Date: 05/26/19 Time: 19:27
Variable Coefficient Std. Error t-Statistic Prob.
Sample: 1 935
C -114.3460 164.1141 -0.696747 0.4861 Included observations: 935
EDUC^2 0.000172 0.002147 0.079941 0.9363
EDUC*AGE 0.018759 0.037477 0.500542 0.6168 Variable Coefficient Std. Error t-Statistic Prob.
EDUC*AGE^2 -0.000250 0.000559 -0.447516 0.6546
EDUC*IQ -0.000176 0.000371 -0.473478 0.6360 C 13.48407 9.876290 1.365298 0.1725
EDUC*MARRIED -0.003954 0.014870 -0.265878 0.7904 EDUC 0.071672 0.039363 1.820792 0.0690
EDUC -0.325811 0.623249 -0.522763 0.6013 AGE -1.007323 0.597439 -1.686066 0.0921
AGE^2 -0.574540 0.913107 -0.629215 0.5294
AGE^2 0.014727 0.008972 1.641400 0.1011
AGE*AGE^2 0.010846 0.018453 0.587770 0.5568
AGE*IQ -0.001466 0.005203 -0.281689 0.7782 IQ -0.006647 0.005719 -1.162341 0.2454
AGE*MARRIED 0.161396 0.223106 0.723405 0.4696 MARRIED 0.004918 0.239317 0.020551 0.9836
AGE 13.31831 20.01741 0.665336 0.5060
AGE^2^2 -7.55E-05 0.000139 -0.541858 0.5880 R-squared 0.007177 Mean dependent var -3.283637
AGE^2*IQ 1.83E-05 7.80E-05 0.234788 0.8144 Adjusted R-squared 0.001834 S.D. dependent var 2.246304
AGE^2*MARRIED -0.002463 0.003381 -0.728490 0.4665 S.E. of regression 2.244243 Akaike info criterion 4.461010
IQ^2 -1.11E-05 3.32E-05 -0.332948 0.7392 Sum squared resid 4679.026 Schwarz criterion 4.492072
IQ*MARRIED -0.000196 0.001968 -0.099511 0.9208
Log likelihood -2079.522 Hannan-Quinn criter. 4.472854
IQ 0.032785 0.086799 0.377708 0.7057
MARRIED^2 -2.550918 3.669898 -0.695092 0.4872 F-statistic 1.343206 Durbin-Watson stat 2.037057
Prob(F-statistic) 0.243709
R-squared 0.012450 Mean dependent var 0.144928
Adjusted R-squared -0.006956 S.D. dependent var 0.249586
S.E. of regression 0.250452 Akaike info criterion 0.089015
Sum squared resid 57.45731 Schwarz criterion 0.187379
Log likelihood -22.61430 Hannan-Quinn criter. 0.126521
F-statistic 0.641541 Durbin-Watson stat 2.012154
Prob(F-statistic) 0.868362
Heteroskedasticity Test: Breusch-Pagan-Godfrey Heteroskedasticity Test: Glejser

F-statistic 0.628279 Prob. F(5,929) 0.6782 F-statistic 1.331018 Prob. F(5,929) 0.2487
Obs*R-squared 3.151029 Prob. Chi-Square(5) 0.6767 Obs*R-squared 6.650431 Prob. Chi-Square(5) 0.2480
Scaled explained SS 4.607903 Prob. Chi-Square(5) 0.4656 Scaled explained SS 7.140506 Prob. Chi-Square(5) 0.2104

Test Equation: Test Equation:


Dependent Variable: RESID^2 Dependent Variable: ARESID
Method: Least Squares Method: Least Squares
Date: 05/26/19 Time: 19:26 Date: 05/26/19 Time: 22:57
Sample: 1 935 Sample: 1 935
Included observations: 935 Included observations: 935

Variable Coefficient Std. Error t-Statistic Prob. Variable Coefficient Std. Error t-Statistic Prob.

C 1.295069 1.099452 1.177922 0.2391 C 1.322410 1.049459 1.260087 0.2080


EDUC 0.002596 0.004382 0.592343 0.5538 EDUC 0.007413 0.004183 1.772362 0.0767
AGE -0.066729 0.066508 -1.003321 0.3160 AGE -0.059370 0.063484 -0.935187 0.3499
AGE^2 0.000947 0.000999 0.948266 0.3432 AGE^2 0.000827 0.000953 0.867098 0.3861
IQ -0.000211 0.000637 -0.332104 0.7399 IQ -0.000707 0.000608 -1.164198 0.2446
MARRIED -0.002110 0.026641 -0.079219 0.9369 MARRIED -0.002921 0.025430 -0.114864 0.9086

R-squared 0.003370 Mean dependent var 0.144928 R-squared 0.007113 Mean dependent var 0.296678
Adjusted R-squared -0.001994 S.D. dependent var 0.249586 Adjusted R-squared 0.001769 S.D. dependent var 0.238685
S.E. of regression 0.249834 Akaike info criterion 0.070359 S.E. of regression 0.238474 Akaike info criterion -0.022714
Sum squared resid 57.98558 Schwarz criterion 0.101422 Sum squared resid 52.83221 Schwarz criterion 0.008348
Log likelihood -26.89292 Hannan-Quinn criter. 0.082203 Log likelihood 16.61886 Hannan-Quinn criter. -0.010870
F-statistic 0.628279 Durbin-Watson stat 2.017777 F-statistic 1.331018 Durbin-Watson stat 2.030709
Prob(F-statistic) 0.678234 Prob(F-statistic) 0.248650
Heteroskedasticity Test: ARCH

F-statistic 0.044187 Prob. F(1,932) 0.8336


Obs*R-squared 0.044280 Prob. Chi-Square(1) 0.8333

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/26/19 Time: 22:55
Sample (adjusted): 2 935
Included observations: 934 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C 0.146082 0.009455 15.45068 0.0000


RESID^2(-1) -0.006885 0.032755 -0.210207 0.8336

R-squared 0.000047 Mean dependent var 0.145083


Adjusted R-squared -0.001026 S.D. dependent var 0.249674
S.E. of regression 0.249802 Akaike info criterion 0.065845
Sum squared resid 58.15789 Schwarz criterion 0.076208
Log likelihood -28.74954 Hannan-Quinn criter. 0.069796
F-statistic 0.044187 Durbin-Watson stat 1.999180
Prob(F-statistic) 0.833552