Regression with Indicator Variables

Regression with Indicator Variables: Files

• Lecture: Regression with Indicator Variables.pdf
• Stata program: Regression with Indicator Variables.do
• Data files: wage1.dta
• R script: Regression with Indicator Variables.R
• Data files: wage1.csv

Regression with Indicator Variables: Lecture Topics

• Single indicator variable
• Interaction terms with another indicator variable
• Several related indicator variables
• Interaction terms with a non-indicator variable
• F-test for differences across groups
• Chow test for differences across groups

Regression with Indicator Variables in Stata/R: Topics

• Single indicator variable
• Interaction terms with another indicator variable
• Several related indicator variables
• Interaction terms with a non-indicator variable
• F-test for differences across groups
• Chow test for differences across groups