Tarefa paper_repro.mroz_1987.ex15_5.design
paper_reproagentT3designépoca 1, tentativa 1Execução: 20261015T183517Z-suite-paper_repro-gemini-0cda63Veredito
Família do método (das chamadas de ferramentas): iv (two-stage least squares)
Pergunta feita ao analista
What is the return to a year of education for married women who work, holding their labour-market experience (and its square) fixed? Using Mroz's sample of married women in 1975, estimate the causal effect of a year of schooling on the log hourly wage of the women who worked, using variation in schooling that does not come from the woman's own ability.
Para estimar o efeito causal de um ano adicional de escolaridade sobre o logaritmo do salário-hora das mulheres casadas que trabalharam em 1975 (428 observações), controlando pela experiência no mercado de trabalho e seu quadrado, utilizou-se o método de Mínimos Quadrados em Dois Estágios (2SLS/IV). A escolaridade da mãe (`motheduc`) e a escolaridade do pai (`fatheduc`) foram adotadas como instrumentos para a escolaridade da mulher (`educ`), isolando variações educacionais exógenas à habilidade individual. ### Resultados da Estimação (2SLS) - **Efeito estimado (log pontos):** 0,0614 (erro-padrão robusto HC1 de 0,0333; IC 95%: [-0,0041; 0,1269]; p = 0,066). - **Retorno percentual:** O coeficiente equivale a um retorno de aproximadamente 6,33% ao ano de estudo sobre o salário-hora (IC 95%: [-0,41%; 13,53%]). ### Diagnósticos dos Instrumentos - **Relevância (Primeiro Estágio):** Os instrumentos são estatisticamente fortes, com estatística F de Wald de 49,53 (bem acima do limiar convencional de 10) e $R^2$ parcial de 0,2076. No primeiro estágio, tanto a educação da mãe (coeficiente de 0,1576; t = 4,45) quanto a do pai (coeficiente de 0,1895; t = 5,84) correlacionam-se positivamente com a escolaridade da filha. - **Validade/Sobreidentificação:** O teste de sobreidentificação de Sargan resultou em p-valor de 0,5386 (estatística de 0,3781, 1 grau de liberdade), não rejeitando a hipótese nula de validade conjunta dos instrumentos (sob a premissa de que pelo menos um é válido). ### Comparação com MQO (OLS) Em contraste, a regressão por MQO convencional indica um coeficiente de 0,1075 log pontos (erro-padrão de 0,0132; IC 95%: [0,0815; 0,1335]), correspondendo a um aumento de 11,35% (IC 95%: [8,49%; 14,28%]). A diferença entre MQO e 2SLS pode decorrer do viés de habilidade omitida na estimação ingênua, embora a estimativa de 2SLS apresente maior variância. Ressalvas: A premissa de exclusão requer que a escolaridade dos pais afete o salário da mulher unicamente através dos seus próprios anos de escolaridade, e não por canais diretos (como conexões profissionais, capital social ou transmissão genética de habilidade). Viés de seleção amostral: a análise restringe-se às 428 mulheres que declararam trabalhar em 1975 (com salário observado), desconsiderando a decisão endógena de participação na força de trabalho. A estimativa de 2SLS possui menor precisão estatística, com intervalo de confiança de 95% que inclui marginalmente o valor zero (p-valor de 0,066).
- A premissa de exclusão requer que a escolaridade dos pais afete o salário da mulher unicamente através dos seus próprios anos de escolaridade, e não por canais diretos (como conexões profissionais, capital social ou transmissão genética de habilidade).
- Viés de seleção amostral: a análise restringe-se às 428 mulheres que declararam trabalhar em 1975 (com salário observado), desconsiderando a decisão endógena de participação na força de trabalho.
- A estimativa de 2SLS possui menor precisão estatística, com intervalo de confiança de 95% que inclui marginalmente o valor zero (p-valor de 0,066).
Valores esperados e de onde vêm
mroz_1987.ex15_5.software
- Fonte
- linearmodels 7.0: the reference specification of mroz_1987 ex15_5 (infer.iv_2sls, figure 'coef.educ') on an independent code path
- Tipo
- software
- Localização
- mroz_1987: Wooldridge (2020), Example 15.5 'Return to Education for Working Women', the 2SLS equation, coefficient on educ
- Valor
- 0,0613966
0.061396628660153496(se 0,03143670.0314366956446951) - Conferido por
- execução de software · IV2SLS(dependent=lwage, exog=[const, exper, expersq], endog=['educ'], instruments=['motheduc', 'fatheduc']).fit(cov_type='unadjusted', debiased=True) on mroz (the file pinned at sha256 bcfc04b6a87746b185ed972f1149c459cc1af5a6ff44443ce5dd004eb8204a78, rows where inlf == 1); n_obs = 428. The tool infer.iv_2sls (magi_infer, numpy) does not call linearmodels. Written by scripts/paper_repro_reference.py.
- Implementação
- independente da ferramenta
- Endereço
https://pypi.org/project/linearmodels/7.0/
- #10 figura da resposta próxima: 0,0613966
0.061396628660153496· relativa 0.000001 · absoluta 3.1436695644695104e-8 - #11 figura da resposta próxima: 0,0314367
0.0314366956446951· relativa 0.000001 · absoluta 3.1436695644695104e-8
mroz_1987.ex15_5.paper
- Fonte
- Wooldridge, J. M. (2020). Introductory Econometrics: A Modern Approach, 7th edition. Boston: Cengage. Examples 15.1 and 15.5 (Mroz 1987, 'The Sensitivity of an Empirical Model of Married Women's Hours of Work', data set MROZ).
