. doedit "C:\Dropbox\Allison-Xtdpdml\BollenRepl\Bollen2010-Table3.do" . do "C:\Dropbox\Allison-Xtdpdml\BollenRepl\Bollen2010-Table3.do" . use http://www3.nd.edu/~rwilliam/statafiles/bollenbrand, clear (Bollen & Brand 2010 Social Forces V 89(1) NLSY 1983-1993 Odd years Long format) . set matsize 7500 . set more off . timer clear . . . * Replicate Bollen & Brand 2010 Social Forces Paper, Most of Table 3, . * some Table 5. The bigger models can take hours so be patient if you . * try to run them all!!! If you have Mplus it can run these models . * far more quickly. . . * Random Effects Model 1 . timer on 1 . xtdpdml lnwg hchild, ylag(0) re fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Random Effects Model 1 Table 3) Highlights: Bollen & Brand Social Forces 2010 Random Effects Model 1 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.087677 .003987 -21.99 0.000 -.0954914 -.0798627 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(54) = 1942.91, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(1) = 483.60, Prob > chi2 = 0.0000 . est store re1 . timer off 1 . timer list 1 1: 4.25 / 1 = 4.2480 . . . * Random Effects Model 2 . timer on 2 . xtdpdml lnwg hchild marr div, ylag(0) re fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Random Effects Model 2 Table 3) Highlights: Bollen & Brand Social Forces 2010 Random Effects Model 2 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.096452 .0040914 -23.57 0.000 -.104471 -.088433 marr | .0784533 .0085634 9.16 0.000 .0616693 .0952373 div | .027336 .0118068 2.32 0.021 .0041952 .0504769 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(124) = 2038.52, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(3) = 581.42, Prob > chi2 = 0.0000 . est store re2 . timer off 2 . timer list 2 2: 23.93 / 1 = 23.9280 . . * Random Effects Model 3 . timer on 3 . xtdpdml lnwg hchild marr div eduatt cursc snrpt snrft exppt expft break , ylag(0) re fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Random Effects Model 3 Table 3) Highlights: Bollen & Brand Social Forces 2010 Random Effects Model 3 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.0342106 .0039006 -8.77 0.000 -.0418556 -.0265657 marr | .0375289 .0079806 4.70 0.000 .0218873 .0531705 div | .0434054 .0109022 3.98 0.000 .0220376 .0647732 eduatt | .0752955 .0021112 35.66 0.000 .0711577 .0794334 cursc | -.11898 .0094335 -12.61 0.000 -.1374693 -.1004906 snrpt | .01221 .0033119 3.69 0.000 .0057188 .0187013 snrft | .0211082 .0016266 12.98 0.000 .01792 .0242963 exppt | .0180612 .0022422 8.06 0.000 .0136665 .022456 expft | .0369859 .0017329 21.34 0.000 .0335894 .0403824 break | -.0121529 .002316 -5.25 0.000 -.0166921 -.0076137 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(369) = 2545.34, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(10) = 4116.30, Prob > chi2 = 0.0000 . est store re3 . timer off 3 . timer list 3 3: 3778.36 / 1 = 3778.3580 . . * Fixed Effects Model 1 . timer on 4 . xtdpdml lnwg hchild, ylag(0) fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Fixed Effects Model 1 Table 3) Highlights: Bollen & Brand Social Forces 2010 Fixed Effects Model 1 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.0658793 .0055674 -11.83 0.000 -.0767913 -.0549674 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(48) = 1884.90, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(1) = 140.02, Prob > chi2 = 0.0000 . est store fe1 . timer off 4 . timer list 4 4: 4.26 / 1 = 4.2600 . . * Fixed Effects Model 2 . timer on 5 . xtdpdml lnwg hchild marr div, ylag(0) fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Fixed Effects Model 2 Table 3) Highlights: Bollen & Brand Social Forces 2010 Fixed Effects Model 2 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.0704949 .0055935 -12.60 0.000 -.081458 -.0595319 marr | .0826099 .0104827 