[Stata Program]
use http://www.gseis.ucla.edu/courses/data/laochi
regress api99 district
tabulate district,summ (pctmeal)
tabulate district,summ (pctel)
tabulate district,summ (pctcred)
tabulate district,summ (avged)
sw regress api99 pctmeal pctel pctcred avged district, pe(.05)
vif
generate inter=pctmeal*district
regress api99 pctmeal pctel pctcred avged district inter
vif
test inter
[Stata Program]
use http://www.gseis.ucla.edu/courses/data/laochi
regress api99 district
Source | SS df MS Number of obs = 307
-------------+------------------------------ F( 1, 305) = 30.02
Model | 496972.375 1 496972.375 Prob > F = 0.0000
Residual | 5049389.03 305 16555.3739 R-squared = 0.0896
-------------+------------------------------ Adj R-squared = 0.0866
Total | 5546361.41 306 18125.3641 Root MSE = 128.67
------------------------------------------------------------------------------
api99 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
district | 95.42236 17.4162 5.48 0.000 61.15123 129.6935
_cons | 487.1412 22.66658 21.49 0.000 442.5385 531.7439
------------------------------------------------------------------------------
tabulate district,summ (pctmeal)
| Summary of percent free/reduced
| meal
1=LA, 2=OC | Mean Std. Dev. Freq.
------------+------------------------------------
1 | 55.651042 27.186733 192
2 | 36.436364 27.51482 55
------------+------------------------------------
Total | 51.37247 28.358745 247
tabulate district,summ (pctel)
| Summary of percent english language
| learners
1=LA, 2=OC | Mean Std. Dev. Freq.
------------+------------------------------------
1 | 26.025424 16.929874 236
2 | 25.816901 21.633512 71
------------+------------------------------------
Total | 25.977199 18.088277 307
tabulate district,summ (pctcred)
| Summary of percent credentialed
| teachers
1=LA, 2=OC | Mean Std. Dev. Freq.
------------+------------------------------------
1 | 78.521186 12.835273 236
2 | 94.098592 6.125252 71
------------+------------------------------------
Total | 82.123779 13.356022 307
tabulate district,summ (avged)
| Summary of average parent education
1=LA, 2=OC | Mean Std. Dev. Freq.
------------+------------------------------------
1 | 2.7158621 .66753092 232
2 | 2.8973134 .74186413 67
------------+------------------------------------
Total | 2.7565217 .68778554 299
sw regress api99 pctmeal pctel pctcred avged district, pe(.05)
begin with empty model
p = 0.0000 < 0.0500 adding avged
p = 0.0000 < 0.0500 adding pctcred
p = 0.0000 < 0.0500 adding pctmeal
p = 0.0146 < 0.0500 adding district
p = 0.0061 < 0.0500 adding pctel
Source | SS df MS Number of obs = 240
-------------+------------------------------ F( 5, 234) = 344.62
Model | 3528999.67 5 705799.935 Prob > F = 0.0000
Residual | 479240.489 234 2048.03628 R-squared = 0.8804
-------------+------------------------------ Adj R-squared = 0.8779
Total | 4008240.16 239 16770.8793 Root MSE = 45.255
------------------------------------------------------------------------------
api99 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
avged | 108.8152 9.034357 12.04 0.000 91.01616 126.6143
pctcred | 2.556331 .3042847 8.40 0.000 1.956843 3.155818
pctmeal | -.6542403 .180714 -3.62 0.000 -1.010275 -.298206
district | 27.49939 8.692214 3.16 0.002 10.37439 44.62438
pctel | -.7927081 .2864709 -2.77 0.006 -1.3571 -.2283164
_cons | 113.9728 39.74609 2.87 0.005 35.66689 192.2787
------------------------------------------------------------------------------
vif
Variable | VIF 1/VIF
-------------+----------------------
avged | 4.17 0.239822
pctel | 3.27 0.306259
pctmeal | 3.02 0.331065
pctcred | 1.71 0.585984
district | 1.50 0.665468
-------------+----------------------
Mean VIF | 2.73
generate inter=pctmeal*district
regress api99 pctmeal pctel pctcred avged district inter
Source | SS df MS Number of obs = 240
-------------+------------------------------ F( 6, 233) = 289.23
Model | 3533784.73 6 588964.121 Prob > F = 0.0000
Residual | 474455.437 233 2036.28943 R-squared = 0.8816
-------------+------------------------------ Adj R-squared = 0.8786
Total | 4008240.16 239 16770.8793 Root MSE = 45.125
------------------------------------------------------------------------------
api99 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
pctmeal | -1.112564 .3490872 -3.19 0.002 -1.800335 -.424793
pctel | -.9115164 .2959759 -3.08 0.002 -1.494647 -.3283854
pctcred | 2.484215 .3070363 8.09 0.000 1.879293 3.089137
avged | 109.8655 9.034425 12.16 0.000 92.06587 127.6651
district | 11.3647 13.63468 0.83 0.405 -15.49831 38.22771
inter | .4318347 .2817046 1.53 0.127 -.123179 .9868484
_cons | 137.7663 42.563 3.24 0.001 53.90878 221.6238
------------------------------------------------------------------------------
vif
Variable | VIF 1/VIF
-------------+----------------------
inter | 12.07 0.082848
pctmeal | 11.34 0.088213
avged | 4.19 0.238443
district | 3.72 0.268906
pctel | 3.51 0.285259
pctcred | 1.75 0.572227
-------------+----------------------
Mean VIF | 6.10
test inter
( 1) inter = 0.0
F( 1, 233) = 2.35
Prob > F = 0.1266