- Tipo
- textbook
- Localização
- Wooldridge (2020), Example 15.5 'Return to Education for Working Women', the 2SLS equation, coefficient on educ
- Página
- 511
- Trecho
log(wage) = .048 + .061 educ (.400) (.031) n = 428
- Valor como publicado
.061- Erro-padrão como publicado
.031- Valor
- 0,061
0.061(se 0,0310.031) log points of the hourly wage per year of schooling - Conferido por
- fonte primária · Read on 2026-10-15 from a copy of Chapter 15 of the 7th edition (Cengage, 2020) posted on a course page at huhuaping.com (64-page PDF of Chapters 15-16), with pdftotext and from the rendered page image. Example 15.5, printed page 511: 2SLS .061 educ (.031), with exper .044 (.013) and exper squared, n = 428, R-squared .136.
- sha256 da cópia lida
d4e2e31096d1e3ef19d9aa7f3d8d29a5dc11da66ecd8360ff195a462651d85df(identifica a cópia lida, não um arquivo canônico)- Endereço
https://www.cengage.com/c/introductory-econometrics-a-modern-approach-7e-wooldridge/9781337558860/- Licença
- Copyright Cengage; cited, not reproduced.
- #12 figura da resposta próxima: 0,061
0.061· published_cell d=3 · absoluta 0.000500001 - #13 figura da resposta próxima: 0,031
0.031· published_cell d=3 (the SE as printed) · absoluta 0.000500001
Verificações
| # | Verificação | Obrigatória | Resultado | Esperado | Observado | Tolerância | Fonte | Chamada |
|---|---|---|---|---|---|---|---|---|
| 0 | resposta com lastro every number backed | obrigatória | passou | — | [] | — | — | — |
| 1 | figura da resposta escolhida answer figure call_1579ca74:coef.educ (infer.iv_2sls) | obrigatória | passou | — | "call_1579ca74:coef.educ" | — | — | call_1579ca74 |
| 2 | ferramenta chamada answer call is infer.iv_2sls | obrigatória | passou | — | "infer.iv_2sls" | — | — | call_1579ca74 |
| 3 | argumento igual infer.iv_2sls.y = 'lwage' | obrigatória | passou | "lwage" | "lwage" | — | — | call_1579ca74 |
| 4 | argumento igual infer.iv_2sls.endog[0] = 'educ' | obrigatória | passou | "educ" | "educ" | — | — | call_1579ca74 |
| 5 | argumento igual infer.iv_2sls.y = 'lwage' | registrada | passou | "lwage" | "lwage" | — | — | call_1579ca74 |
| 6 | argumento igual infer.iv_2sls.endog = ['educ'] | registrada | passou | ["educ"] | ["educ"] | — | — | call_1579ca74 |
| 7 | argumento igual infer.iv_2sls.instruments = ['motheduc', 'fatheduc'] | registrada | passou | ["motheduc","fatheduc"] | ["motheduc","fatheduc"] | — | — | call_1579ca74 |
| 8 | argumento igual infer.iv_2sls.exog = ['exper', 'expersq'] | registrada | passou | ["exper","expersq"] | ["exper","expersq"] | — | — | call_1579ca74 |
| 9 | diagnóstico 428 vs 428 | registrada | passou | 428428 | 428428 | default rel 1e-6 (abs floor 1e-6) | — | call_1579ca74 |
| 10 | figura da resposta próxima 0.06139662866 vs 0.061396628660153496 | registrada | passou | 0,06139660.061396628660153496 | 0,06139660.06139662866015408 | relativa 0.000001 · absoluta 3.1436695644695104e-8 | mroz_1987.ex15_5.software | call_1579ca74 |
| 11 | figura da resposta próxima 0.03333858812 vs 0.0314366956446951 | registrada | falhou | 0,03143670.0314366956446951 | 0,03333860.03333858812319641 | relativa 0.000001 · absoluta 3.1436695644695104e-8 | mroz_1987.ex15_5.software | call_1579ca74 |
| 12 | figura da resposta próxima 0.06139662866 vs 0.061 | registrada | passou | 0,0610.061 | 0,06139660.06139662866015408 | published_cell d=3 · absoluta 0.000500001 | mroz_1987.ex15_5.paper | call_1579ca74 |
| 13 | figura da resposta próxima 0.03333858812 vs 0.031 | registrada | falhou | 0,0310.031 | 0,03333860.03333858812319641 | published_cell d=3 (the SE as printed) · absoluta 0.000500001 | mroz_1987.ex15_5.paper | call_1579ca74 |
Caminho de referência e caminho do agente
A chamada de referência ao lado da chamada que deu a resposta, argumento por argumento.
a tarefa T1 do mesmo alvo (paper_repro.mroz_1987.ex15_5.tool)
| Argumento | Referência | Agente | |
|---|---|---|---|
| cluster | — | — | não fixado pela referência |
| dataset | "mroz" | "mroz" | igual |
| endog | ["educ"] | ["educ"] | igual |
| exog | ["exper","expersq"] | ["exper","expersq"] | igual |
| instruments | ["motheduc","fatheduc"] | ["motheduc","fatheduc"] | igual |
| level | — | 0,950.95 | não fixado pela referência |
| se | "classical" | "HC1" | diferente |
| subset | "inlf == 1" | — | diferente |
| y | "lwage" | "lwage" | igual |
Trajetória
Cada evento na ordem em que aconteceu: turnos do modelo, chamadas de ferramentas, guardas, transformações e pontuação.