7.88 0.000 .0620642 .1031556 div | .0572981 .014612 3.92 0.000 .0286591 .0859372 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(106) = 1940.93, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(3) = 204.34, Prob > chi2 = 0.0000 . est store fe2 . timer off 5 . timer list 5 5: 22.11 / 1 = 22.1070 . . * Fixed Effects Model 3 . timer on 6 . xtdpdml lnwg hchild marr div eduatt cursc snrpt snrft exppt expft break , ylag(0) fiml tfix errorinv /// > ti(Bollen & Brand Social Forces 2010 Fixed Effects Model 3 Table 3) Highlights: Bollen & Brand Social Forces 2010 Fixed Effects Model 3 Table 3 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lnwg | hchild | -.0432941 .0055672 -7.78 0.000 -.0542055 -.0323827 marr | .0429883 .0102633 4.19 0.000 .0228725 .0631041 div | .0434395 .014177 3.06 0.002 .0156531 .0712259 eduatt | .0636426 .0051439 12.37 0.000 .0535608 .0737244 cursc | -.1431131 .0107072 -13.37 0.000 -.1640987 -.1221274 snrpt | .0096914 .0037488 2.59 0.010 .0023439 .017039 snrft | .0209882 .001845 11.38 0.000 .0173721 .0246043 exppt | .0187757 .0035044 5.36 0.000 .0119072 .0256443 expft | .0256031 .0027929 9.17 0.000 .0201291 .031077 break | -.0109686 .0040638 -2.70 0.007 -.0189335 -.0030036 ------------------------------------------------------------------------------ # of units = 5231. # of periods = 6. First dependent variable is from period 1. LR test of model vs. saturated: chi2(309) = 2208.20, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(10) = 1169.63, Prob > chi2 = 0.0000 . est store fe3 . timer off 6 . timer list 6 6: 3945.91 / 1 = 3945.9130 . . ********************************************* . . * Some lagged IV models from Table 5. . . * Model 5b2, Lagged dv, Tables 5 & 6 . timer on 7 . xtdpdml lnwg hchild marr div eduatt cursc snrpt snrft exppt expft break , alphafree errorinv fiml tfix /// > inv(black hisp) ti(Bollen & Brand Social Forces 2010 Table 6 last model) Highlights: Bollen & Brand Social Forces 2010 Table 6 last model ------------------------------------------------------------------------------- | Coef. Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- lnwg2 | lnwg1 | .2721406 .0129628 20.99 0.000 .246734 .2975473 hchild2 | -.0346336 .0067737 -5.11 0.000 -.0479098 -.0213573 marr2 | .0274605 .0121774 2.26 0.024 .0035932 .0513279 div2 | .0469904 .0165505 2.84 0.005 .014552 .0794288 eduatt2 | .0374665 .0064609 5.80 0.000 .0248033 .0501297 cursc2 | -.1100417 .012269 -8.97 0.000 -.1340885 -.0859949 snrpt2 | .0096244 .004544 2.12 0.034 .0007183 .0185305 snrft2 | .0182849 .0022378 8.17 0.000 .0138989 .0226708 exppt2 | .0159424 .0050353 3.17 0.002 .0060733 .0258115 expft2 | .0153944 .004332 3.55 0.000 .0069039 .0238849 break2 | .0142273 .0059108 2.41 0.016 .0026423 .0258122 black | -.0469729 .0118711 -3.96 0.000 -.0702398 -.023706 hisp | .0303306 .0134336 2.26 0.024 .0040013 .05666 Alpha | .1594017 .0096549 16.51 0.000 .1404785 .1783249 _cons | .6362496 .0880357 7.23 0.000 .4637028 .8087963 --------------+---------------------------------------------------------------- lnwg3 | lnwg2 | .2721406 .0129628 20.99 0.000 .246734 .2975473 black | -.0469729 .0118711 -3.96 0.000 -.0702398 -.023706 hisp | .0303306 .0134336 2.26 0.024 .0040013 .05666 hchild3 | -.0346336 .0067737 -5.11 0.000 -.0479098 -.0213573 marr3 | .0274605 .0121774 2.26 0.024 .0035932 .0513279 div3 | .0469904 .0165505 2.84 0.005 .014552 .0794288 eduatt3 | .0374665 .0064609 5.80 0.000 .0248033 .0501297 cursc3 | -.1100417 .012269 -8.97 0.000 -.1340885 -.0859949 snrpt3 | .0096244 .004544 2.12 0.034 .0007183 .0185305 snrft3 | .0182849 .0022378 8.17 0.000 .0138989 .0226708 exppt3 | .0159424 .0050353 3.17 0.002 .0060733 .0258115 expft3 | .0153944 .004332 3.55 0.000 .0069039 .0238849 break3 | .0142273 .0059108 2.41 0.016 .0026423 .0258122 Alpha | .2175094 .0101003 21.53 