Module 4

F Tests for Exclusion Restrictions

Compare restricted and unrestricted models and compute an F statistic.

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Notebook lab guide

Related dataset

BWGHT

Estimated time

25 to 40 min

Packages

pandas, numpy, statsmodels, patsy

Expected output

A regression or inference table with coefficients, uncertainty, and short interpretation notes.

Learning goals

Common errors

File not found: check that BWGHT.DTA is installed or use the course data folder.
Package import error: use the browser notebook first, then download for local Jupyter if your local packages differ.
Column name error: compare your variable names with the dataset variables listed for this notebook.

Dataset path helper

import pandas as pd

df = pd.read_stata("/data/BWGHT.DTA")
df.head()

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