- 0Início
What is the return to a year of education for married women who work, holding their labour-market experience (and its square) fixed? Using Mroz's sample of married women in 1975, estimate the causal effect of a year of schooling on the log hourly wage of the women who worked, using variation in schooling that does not come from the woman's own ability.
mroz(agent)Wooldridge's MROZ data set (the R package wooldridge, served by Rdatasets): Mroz's (1987) sample of married women from the Panel Study of Income Dynamics, for 1975; one row per woman (753 rows). Columns used here: inlf, 1 if the woman was in the labour force in 1975; lwage, log hourly wage (missing for women who did not work); wage, hourly wage; educ, years of schooling; exper, years of labour-market experience; expersq, exper squared; fatheduc, father's years of schooling; motheduc, mother's years of schooling; also hours, kidslt6, kidsge6, age, repwage, hushrs, husage, huseduc, huswage, faminc, mtr, unem, city, nwifeinc and rownames.
filebcfc04b6a87746b185ed972f1149c459cc1af5a6ff44443ce5dd004eb8204a78· frame — - 1Turno do modelo
call_11d25655gemini-3.8-flashFim:STOP5.728 ms14508 de entrada · 19 de saída · 235 de raciocínio · 0 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on Estimating the Return to Education for Working Married Women** Ah, the task at hand is to determine the causal impact of an additional year of schooling on the log hourly wage for married women who are employed, using the `mroz` dataset from 1975. The key constraint is that this estimation must isolate the variation in education that *isn't* driven by the woman's own inherent ability. This immediately signals a classic instrumental variables (IV) scenario, a concept I'm very familiar with from the works of Wooldridge and Mroz themselves. My objective is to regress `lwage` (the log of the hourly wage) on `educ` (years of schooling). However, `educ` is likely endogenous – meaning it's correlated with the error term in the wage equation, potentially due to unobserved ability. To address this, I need to find variables that influence a woman's years of schooling but do *not* directly affect her wage, other than through their effect on education. These are my instruments. Drawing from the established literature on this specific dataset, specifically Mroz (1987) and Wooldridge's discussions of it (likely in Chapter 15), the standard instruments for `educ` are parental education levels. Specifically, `fatheduc` (father's education) and `motheduc` (mother's education), or a combination of the two, are commonly employed. The rationale is that a parent's educational attainment might influence their child's educational aspirations and opportunities, without directly impacting the child's earning potential in the labor market themselves. I'll need to load the `instrumental-variables` library or confirm which instruments are typically used with this specific `mroz` dataset to ensure I'm following best practices. Beyond the endogenous regressor (`educ`) and the instruments, I'll also need to control for other factors that are known to affect wages but are assumed to be exogenous. These are `exper` (labor market experience) and `expersq` (its square), which capture the non-linear relationship between experience and wages. These will be included as exogenous covariates in both the first-stage (instrument relevance) and second-stage (IV estimation) regressions.
Chamadas pedidasload_skill(meta-ferramenta){ "name": "instrumental-variables" }
- 2Habilidade
instrumental-variables - 3Turno do modelo
call_93945c3bgemini-3.8-flashFim:STOP7.498 ms15230 de entrada · 55 de saída · 183 de raciocínio · 0 em cacheResumo do raciocínio, como declarado pelo modelo**Exploring the Mroz Dataset for Econometric Analysis** Okay, my first step is to get a lay of the land. I need to know precisely what variables are available in the `mroz` dataset. I'm immediately scanning the column names, looking for things like `motheduc`, `fatheduc`, `educ`, `exper`, `expersq`, `lwage`, `inlf`, and `wage`. This dataset rings a bell – it's a classic used in econometrics, specifically in Wooldridge's work. I recall it featuring in examples like 15.1 and 15.4/15.5 of "Econometric Analysis" or "Introductory Econometrics." Specifically, I remember Example 15.1 using `fatheduc` as an instrument for `educ`. Then, Examples 15.4 and 15.5 expand on this, incorporating both `fatheduc` and `motheduc` as instruments, and including `exper` and `expersq` as control variables. This context is crucial for my current thinking. Now, before I dive into specific modeling or analysis, I need to verify the data's integrity. I need to check if `fatheduc` and `motheduc` are indeed present and whether they are being used in the way I recall from the Wooldridge examples. A quick way to do this is to call `data.describe` on the `mroz` DataFrame. This will not only give me a statistical overview of the variables but, more importantly for this immediate check, it will reveal any missing values, the number of observations, and the general distribution of the data. This initial descriptive step is essential for understanding the data's quality and suitability for the intended econometric techniques.
Chamadas pedidasdata.describe{ "columns": [ "lwage", "educ", "exper", "expersq", "motheduc", "fatheduc", "inlf" ], "dataset": "mroz" }
- 4Ferramenta
data.describev0.1.0call_7d43db50decidido pelo modeloreexecutávelArgumentos
{ "columns": [ "lwage", "educ", "exper", "expersq", "motheduc", "fatheduc", "inlf" ], "dataset": "mroz" }Figuras call_7d43db50 Chave Valor Valor bruto Erro-padrão IC n_rows Rows in the dataset753 rows 753— — Tabelas (1)
{ "columns": [ { "column": "lwage", "dtype": "float64", "max": 3.2188758850097656, "mean": 1.1901733020459797, "min": -2.054163694381714, "n_missing": 325, "n_unique": 373, "sd": 0.7231978180667182 }, { "column": "educ", "dtype": "int64", "max": 17, "mean": 12.286852589641434, "min": 5, "n_missing": 0, "n_unique": 13, "sd": 2.2802458342638103 }, { "column": "exper", "dtype": "int64", "max": 45, "mean": 10.630810092961488, "min": 0, "n_missing": 0, "n_unique": 40, "sd": 8.069129939869214 }, { "column": "expersq", "dtype": "int64", "max": 2025, "mean": 178.03851261620187, "min": 0, "n_missing": 0, "n_unique": 40, "sd": 249.63084948540723 }, { "column": "motheduc", "dtype": "int64", "max": 17, "mean": 9.250996015936256, "min": 0, "n_missing": 0, "n_unique": 9, "sd": 3.3674683007614252 }, { "column": "fatheduc", "dtype": "int64", "max": 17, "mean": 8.808764940239044, "min": 0, "n_missing": 0, "n_unique": 9, "sd": 3.572289582452245 }, { "column": "inlf", "dtype": "int64", "max": 1, "mean": 0.5683930942895087, "min": 0, "n_missing": 0, "n_unique": 2, "sd": 0.4956295100464091 } ] }- Digests dos dados
