------------------------------------------------------------------------------- log: d:\bill\spring2008\econ47950\michigan.log log type: text opened on: 26 Feb 2008, 22:09:51 . *read in stata data file; . use michigan; . * construct new variables; . gen mi=state==26; . * michigan dummy; . gen hike=month>=33; . * treatment period dummy; . gen treatment=hike*mi; . * treatment dummy variable; . label var mi "michigan dummy variable"; . label var hike "time period after tax hike"; . label var treatment "=1 if in in after tax hike"; . * get means of smoking rates for the 2xs box; . sort mi hike; . by mi hike: sum smoked; ------------------------------------------------------------------------------- -> mi = 0, hike = 0 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- smoked | 26441 .1950002 .3962083 0 1 ------------------------------------------------------------------------------- -> mi = 0, hike = 1 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- smoked | 18852 .1827923 .3865064 0 1 ------------------------------------------------------------------------------- -> mi = 1, hike = 0 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- smoked | 17790 .1957279 .3967712 0 1 ------------------------------------------------------------------------------- -> mi = 1, hike = 1 Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- smoked | 12943 .1783203 .382797 0 1 . * now run the regression; . reg smoked mi hike treatment; Source | SS df MS Number of obs = 76026 -------------+------------------------------ F( 3, 76022) = 8.59 Model | 3.95288903 3 1.31762968 Prob > F = 0.0000 Residual | 11663.5888 76022 .153423862 R-squared = 0.0003 -------------+------------------------------ Adj R-squared = 0.0003 Total | 11667.5417 76025 .153469803 Root MSE = .39169 ------------------------------------------------------------------------------ smoked | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mi | .0007277 .0037982 0.19 0.848 -.0067168 .0081723 hike | -.0122079 .0037337 -3.27 0.001 -.019526 -.0048898 treatment | -.0051997 .0058668 -0.89 0.375 -.0166985 .0062991 _cons | .1950002 .0024088 80.95 0.000 .1902789 .1997215 ------------------------------------------------------------------------------ . * now control for observed characteristics; . * generate dummy variables to control for race, parity, education and age; . xi i.age i.mrace3 i.meduc6 i.ageg; i.ageg _Iageg_1-6 (naturally coded; _Iageg_1 omitted) i.mrace3 _Imrace3_1-3 (naturally coded; _Imrace3_1 omitted) i.meduc6 _Imeduc6_1-6 (naturally coded; _Imeduc6_1 omitted) . * add these variables to the model; . reg smoked mi hike treatment _I*; Source | SS df MS Number of obs = 76026 -------------+------------------------------ F( 15, 76010) = 474.06 Model | 998.136229 15 66.5424153 Prob > F = 0.0000 Residual | 10669.4055 76010 .140368445 R-squared = 0.0855 -------------+------------------------------ Adj R-squared = 0.0854 Total | 11667.5417 76025 .153469803 Root MSE = .37466 ------------------------------------------------------------------------------ smoked | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mi | -.0039841 .0036501 -1.09 0.275 -.0111382 .00317 hike | -.0030636 .0035745 -0.86 0.391 -.0100696 .0039424 treatment | -.0051552 .0056122 -0.92 0.358 -.0161551 .0058447 _Iageg_2 | .105199 .0052283 20.12 0.000 .0949516 .1154464 _Iageg_3 | .0945588 .005333 17.73 0.000 .0841062 .1050115 _Iageg_4 | .0866301 .0055743 15.54 0.000 .0757045 .0975558 _Iageg_5 | .0906785 .0065242 13.90 0.000 .077891 .1034659 _Iageg_6 | .085354 .0119853 7.12 0.000 .0618628 .1088452 _Imrace3_2 | -.0577046 .003944 -14.63 0.000 -.0654348 -.0499744 _Imrace3_3 | -.0858833 .0092265 -9.31 0.000 -.1039671 -.0677994 _Imeduc6_2 | .1952936 .0091328 21.38 0.000 .1773933 .2131938 _Imeduc6_3 | .0244759 .008641 2.83 0.005 .0075396 .0414122 _Imeduc6_4 | -.0918729 .0088732 -10.35 0.000 -.1092644 -.0744814 _Imeduc6_5 | -.1945366 .008975 -21.68 0.000 -.2121276 -.1769455 _Imeduc6_6 | .0156193 .0145937 1.07 0.284 -.0129844 .044223 _cons | .1476714 .0092008 16.05 0.000 .1296378 .165705 ------------------------------------------------------------------------------ . * now control for all time periods and all states; . * need to define time and state dummies; . * in the regression, drop the mi and hike variables; . xi i.age i.mrace3 i.meduc6 i.ageg i.state i.month; i.ageg _Iageg_1-6 (naturally coded; _Iageg_1 omitted) i.mrace3 _Imrace3_1-3 (naturally coded; _Imrace3_1 omitted) i.meduc6 _Imeduc6_1-6 (naturally coded; _Imeduc6_1 omitted) i.state _Istate_19-42 (naturally coded; _Istate_19 omitted) i.month _Imonth_1-56 (naturally coded; _Imonth_1 omitted) . reg smoked treatment _I*; Source | SS df MS Number of obs = 76026 -------------+------------------------------ F( 70, 75955) = 102.48 Model | 1006.80931 70 14.3829901 Prob > F = 0.0000 Residual | 10660.7324 75955 .140355901 R-squared = 0.0863 -------------+------------------------------ Adj R-squared = 0.0854 Total | 11667.5417 76025 .153469803 Root MSE = .37464 ------------------------------------------------------------------------------ smoked | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- treatment | -.0053194 .0056134 -0.95 0.343 -.0163216 .0056828 _Iageg_2 | .1051191 .0052311 20.10 0.000 .0948663 .115372 _Iageg_3 | .0944759 .0053364 17.70 0.000 .0840167 .1049351 _Iageg_4 | .0866349 .0055803 15.53 0.000 .0756975 .0975722 _Iageg_5 | .0905917 .0065324 13.87 0.000 .0777882 .1033952 _Iageg_6 | .0855535 .0119945 7.13 0.000 .0620444 .1090626 _Imrace3_2 | -.0579211 .0039672 -14.60 0.000 -.0656967 -.0501455 _Imrace3_3 | -.0859503 .0092294 -9.31 0.000 -.1040399 -.0678607 _Imeduc6_2 | .194927 .0091358 21.34 0.000 .1770208 .2128332 _Imeduc6_3 | .0242913 .0086442 2.81 0.005 .0073487 .0412339 _Imeduc6_4 | -.0920748 .0088797 -10.37 0.000 -.1094791 -.0746706 _Imeduc6_5 | -.1944894 .0089785 -21.66 0.000 -.2120871 -.1768916 _Imeduc6_6 | .0153878 .014599 1.05 0.292 -.0132262 .0440019 _Istate_26 | -.0046835 .0051651 -0.91 0.365 -.0148071 .0054402 _Istate_42 | -.0009752 .0045039 -0.22 0.829 -.0098028 .0078525 _Imonth_2 | .0273311 .0136851 2.00 0.046 .0005083 .0541538 _Imonth_3 | .0305209 .014018 2.18 0.029 .0030457 .0579961 _Imonth_4 | .0189935 .0140009 1.36 0.175 -.0084482 .0464352 _Imonth_5 | .0078415 .0141684 0.55 0.580 -.0199285 .0356116 _Imonth_6 | .0321106 .0140826 2.28 0.023 .0045087 .0597125 _Imonth_7 | .0455919 .0143492 3.18 0.001 .0174675 .0737163 _Imonth_8 | .0376906 .0141114 2.67 0.008 .0100323 .0653489 _Imonth_9 | .0098771 .0141112 0.70 0.484 -.0177809 .037535 _Imonth_10 | .0081459 .0139397 0.58 0.559 -.0191759 .0354677 _Imonth_11 | .0188018 .0138205 1.36 0.174 -.0082863 .04589 _Imonth_12 | -.0018109 .014089 -0.13 0.898 -.0294252 .0258035 _Imonth_13 | .0176008 .0139591 1.26 0.207 -.009759 .0449606 _Imonth_14 | .0262989 .013803 1.91 0.057 -.0007549 .0533527 _Imonth_15 | .0296979 .0141012 2.11 0.035 .0020596 .0573362 _Imonth_16 | .0199795 .0138211 1.45 0.148 -.0071098 .0470688 _Imonth_17 | .0264277 .0144516 1.83 0.067 -.0018974 .0547529 _Imonth_18 | .0315689 .0144979 2.18 0.029 .003153 .0599847 _Imonth_19 | .033134 .0144339 2.30 0.022 .0048436 .0614243 _Imonth_20 | .0128385 .0143372 0.90 0.371 -.0152622 .0409393 _Imonth_21 | .0168179 .0142623 1.18 0.238 -.011136 .0447719 _Imonth_22 | .0149684 .0140145 1.07 0.285 -.0125001 .0424368 _Imonth_23 | -.0078477 .0141023 -0.56 0.578 -.0354882 .0197928 _Imonth_24 | .0112894 .0140516 0.80 0.422 -.0162517 .0388304 _Imonth_25 | .0115053 .0138738 0.83 0.407 -.0156873 .0386979 _Imonth_26 | .0211937 .0137747 1.54 0.124 -.0058046 .0481921 _Imonth_27 | .0082682 .0139417 0.59 0.553 -.0190575 .0355939 _Imonth_28 | .0164483 .0140522 1.17 0.242 -.011094 .0439906 _Imonth_29 | .0101081 .0141931 0.71 0.476 -.0177102 .0379264 _Imonth_30 | .0201127 .0144287 1.39 0.163 -.0081675 .0483929 _Imonth_31 | .0438621 .0143786 3.05 0.002 .0156801 .0720441 _Imonth_32 | .0285656 .0143118 2.00 0.046 .0005146 .0566166 _Imonth_33 | .0116949 .0141864 0.82 0.410 -.0161103 .0395001 _Imonth_34 | .0181529 .0143205 1.27 0.205 -.0099151 .046221 _Imonth_35 | .0122223 .0142543 0.86 0.391 -.0157161 .0401607 _Imonth_36 | .0239611 .0144869 1.65 0.098 -.0044332 .0523553 _Imonth_37 | .0098528 .0142705 0.69 0.490 -.0181174 .0378229 _Imonth_38 | .0194609 .0139635 1.39 0.163 -.0079074 .0468292 _Imonth_39 | .0176278 .0143052 1.23 0.218 -.0104103 .0456658 _Imonth_40 | .0091197 .0143407 0.64 0.525 -.018988 .0372273 _Imonth_41 | .0023956 .0143958 0.17 0.868 -.02582 .0306112 _Imonth_42 | .0228427 .0147897 1.54 0.122 -.0061451 .0518306 _Imonth_43 | .0154216 .0145204 1.06 0.288 -.0130384 .0438816 _Imonth_44 | .0139509 .0147026 0.95 0.343 -.0148662 .0427679 _Imonth_45 | .01128 .0144999 0.78 0.437 -.0171397 .0396998 _Imonth_46 | .0208024 .0144133 1.44 0.149 -.0074475 .0490524 _Imonth_47 | .016874 .0144204 1.17 0.242 -.0113899 .0451379 _Imonth_48 | .0066554 .0144284 0.46 0.645 -.0216242 .034935 _Imonth_49 | .0155119 .0142672 1.09 0.277 -.0124518 .0434756 _Imonth_50 | .0383824 .0142904 2.69 0.007 .0103733 .0663914 _Imonth_51 | .0072194 .0144288 0.50 0.617 -.0210611 .0354998 _Imonth_52 | .0278161 .0141261 1.97 0.049 .0001291 .0555031 _Imonth_53 | .0182709 .0144836 1.26 0.207 -.0101169 .0466587 _Imonth_54 | .0284185 .0148344 1.92 0.055 -.0006569 .057494 _Imonth_55 | .0157286 .0148278 1.06 0.289 -.0133338 .0447909 _Imonth_56 | .009216 .0148571 0.62 0.535 -.0199038 .0383358 _cons | .1292655 .0138104 9.36 0.000 .1021972 .1563339 ------------------------------------------------------------------------------ . clear; . log close; log: d:\bill\spring2008\econ47950\michigan.log log type: text closed on: 26 Feb 2008, 22:10:06 -------------------------------------------------------------------------------