library(wooldridge)
library(lmtest)
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
data <- wooldridge::minwage

# Part (i): Find the first-order autocorrelation in gwage232
first_order_autocorr <- cor(data$gwage232[-1], data$gwage232[-nrow(data)], use = "complete.obs")
cat("First-order autocorrelation:", first_order_autocorr, "\n")
## First-order autocorrelation: -0.03494393
# Part (ii): Estimate the dynamic model
# Create lagged gwage232
data$gwage232_lag1 <- c(NA, head(data$gwage232, -1))

# Run the OLS regression
model1 <- lm(gwage232 ~ gwage232_lag1 + gmwage + gcpi, data = data, na.action = na.exclude)
cat("Summary of Model 1:\n")
## Summary of Model 1:
summary(model1)
## 
## Call:
## lm(formula = gwage232 ~ gwage232_lag1 + gmwage + gcpi, data = data, 
##     na.action = na.exclude)
## 
## Residuals:
##       Min        1Q    Median        3Q       Max 
## -0.044642 -0.004134 -0.001312  0.004482  0.041612 
## 
## Coefficients:
##                 Estimate Std. Error t value Pr(>|t|)    
## (Intercept)    0.0024003  0.0004308   5.572 3.79e-08 ***
## gwage232_lag1 -0.0779092  0.0342851  -2.272  0.02341 *  
## gmwage         0.1518459  0.0096485  15.738  < 2e-16 ***
## gcpi           0.2630876  0.0824457   3.191  0.00149 ** 
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.007889 on 606 degrees of freedom
##   (2 observations deleted due to missingness)
## Multiple R-squared:  0.2986, Adjusted R-squared:  0.2951 
## F-statistic: 85.99 on 3 and 606 DF,  p-value: < 2.2e-16
# Part (iii): Add lagged growth in employment (gemp232_lag1) and check its significance
# Create lagged gemp232
data$gemp232_lag1 <- c(NA, head(data$gemp232, -1))

# Run the new regression including lagged gemp232
model2 <- lm(gwage232 ~ gwage232_lag1 + gmwage + gcpi + gemp232_lag1, data = data, na.action = na.exclude)
cat("Summary of Model 2:\n")
## Summary of Model 2:
summary(model2)
## 
## Call:
## lm(formula = gwage232 ~ gwage232_lag1 + gmwage + gcpi + gemp232_lag1, 
##     data = data, na.action = na.exclude)
## 
## Residuals:
##       Min        1Q    Median        3Q       Max 
## -0.043842 -0.004378 -0.001034  0.004321  0.042548 
## 
## Coefficients:
##                Estimate Std. Error t value Pr(>|t|)    
## (Intercept)    0.002451   0.000426   5.753  1.4e-08 ***
## gwage232_lag1 -0.074546   0.033901  -2.199 0.028262 *  
## gmwage         0.152707   0.009540  16.007  < 2e-16 ***
## gcpi           0.252296   0.081544   3.094 0.002066 ** 
## gemp232_lag1   0.066131   0.016962   3.899 0.000108 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.007798 on 605 degrees of freedom
##   (2 observations deleted due to missingness)
## Multiple R-squared:  0.3158, Adjusted R-squared:  0.3112 
## F-statistic:  69.8 on 4 and 605 DF,  p-value: < 2.2e-16
# Part (iv): Compare the models and assess the effect on gmwage coefficient
gmwage_effect_model1 <- summary(model1)$coefficients["gmwage", ]
gmwage_effect_model2 <- summary(model2)$coefficients["gmwage", ]
cat("Effect of gmwage in Model 1:\n")
## Effect of gmwage in Model 1:
print(gmwage_effect_model1)
##     Estimate   Std. Error      t value     Pr(>|t|) 
## 1.518459e-01 9.648536e-03 1.573771e+01 4.841290e-47
cat("Effect of gmwage in Model 2:\n")
## Effect of gmwage in Model 2:
print(gmwage_effect_model2)
##     Estimate   Std. Error      t value     Pr(>|t|) 
## 1.527070e-01 9.540003e-03 1.600701e+01 2.402983e-48
# Part (v): Run the regression of gmwage on gwage232_lag1 and gemp232_lag1, and report R-squared
model3 <- lm(gmwage ~ gwage232_lag1 + gemp232_lag1, data = data, na.action = na.exclude)
cat("Summary of Model 3:\n")
## Summary of Model 3:
summary(model3)
## 
## Call:
## lm(formula = gmwage ~ gwage232_lag1 + gemp232_lag1, data = data, 
##     na.action = na.exclude)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -0.01914 -0.00500 -0.00379 -0.00287  0.62208 
## 
## Coefficients:
##                Estimate Std. Error t value Pr(>|t|)  
## (Intercept)    0.003433   0.001440   2.384   0.0174 *
## gwage232_lag1  0.203167   0.143140   1.419   0.1563  
## gemp232_lag1  -0.041706   0.072110  -0.578   0.5632  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.03318 on 607 degrees of freedom
##   (2 observations deleted due to missingness)
## Multiple R-squared:  0.00392,    Adjusted R-squared:  0.0006377 
## F-statistic: 1.194 on 2 and 607 DF,  p-value: 0.3036
rsq <- summary(model3)$r.squared
cat("R-squared of the regression:", rsq, "\n")
## R-squared of the regression: 0.003919682