mroz909e3d99ac8070dc661ce7915c99f27631797719369832e227d4005096cbd479- sha256 do resultado
bc61a4241e84be279576efb234e4ea0fca08891ad3e249a33a73cea16e8479c2
- 5Turno do modelo
call_5cbe35e5gemini-3.8-flashFim:STOP15.364 ms15755 de entrada · 62 de saída · 694 de raciocínio · 12609 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on Estimating the Return to Education** Okay, looking at this data, the first thing that jumps out at me is the number of missing values for `lwage`. I see 325 missing values, and knowing that the total number of women is 753, it means that 753 minus 325 equals 428 women were actually in the labor force and working. This is crucial because my dependent variable, `lwage` (log hourly wage), is only defined for these working women. Now, this scenario immediately brings to mind Wooldridge's "Introductory Econometrics," specifically Example 15.5, which deals with the "Return to Education for Working Women." I recall the setup: the dependent variable is `log(wage)`, the endogenous regressor is `educ` (education), and the exogenous variables are `exper` (labor market experience) and `expersq` (experience squared). The key is the instruments for `educ`. Wooldridge uses `motheduc` and `fatheduc` – both parents' education. But a question pops into my head: Could it be just `motheduc` or *both* `motheduc` and `fatheduc` that are intended here? The prompt asks for the return to education for *married women who work*, holding experience constant, and importantly, "using variation in schooling that does not come from the woman's own ability." This strongly suggests an instrumental variables approach. Let's re-read the prompt carefully to see if it specifies the instruments. "What is the return to a year of education for married women who work, holding their labour-market experience (and its square) fixed? Using Mroz's sample of married women in 1975, estimate the causal effect of a year of schooling on the log hourly wage of the women who worked, using variation in schooling that does not come from the woman's own ability." The prompt itself doesn't explicitly name the instruments, but the context of the problem and the available data strongly point to parental education. Wooldridge's Example 15.5 uses *both* `motheduc` and `fatheduc` as instruments for `educ` in a model that includes `exper` and `expersq`, and this is precisely for the 428 working women. However, I need to be thorough. What if the intention was to use only `motheduc` or only `fatheduc`? Or perhaps one of them is a stronger instrument than the other? I should check Wooldridge's other examples to see if there's a precedent for using just one. Example 15.1 uses `fatheduc` as an instrument for `educ` in a simpler regression, but it doesn't include the experience terms. Example 15.4 seems to be about college proximity as an IV, which is a different context. So, going back to Example 15.5, it's quite clear that Wooldridge *estimates* the model using both `motheduc` and `fatheduc` as instruments for `educ`, and he explicitly states the sample size is 428. This seems to be the most direct and authoritative interpretation. But, as a good practitioner, I should also consider running an Ordinary Least Squares (OLS) regression as a benchmark. This is standard practice when dealing with IV; it helps to see the difference and highlight the potential bias that IV aims to correct. The documentation for IV tools often suggests this as a first step or follow-up. Therefore, my plan is to: 1. Run a 2SLS regression using `infer.iv_2sls` with `lwage` as the dependent variable, `educ`, `exper`, and `expersq` as regressors. 2. Crucially, I will use *both* `motheduc` and `fatheduc` as instruments for `educ`. This aligns with Wooldridge's Example 15.5 and, importantly, allows me to test for overidentifying restrictions. The ability to test overidentification is a key diagnostic mentioned in the IV skill documentation, and using both instruments provides this valuable opportunity. 3. I will also run an OLS regression of `lwage` on `educ`, `exper`, and `expersq` to serve as a baseline for comparison. 4. I will ensure the `infer.iv_2sls` command with the specified instruments runs without errors. This approach seems robust, addresses the core question, and leverages the information provided by Wooldridge and best practices in IV estimation.
Chamadas pedidasinfer.iv_2sls{ "dataset": "mroz", "endog": [ "educ" ], "exog": [ "exper", "expersq" ], "instruments": [ "motheduc", "fatheduc" ], "y": "lwage" }
- 6Ferramenta
infer.iv_2slsv0.1.0call_1579ca74decidido pelo modeloreexecutávelArgumentos
{ "cluster": null, "dataset": "mroz", "endog": [ "educ" ], "exog": [ "exper", "expersq" ], "instruments": [ "motheduc", "fatheduc" ], "level": 0.95, "se": "HC1", "subset": null, "y": "lwage" }Figuras call_1579ca74 Chave Valor Valor bruto Erro-padrão IC coef.educ 2SLS effect of educ on lwage0,0613966 0.061396628660154080,0333386 0.03333858812319641-0,00413286 – 0,126926 Diagnósticosfirst_stage_F.educ= 49,526649.52655332338559partial_r2.educ= 0,2075690.20756926964482014weak_instrument=falseoverid_p= 0,5386370.5386372330714904sargan= 0,3780710.3780713419638187sargan_df= 11n_obs= 428428se_type="HC1"n_clusters= —
Tabelas (3)
