options crt;  ? 5e5
in cps78;  set n=550;
smpl 1,n;
msd lnwage fe nonwh hisp ed ex exsq union;
unmake @mean all1-all8;  ? name the means
olsq lnwage c fe union nonwh hisp ed ex exsq;
set expun = exp(@coef(3));
set %diff = 100*(expun-1);
print expun,%diff;   ? (a)
?
supres smpl;
select union;
 msd lnwage fe nonwh hisp ed ex exsq;
 unmake @mean un1-un7;  ? for (b)
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
 unmake @coef bun1-bun7;  ? for (c)
 rename @ssr ssrun;  ? for (d)
 rename @coef bun;
 rename @vcov vun;   ? for (c, g)
select .not.union;
 msd lnwage fe nonwh hisp ed ex exsq;
 unmake @mean nonun1-nonun7;
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
 unmake @coef bnonun1-bnonun7;
 rename @ssr ssrnonun;
dot 1-7;
  set diffm. = un. - nonun.;  ? difference in union-nonunion means
  set diffb. = bun. - bnonun.;  ? difference in union-nonunion coefs
enddot;
print diffm1-diffm7;     ? (b)
print diffb2-diffb7;     ? (c)
mat bdiff = bun-@coef;
mat vdiff = vun+@vcov;
title 'union - nonunion coefs - 1978';
tstats(names=@rnms) bdiff vdiff;    ? (c) done statistically
list n78 @rnms;
rename bdiff bdiff78;
rename vdiff vdiff78;  ? save results for  (g)
?  slope of earnings function depends on b6-2*b7*ex, not on means of fe, etc.
?
select 1;
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
set ssru = ssrun+ssrnonun;
set df1 = 7;  set df2 = n-2*7;
set chow = ((@ssr-ssru)/df1)/(ssru/df2);
cdf(F,df1=df1,df2=df2) chow;  ? (d)
?
set dlw = diffm1;
dot 2-7;
  set dlw = dlw - diffm.*bun.;
enddot;
set wagediff = exp(dlw);
set %diff = 100*(wagediff-1);
set propex = (diffm1-dlw)/diffm1;
print wagediff,%diff,propex;    ? (e)
?
set dlw = diffm1;
dot 2-7;
  set dlw = dlw - diffm.*bnonun.;
enddot;
set wagediff = exp(dlw);
set %diff = 100*(wagediff-1);
set propex = (diffm1-dlw)/diffm1;
print wagediff,%diff,propex;    ? (f)
?
?  (g):  same for cps85
?
delete lnwage fe nonwh hisp ed ex exsq union;
in cps85;  set n=534;
smpl 1,n;
msd lnwage fe nonwh hisp ed ex exsq union;
unmake @mean all1-all8;  ? name the means
olsq lnwage c fe union nonwh hisp ed ex exsq;
set expun = exp(@coef(3));
set %diff = 100*(expun-1);
print expun,%diff;   ? (a)
?
supres smpl;
select union;
 msd lnwage fe nonwh hisp ed ex exsq;
 unmake @mean un1-un7;  ? for (b)
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
 unmake @coef bun1-bun7;  ? for (c)
 rename @ssr ssrun;  ? for (d)
 rename @coef bun;
 rename @vcov vun;   ? for (c, g)
select .not.union;
 msd lnwage fe nonwh hisp ed ex exsq;
 unmake @mean nonun1-nonun7;
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
 unmake @coef bnonun1-bnonun7;
 rename @ssr ssrnonun;
dot 1-7;
  set diffm. = un. - nonun.;
  set diffb. = bun. - bnonun.;
enddot;
print diffm1-diffm7;     ? (b)
print diffb2-diffb7;     ? (c)
mat bdiff = bun-@coef;
mat vdiff = vun+@vcov;
title 'union - nonunion coefs - 1985';
tstats(names=@rnms) bdiff vdiff;    ? (c) done statistically
?  slope of earnings function depends on b6-2*b7*ex, not on means of fe, etc.
?
select 1;
 olsq(silent) lnwage c fe nonwh hisp ed ex exsq;
set ssru = ssrun+ssrnonun;
set df1 = 7;  set df2 = n-2*7;
set chow = ((@ssr-ssru)/df1)/(ssru/df2);
cdf(F,df1=df1,df2=df2) chow;  ? (d)
?
set dlw = diffm1;
dot 2-7;
  set dlw = dlw - diffm.*bun.;
enddot;
set wagediff = exp(dlw);
set %diff = 100*(wagediff-1);
set propex = (diffm1-dlw)/diffm1;
print wagediff,%diff,propex;    ? (e)
?
set dlw = diffm1;
dot 2-7;
  set dlw = dlw - diffm.*bnonun.;
enddot;
set wagediff = exp(dlw);
set %diff = 100*(wagediff-1);
set propex = (diffm1-dlw)/diffm1;
print wagediff,%diff,propex;    ? (f)
?
?  final optional part of  (g)
?  Note:  this does not directly address the significance of
?  the overall wage differential, which is also a function of
?  the change in means.  To do this, you would need to know
?  the covariance of the means and regression coefficients.
?
mat bdifft = bdiff-bdiff78;
mat vdifft = vdiff+vdiff78;
title 'change in (union-nonunion) coefs:  85-78';
tstats(names=n78) bdifft vdifft;