0.000 .1977132 .2373056 _cons | .7287635 .0910333 8.01 0.000 .5503415 .9071855 --------------+---------------------------------------------------------------- lnwg4 | lnwg3 | .2721406 .0129628 20.99 0.000 .246734 .2975473 black | -.0469729 .0118711 -3.96 0.000 -.0702398 -.023706 hisp | .0303306 .0134336 2.26 0.024 .0040013 .05666 hchild4 | -.0346336 .0067737 -5.11 0.000 -.0479098 -.0213573 marr4 | .0274605 .0121774 2.26 0.024 .0035932 .0513279 div4 | .0469904 .0165505 2.84 0.005 .014552 .0794288 eduatt4 | .0374665 .0064609 5.80 0.000 .0248033 .0501297 cursc4 | -.1100417 .012269 -8.97 0.000 -.1340885 -.0859949 snrpt4 | .0096244 .004544 2.12 0.034 .0007183 .0185305 snrft4 | .0182849 .0022378 8.17 0.000 .0138989 .0226708 exppt4 | .0159424 .0050353 3.17 0.002 .0060733 .0258115 expft4 | .0153944 .004332 3.55 0.000 .0069039 .0238849 break4 | .0142273 .0059108 2.41 0.016 .0026423 .0258122 Alpha | .2528718 .0100134 25.25 0.000 .2332458 .2724978 _cons | .7822801 .0946799 8.26 0.000 .5967108 .9678493 --------------+---------------------------------------------------------------- lnwg5 | lnwg4 | .2721406 .0129628 20.99 0.000 .246734 .2975473 black | -.0469729 .0118711 -3.96 0.000 -.0702398 -.023706 hisp | .0303306 .0134336 2.26 0.024 .0040013 .05666 hchild5 | -.0346336 .0067737 -5.11 0.000 -.0479098 -.0213573 marr5 | .0274605 .0121774 2.26 0.024 .0035932 .0513279 div5 | .0469904 .0165505 2.84 0.005 .014552 .0794288 eduatt5 | .0374665 .0064609 5.80 0.000 .0248033 .0501297 cursc5 | -.1100417 .012269 -8.97 0.000 -.1340885 -.0859949 snrpt5 | .0096244 .004544 2.12 0.034 .0007183 .0185305 snrft5 | .0182849 .0022378 8.17 0.000 .0138989 .0226708 exppt5 | .0159424 .0050353 3.17 0.002 .0060733 .0258115 expft5 | .0153944 .004332 3.55 0.000 .0069039 .0238849 break5 | .0142273 .0059108 2.41 0.016 .0026423 .0258122 Alpha | .2349328 .0116861 20.10 0.000 .2120284 .2578371 _cons | .8368874 .0982612 8.52 0.000 .6442991 1.029476 --------------+---------------------------------------------------------------- lnwg6 | lnwg5 | .2721406 .0129628 20.99 0.000 .246734 .2975473 black | -.0469729 .0118711 -3.96 0.000 -.0702398 -.023706 hisp | .0303306 .0134336 2.26 0.024 .0040013 .05666 hchild6 | -.0346336 .0067737 -5.11 0.000 -.0479098 -.0213573 marr6 | .0274605 .0121774 2.26 0.024 .0035932 .0513279 div6 | .0469904 .0165505 2.84 0.005 .014552 .0794288 eduatt6 | .0374665 .0064609 5.80 0.000 .0248033 .0501297 cursc6 | -.1100417 .012269 -8.97 0.000 -.1340885 -.0859949 snrpt6 | .0096244 .004544 2.12 0.034 .0007183 .0185305 snrft6 | .0182849 .0022378 8.17 0.000 .0138989 .0226708 exppt6 | .0159424 .0050353 3.17 0.002 .0060733 .0258115 expft6 | .0153944 .004332 3.55 0.000 .0069039 .0238849 break6 | .0142273 .0059108 2.41 0.016 .0026423 .0258122 Alpha | .2587009 .011344 22.81 0.000 .2364671 .2809348 _cons | .840844 .1020359 8.24 0.000 .6408574 1.040831 --------------+---------------------------------------------------------------- mean(lnwg1)| _cons | 1.433631 .0069713 205.65 0.000 1.419967 1.447294 --------------+---------------------------------------------------------------- mean(hchild2)| _cons | .7128983 .0141662 50.32 0.000 .6851331 .7406635 --------------+---------------------------------------------------------------- mean(marr2)| _cons | .4103787 .0077929 52.66 0.000 .395105 .4256525 --------------+---------------------------------------------------------------- mean(div2)| _cons | .1045393 .0048654 21.49 0.000 .0950033 .1140753 ------------------------------------------------------------------------------- # of units = 5285. # of periods = 6. First dependent variable is from period 2. LR test of model vs. saturated: chi2(210) = 609.82, Prob > chi2 = 0.0000 Wald test of all coeff = 0: chi2(18) = 10405.94, Prob > chi2 = 0.0000 . est store m5b2 . timer off 7 . timer list 7 7: 7039.95 / 1 = 7039.9490