{ "coefficients": [ { "ci_high": 0.8928998171685569, "ci_low": -0.7966992033041966, "coef": 0.048100306932180106, "p": 0.9109446938863748, "se": 0.4297977132598272, "t": 0.11191382701262036, "term": "Intercept" }, { "ci_high": 0.07472796035150162, "ci_low": 0.013612825546023714, "coef": 0.04417039294876266, "p": 0.004711093859039339, "se": 0.015546378085381977, "t": 2.841201513701472, "term": "exper" }, { "ci_high": -0.00005360798291466297, "ci_low": -0.001744331193396381, "coef": -0.0008989695881555219, "p": 0.037193145535708634, "se": 0.00043008368306051234, "t": -2.0902201677552084, "term": "expersq" }, { "ci_high": 0.12692611392621989, "ci_low": -0.004132856605911714, "coef": 0.06139662866015408, "p": 0.06623070402737445, "se": 0.03333858812319641, "t": 1.841608541827702, "term": "educ" } ], "first_stage": [ { "ci_high": 0.22727760047111462, "ci_low": 0.08791646502607559, "coef": 0.1575970327485951, "endog": "educ", "instrument": "motheduc", "p": 0.000011213431960328954, "se": 0.03545024072114802, "t": 4.445584276514653 }, { "ci_high": 0.25331585513559624, "ci_low": 0.12578096517431214, "coef": 0.1895484101549542, "endog": "educ", "instrument": "fatheduc", "p": 1.026169112189478e-8, "se": 0.03244191815052831, "t": 5.842700461651569 } ], "reduced_form": [ { "ci_high": 0.02662216578501586, "ci_low": -0.020483377140654124, "coef": 0.0030693943221808697, "instrument": "motheduc", "p": 0.797955533850528, "se": 0.011982557623993707, "t": 0.25615518977640944 }, { "ci_high": 0.04022399770424663, "ci_low": -0.005384216639209714, "coef": 0.017419890532518457, "instrument": "fatheduc", "p": 0.13397281259065652, "se": 0.011601671959503245, "t": 1.5014982834650268 } ] }- 325 rows were dropped because one of 'lwage', 'educ', 'motheduc', 'fatheduc', 'exper', 'expersq' was missing
- Digests dos dados
mroz909e3d99ac8070dc661ce7915c99f27631797719369832e227d4005096cbd479- sha256 do resultado
7a5d96e6f30e34a773c1ab086f16f0b601fe925179e1c894f5bd145490b781ab
- 7Turno do modelo
call_b48acba6gemini-3.8-flashFim:STOP8.152 ms17376 de entrada · 42 de saída · 236 de raciocínio · 12709 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process Regarding the IV Analysis Results** Alright, so I've just run an instrumental variables (IV) regression, specifically using the two-stage least squares (2SLS) method, and I'm looking at the output from `infer.iv_2sls`. My primary focus here is on the effect of `educ` on some outcome. First, I need to assess the strength of my instrument. The `first_stage_F.educ` statistic is a key indicator, and seeing a value of 49.53 is excellent. This is well above the commonly cited threshold of 10, suggesting my instrument for `educ` is indeed strong and unlikely to lead to biased estimates due to weak instrument problems. That's a good sign. Next, I'm checking for overidentification. The `overid_p` value, which represents the p-value from the Sargan test (or a similar test for overidentifying restrictions), is 0.5386. This is comfortably above conventional significance levels (e.g., 0.05 or 0.10). This means I cannot reject the null hypothesis that the instruments are valid and their effects are homogeneous. In simpler terms, the instruments are not behaving in a way that suggests they are correlated with the error term of the structural equation, which is precisely what we want. Now, let's look at the main coefficient of interest. The estimated coefficient for `educ` is 0.0613966, with a standard error of 0.0333386. This yields a 95% confidence interval for the effect of `educ` ranging from -0.00413286 to 0.126926. While the point estimate is positive, the confidence interval includes zero, meaning the effect is not statistically significant at the conventional 5% level. This is something to note – the estimated causal impact isn't definitively discernible from this sample. Crucially, I recall the established protocols for reporting these results. The rule states that if the outcome variable is in logs, I *must* use `core.scale_effect` to restate the log-point coefficient as a percent effect, and I should *never* do this manually. Since the prompt implies this is a standard procedure and I'm an expert, I'm assuming the outcome is indeed logged (or that this is the appropriate way to present the effect). So, I'll be sure to call `core.scale_effect` to get the percent interpretation of this 0.0614 coefficient. Furthermore, as a good practice and to provide a point of comparison, it's often beneficial to also run a simple Ordinary Least Squares (OLS) regression. The prompt mentions "Often followed by: infer.ols, core.scale_effect". This comparison will help me understand how much of the estimated relationship is being explained by the IV approach compared to simple correlation, and I'll also apply `core.scale_effect` to the OLS coefficient if the outcome is logged, for a consistent comparison.
Chamadas pedidascore.scale_effect{ "coefficient": "call_1579ca74:coef.educ", "transform": "log_points_to_percent" }
- 8Ferramenta
core.scale_effectv0.1.0call_3a00ab63decidido pelo modeloreexecutávelArgumentos
{ "baseline": null, "coefficient": "call_1579ca74:coef.educ", "sd": null, "transform": "log_points_to_percent" }Figuras call_3a00ab63 Chave Valor Valor bruto Erro-padrão IC effect Effect as a percent change (from log points): 2SLS effect of educ on lwage6,33206 % 6.332057397505915— -0,412433 – 13,5333 Diagnósticostransform="log_points_to_percent"
- the standard error is not carried: a percent effect is a nonlinear function of b, so only the interval, transformed endpoint by endpoint, keeps its meaning
- Digests dos dados
- sha256 do resultado
34cc746c9b0178b2636e17ef211e87c5799a11d2cb263927fcfceb1d723eb941
- 9Turno do modelo
call_ddd3c40dgemini-3.8-flashFim:STOP3.927 ms17773 de entrada · 42 de saída · 23 de raciocínio · 15917 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on Evaluating Model Bias** My immediate instinct is to probe further into the potential for bias in my model. To achieve this, I need a baseline against which to compare my current, more sophisticated estimation methods. Therefore, I've decided that a crucial next step is to run `infer.ols`. My intention in doing so is to obtain the Ordinary Least Squares (OLS) estimate. I recognize that OLS, while computationally straightforward, is known to produce biased estimates under certain conditions. By contrasting the results from `infer.ols` with my other, presumably less biased, estimates, I'll be able to quantify the extent of that bias and gain a clearer understanding of how my chosen estimation techniques are performing relative to a standard benchmark. This comparative analysis will be instrumental in validating my approach and identifying any significant discrepancies that warrant further investigation or model refinement.
Chamadas pedidasinfer.ols{ "controls": [ "exper", "expersq" ], "dataset": "mroz", "x": [ "educ" ], "y": "lwage" }
- 10Ferramenta
infer.olsv0.1.0call_f63b64d9decidido pelo modeloreexecutávelArgumentos
{ "cluster": null, "controls": [ "exper", "expersq" ], "dataset": "mroz", "fe": [], "intercept": true, "level": 0.95, "se": "HC1", "subset": null, "weights": null, "x": [ "educ" ], "y": "lwage" }Figuras call_f63b64d9 Chave Valor Valor bruto Erro-padrão IC coef.educ Coefficient on educ in the regression of lwage0,10749 0.107489640148813990,013219 0.0132189678686280320,0815068 – 0,133473 Diagnósticosn_obs= 428428k= 44r2= 0,156820.15682039127229852df_resid= 424424se_type="HC1"n_clusters= —
Tabelas (1)
{ "coefficients": [ { "ci_high": -0.1256815155178025, "ci_low": -0.9183996073945216, "coef": -0.5220405614561621, "p": 0.009961086060266577, "se": 0.20165046204452491, "t": -2.588838905516092, "term": "Intercept" }, { "ci_high": 0.13347250891874696, "ci_low": 0.08150677137888103, "coef": 0.10748964014881399, "p": 4.720316237716186e-15, "se": 0.013218967868628032, "t": 8.131469961729326, "term": "educ" }, { "ci_high": 0.07158680676882788, "ci_low": 0.011546211338847475, "coef": 0.04156650905383768, "p": 0.006765094952563138, "se": 0.015273038339797112, "t": 2.7215612328771153, "term": "exper" }, { "ci_high": 0.000014488920181200118, "ci_low": -0.0016368750891593343, "coef": -0.0008111930844890671, "p": 0.05413905435926356, "se": 0.00042007154737551356, "t": -1.9310831441861955, "term": "expersq" } ] }- 325 rows were dropped because one of 'lwage', 'educ', 'exper', 'expersq' was missing
- Digests dos dados
mroz909e3d99ac8070dc661ce7915c99f27631797719369832e227d4005096cbd479- sha256 do resultado
1950483993ab638b2ea3b88c033c8d329487e2c4ffb3c4eeae5559fc4387ecec
- 11Turno do modelo
call_91cd2e2egemini-3.8-flashFim:STOP3.620 ms18272 de entrada · 43 de saída · 18 de raciocínio · 15883 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process** I need to ensure that I present the Ordinary Least Squares (OLS) effect in a way that is easily understandable, even for someone as knowledgeable as yourself. To facilitate this, I'm going to scale the OLS effect to a percentage. This way, if I happen to refer to it, the interpretation will be immediately clear and readily comparable, offering a more intuitive grasp of its magnitude.
Chamadas pedidascore.scale_effect{ "coefficient": "call_f63b64d9:coef.educ", "transform": "log_points_to_percent" }
- 12Ferramenta
core.scale_effectv0.1.0call_e2711b91decidido pelo modeloreexecutávelArgumentos
{ "baseline": null, "coefficient": "call_f63b64d9:coef.educ", "sd": null, "transform": "log_points_to_percent" }Figuras call_e2711b91 Chave Valor Valor bruto Erro-padrão IC effect Effect as a percent change (from log points): Coefficient on educ in the regression of lwage11,3479 % 11.347932520667513— 8,49206 – 14,279 Diagnósticostransform="log_points_to_percent"
- the standard error is not carried: a percent effect is a nonlinear function of b, so only the interval, transformed endpoint by endpoint, keeps its meaning
- Digests dos dados
- sha256 do resultado
07ed6e0759917cec857e8b2d7da4a63f176eaf51abb83522fae1b1ecd9f1a864
- 13Turno do modelo
call_74421652gemini-3.8-flashFim:STOP3.497 ms18450 de entrada · 18 de saída · 16 de raciocínio · 15870 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on Reporting Numbers and Formatting Rules** Ah, excellent. My immediate thought is to ensure I have all the necessary tools at my disposal for this task. Specifically, I need to consult the `reporting-numbers` skill. My reasoning here is straightforward: the core of this project revolves around presenting data, and if there are any established conventions or best practices for formatting those numbers – perhaps regarding precision, units, or even specific currency representations – I need to be intimately familiar with them. By loading this skill now, I can preemptively address any formatting requirements, thereby avoiding potential rework or inconsistencies down the line. It's about establishing a solid foundation for the quantitative aspects of whatever I'm producing.
Chamadas pedidasload_skill(meta-ferramenta){ "name": "reporting-numbers" }
- 14Habilidade
reporting-numbers - 15Turno do modelo
call_a62d64afgemini-3.8-flashFim:STOP28.900 ms18920 de entrada · 859 de saída · 1229 de raciocínio · 15939 em cacheResumo do raciocínio, como declarado pelo modelo**My Thought Process on Estimating the Causal Return to Education for Working Married Women** The core of this analysis, as I understand it, is to determine the genuine causal impact of an additional year of schooling on the hourly wage of married women who were in the workforce in 1975. The crucial constraint here is that this estimation needs to isolate the effect of education itself, disentangling it from the influence of individual unobserved ability that might correlate with both education and wages. I'm working with Mroz's dataset, specifically focusing on married women, and I'm particularly interested in those who actually worked, meaning those with a reported `lwage`. My primary tool for achieving this causal identification is **Two-Stage Least Squares (2SLS), also known as Instrumental Variables (IV) estimation**. This approach is necessary because simply regressing log wage on education (an Ordinary Least Squares, or OLS, approach) would likely suffer from endogeneity. Women with higher innate ability might pursue more education *and* earn higher wages, thus biasing the OLS estimate of the education return upwards. To address this, I need valid instrumental variables – factors that influence a woman's decision to get more education but *don't* directly affect her wage, other than through her education level. In this specific context, **parental education, specifically mother's education (`motheduc`) and father's education (`fatheduc`), serves as the instrumental variable for the woman's own schooling (`educ`)**. The underlying assumption here, the exclusion restriction, is that my parents' educational attainment influences my wage solely by shaping how much education I acquire. It doesn't, for example, grant me direct access to better jobs through family connections or provide me with skills that directly boost my earnings independent of my formal schooling. I'm applying this 2SLS method to a subsample of **428 working married women** from Mroz's data. Now, let's look at the results. My **2SLS estimate for the causal return to a year of education is 0.0614 log points**. This translates to an estimated **6.33% increase in hourly wages for each additional year of schooling**. This estimate comes with a robust standard error of 0.0333, leading to a 95% confidence interval of [-0.0041, 0.1269]. This interval is relatively wide and, at a p-value of approximately 0.066, is just shy of the conventional 0.05 significance level, indicating some uncertainty around the precise magnitude of the effect. Before I conclude on the main estimate, I performed some crucial diagnostic checks. First, I confirmed **instrument relevance**. The F-statistic for the excluded instruments (parental education) in the first stage of the 2SLS is a robust 49.53. This is well above the typical threshold (e.g., 10), suggesting that parental education is indeed a strong predictor of my own educational attainment. Specifically, in the first stage, mother's education had a coefficient of 0.1576 (t=4.45, p<0.001) and father's education had a coefficient of 0.1895 (t=5.84, p<0.001), with a partial R² of 0.2076. Second, I conducted an **overidentification test** (Sargan test) because I have two instruments (mother's and father's education) for one endogenous variable (my education). The p-value of 0.5386 from this test indicates that I **do not reject the null hypothesis that the instruments are valid** (i.e., they are uncorrelated with the error term in the structural equation, conditional on at least one instrument being valid). This is a reassuring finding. It's also informative to compare this to what an **OLS estimate** would show. If I were to simply regress log wage on education without accounting for endogeneity, I would find an estimate of 0.1075 log points, or an **11.35% return to education**. This OLS estimate is indeed larger than my IV estimate, which aligns with the expectation that unobserved ability bias is pushing the OLS result upwards. However, my IV confidence interval is wider and importantly, it does overlap with the OLS interval, highlighting the uncertainty in the causal estimate. However, I must acknowledge some **important caveats** to this analysis. The primary one is the **exclusion restriction** I mentioned earlier: the assumption that my parents' education only affects my wage through my schooling. If my parents' education also conferred other advantages – like better social networks or direct inheritance of skills or resources – that independently boost my wage, then my IV estimate could still be biased. Another significant concern is **sample selection bias**. My analysis is restricted to the 428 women who were working (`inlf == 1`). The decision to participate in the labor force is not random; it's influenced by factors like expected wages and reservation wages. Therefore, the results might not generalize to all married women, including those who were not working in 1975. This could potentially be addressed with a Heckman selection model, but that wasn't explicitly part of this specific request. Finally, as noted, the **precision of my 2SLS estimate is moderate**. The 95% confidence interval is wide enough that it marginally includes zero, suggesting that while the direction of the effect is positive, its statistical significance at the conventional 5% level is borderline.
Chamadas pedidassubmit_answer(meta-ferramenta){ "answer": "Para estimar o efeito causal de um ano adicional de escolaridade sobre o logaritmo do salário-hora das mulheres casadas que trabalharam em 1975 (428 observações), controlando pela experiência no mercado de trabalho e seu quadrado, utilizou-se o método de Mínimos Quadrados em Dois Estágios (2SLS/IV). A escolaridade da mãe (`motheduc`) e a escolaridade do pai (`fatheduc`) foram adotadas como instrumentos para a escolaridade da mulher (`educ`), isolando variações educacionais exógenas à habilidade individual.\n\n### Resultados da Estimação (2SLS)\n- **Efeito estimado (log pontos):** 0,0614 (erro-padrão robusto HC1 de 0,0333; IC 95%: [-0,0041; 0,1269]; p = 0,066).\n- **Retorno percentual:** O coeficiente equivale a um retorno de aproximadamente 6,33% ao ano de estudo sobre o salário-hora (IC 95%: [-0,41%; 13,53%]).\n\n### Diagnósticos dos Instrumentos\n- **Relevância (Primeiro Estágio):** Os instrumentos são estatisticamente fortes, com estatística F de Wald de 49,53 (bem acima do limiar convencional de 10) e $R^2$ parcial de 0,2076. No primeiro estágio, tanto a educação da mãe (coeficiente de 0,1576; t = 4,45) quanto a do pai (coeficiente de 0,1895; t = 5,84) correlacionam-se positivamente com a escolaridade da filha.\n- **Validade/Sobreidentificação:** O teste de sobreidentificação de Sargan resultou em p-valor de 0,5386 (estatística de 0,3781, 1 grau de liberdade), não rejeitando a hipótese nula de validade conjunta dos instrumentos (sob a premissa de que pelo menos um é válido).\n\n### Comparação com MQO (OLS)\nEm contraste, a regressão por MQO convencional indica um coeficiente de 0,1075 log pontos (erro-padrão de 0,0132; IC 95%: [0,0815; 0,1335]), correspondendo a um aumento de 11,35% (IC 95%: [8,49%; 14,28%]). A diferença entre MQO e 2SLS pode decorrer do viés de habilidade omitida na estimação ingênua, embora a estimativa de 2SLS apresente maior variância.", "caveats": [ "A premissa de exclusão requer que a escolaridade dos pais afete o salário da mulher unicamente através dos seus próprios anos de escolaridade, e não por canais diretos (como conexões profissionais, capital social ou transmissão genética de habilidade).", "Viés de seleção amostral: a análise restringe-se às 428 mulheres que declararam trabalhar em 1975 (com salário observado), desconsiderando a decisão endógena de participação na força de trabalho.", "A estimativa de 2SLS possui menor precisão estatística, com intervalo de confiança de 95% que inclui marginalmente o valor zero (p-valor de 0,066)." ], "figure_refs": [ "call_1579ca74:coef.educ", "call_3a00ab63:effect", "call_f63b64d9:coef.educ", "call_e2711b91:effect" ] }
- 16Guardaresposta aceita
- Números encontrados
- 1975 · 428 · 0,0614 · 0,0333 · 95% · -0,0041 · 0,1269 · 0,066 · 6,33% · 95% · -0,41% · 13,53% · 49,53 · 10 · 2 · 0,2076 · 0,1576 · 4,45 · 0,1895 · 5,84 · 0,5386 · 0,3781 · 1 · 0,1075 · 0,0132 · 95% · 0,0815 · 0,1335 · 11,35% · 95% · 8,49% · 14,28% · 428 · 1975 · 95% · 0,066
- Sem lastro
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- Não citados
- —
1 nova(s) tentativa(s) restante(s) - 17Resposta
Para estimar o efeito causal de um ano adicional de escolaridade sobre o logaritmo do salário-hora das mulheres casadas que trabalharam em 1975 (428 observações), controlando pela experiência no mercado de trabalho e seu quadrado, utilizou-se o método de Mínimos Quadrados em Dois Estágios (2SLS/IV). A escolaridade da mãe (`motheduc`) e a escolaridade do pai (`fatheduc`) foram adotadas como instrumentos para a escolaridade da mulher (`educ`), isolando variações educacionais exógenas à habilidade individual. ### Resultados da Estimação (2SLS) - **Efeito estimado (log pontos):** 0,0614 (erro-padrão robusto HC1 de 0,0333; IC 95%: [-0,0041; 0,1269]; p = 0,066). - **Retorno percentual:** O coeficiente equivale a um retorno de aproximadamente 6,33% ao ano de estudo sobre o salário-hora (IC 95%: [-0,41%; 13,53%]). ### Diagnósticos dos Instrumentos - **Relevância (Primeiro Estágio):** Os instrumentos são estatisticamente fortes, com estatística F de Wald de 49,53 (bem acima do limiar convencional de 10) e $R^2$ parcial de 0,2076. No primeiro estágio, tanto a educação da mãe (coeficiente de 0,1576; t = 4,45) quanto a do pai (coeficiente de 0,1895; t = 5,84) correlacionam-se positivamente com a escolaridade da filha. - **Validade/Sobreidentificação:** O teste de sobreidentificação de Sargan resultou em p-valor de 0,5386 (estatística de 0,3781, 1 grau de liberdade), não rejeitando a hipótese nula de validade conjunta dos instrumentos (sob a premissa de que pelo menos um é válido). ### Comparação com MQO (OLS) Em contraste, a regressão por MQO convencional indica um coeficiente de 0,1075 log pontos (erro-padrão de 0,0132; IC 95%: [0,0815; 0,1335]), correspondendo a um aumento de 11,35% (IC 95%: [8,49%; 14,28%]). A diferença entre MQO e 2SLS pode decorrer do viés de habilidade omitida na estimação ingênua, embora a estimativa de 2SLS apresente maior variância. Ressalvas: A premissa de exclusão requer que a escolaridade dos pais afete o salário da mulher unicamente através dos seus próprios anos de escolaridade, e não por canais diretos (como conexões profissionais, capital social ou transmissão genética de habilidade). Viés de seleção amostral: a análise restringe-se às 428 mulheres que declararam trabalhar em 1975 (com salário observado), desconsiderando a decisão endógena de participação na força de trabalho. A estimativa de 2SLS possui menor precisão estatística, com intervalo de confiança de 95% que inclui marginalmente o valor zero (p-valor de 0,066).
- A premissa de exclusão requer que a escolaridade dos pais afete o salário da mulher unicamente através dos seus próprios anos de escolaridade, e não por canais diretos (como conexões profissionais, capital social ou transmissão genética de habilidade).
- Viés de seleção amostral: a análise restringe-se às 428 mulheres que declararam trabalhar em 1975 (com salário observado), desconsiderando a decisão endógena de participação na força de trabalho.
- A estimativa de 2SLS possui menor precisão estatística, com intervalo de confiança de 95% que inclui marginalmente o valor zero (p-valor de 0,066).
Figuras citadas:call_1579ca74:coef.educ, call_3a00ab63:effect, call_f63b64d9:coef.educ, call_e2711b91:effect· Parada:answeredFigura da resposta:call_1579ca74:coef.educ= 0,06139660.06139662866015408(se 0,03333860.03333858812319641) - 18Pontuação#0resposta com lastropassouobrigatória
every number backed - 19Pontuação#1figura da resposta escolhidapassouobrigatória
answer figure call_1579ca74:coef.educ (infer.iv_2sls) - 20Pontuação#2ferramenta chamadapassouobrigatória
answer call is infer.iv_2sls - 21Pontuação#3argumento igualpassouobrigatória
infer.iv_2sls.y = 'lwage' - 22Pontuação#4argumento igualpassouobrigatória
infer.iv_2sls.endog[0] = 'educ' - 23Pontuação#5argumento igualpassouregistrada
infer.iv_2sls.y = 'lwage' - 24Pontuação#6argumento igualpassouregistrada
infer.iv_2sls.endog = ['educ'] - 25Pontuação#7argumento igualpassouregistrada
infer.iv_2sls.instruments = ['motheduc', 'fatheduc'] - 26Pontuação#8argumento igualpassouregistrada
infer.iv_2sls.exog = ['exper', 'expersq'] - 27Pontuação#9diagnósticopassouregistrada
428 vs 428 - 28Pontuação#10figura da resposta próximapassouregistrada
0.06139662866 vs 0.061396628660153496 - 29Pontuação#11figura da resposta próximafalhouregistrada
0.03333858812 vs 0.0314366956446951 - 30Pontuação#12figura da resposta próximapassouregistrada
0.06139662866 vs 0.061 - 31Pontuação#13figura da resposta próximafalhouregistrada
0.03333858812 vs 0.031
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