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ESSENTIALS OF APPLIED
ECONOMETRICS

Aaron Smith

J. Edward Taylor

UNIVERSIT Y OF CALIFORNIA PRESS

Essentials of Applied Econometrics
ESSENTIALS OF APPLIED
ECONOMETRICS

Aaron Smith

J. Edward Taylor

UNIVERSIT Y OF CALIFORNIA PRESS

University of California Press, one of the most distinguished
university presses in the United States, enriches lives around
the world by advancing scholarship in the humanities, social
sciences, and natural sciences. Its activities are supported by the
UC Press Foundation and by philanthropic contributions from
individuals and institutions. For more information, visit
www.ucpress.edu.

University of California Press

Oakland, California

© 2017 by The Regents of the University of California

Library of Congress Cataloging-in-Publication Data

Names: Smith, Aaron, author. | Taylor, J. Edward, author.
Title: Essentials of applied econometrics / Aaron Smith,
J. Edward Taylor.
Description: Oakland, California : University of California Press,
[2017] | Includes index. | Description based on print version
record and CIP data provided by publisher; resource not viewed.
Identifiers: lccn 2016018912 (print) | lccn 2016018067 (ebook) |
isbn 9780520963290 (ebook) | isbn 9780520288331 (pbk. : alk.
paper)
Subjects: lcsh: Econometrics—Textbooks.
Classification: lcc hb139 (print) | lcc hb139 .s6255 2017 (ebook) |
ddc 330.01/5195—dc23
lc record available at https://lccn.loc.gov/2016018912

Manufactured in the United States of America

25 24 23 22 21 20 19 18 17 16

10 9 8 7 6 5 4 3 2 1
Contents

Preface vii Step 2: Make Assumptions about Your Population

Acknowledgments x (and How Your Sample Represents It) 54
About the Authors xi Step 3: Compute Statistics to Measure
OLS Accuracy 57
Data Types 58
1 Introduction to Econometrics 1
5 Properties of Our Estimators 65
What is Econometrics? 2
An Experiment in Random Sampling 65
Step 1: What Do You Want to Do? 3
BLUE Estimators 69
Step 2: Formulate Your Research Design
The Sample Mean 69
and Specify the Econometric Model 5
The OLS Regression 71
Step 3: Apply Statistical Theory 7
Multiple Regression 76
An Illustration with the Population Mean 9
Back to Schools and Free Lunch 77
Putting It Together: Poverty and Test Scores 10
Consistent Estimators 79
From Statistics to Econometrics 12
Properties of the Regression Line (or Plan, or
2 Simple Regression 19
Hyperplane) 80
The Least-Squares Criterion 20
6 Hypothesis Testing and Confidence
Estimating a Simple Regression Model of Intervals 83
Academic Performance 25
Hypothesis Testing 83
The R2 26
Hypothesis Testing with Small Samples 86
Beyond Simple Regression 31
Confidence Intervals 87
3 Multiple Regression 33 What Determines Confidence Interval
The Multiple Regression Model 34 Width? 88
When Does the MR Estimator Collapse to How Large a Sample is Large Enough? 89
the SR Estimator? 37 Hypothesis Testing and Confidence Intervals in
Back to API and FLE (and PE, Too) 38 Multiple Regressions 91
From Two to Many Explanatory Variables: Presenting Your Results 97
The General Multiple Regression Model 43
7 Predicting in a Nonlinear World 99
Perfect Multicollinearity 45
Getting the Model Right 100
Interpreting MR Coefficients 46
How Could We Get the Model Wrong? 102
Using Matrix Algebra to Estimate a Multiple
What If the True Model is Nonlinear? 104
Regression Model 47
Testing Functional Forms 117
4 Generalizing from a Sample 51
8 Best of BLUE I: Cross-Section Data and
Three Steps to Generalizing from a Sample 51 Heteroskedasticity (Assumption CR2) 121
Step 1: Define Your Population and Research The Problem of Heteroskedasticity 122
Goal 52
Testing for Heteroskedasticity 127
 Fixing the Problem 130 Self-Selection 166
Back to Climate Change 132 Experiments 172
9 Best of Blue II: Correlated Errors 11 Identifying Causation 177
(Assumption CR3) 137 Why Care About Causation? 178
Time-Series Data: Autocorrelation 139 A New Classical Regression Assumption 179
Ignoring Autocorrelation 140 The Endogeneity Problem 179
How to Test for Autocorrelation 142 Measurement Error 181
Fixing Autocorrelation 146 X and Y Jointly Determined 184
An Ex Post Error-Correction Method: Omitted Variables 187
Newey-West 147
12 Instrumental Variables: A Solution to the
Ex Ante: Using What We Know to Improve Endogeneity Problem 193
on OLS 149
What Are Instrumental Variables? 193
Clustered and Spatial Data 156
The Quest for Good Instruments 199
10 Sample Selection Bias (Assumption The Gold Standard: Randomized Treatments 208
CR1) 159
A Brave New World 211
What If We Have a Nonrepresentative
Sample? 160
How Does It Happen? 161 Appendix: Critical Values for Commonly
How Sample Selection Bias Affects Regression Used Tests in Econometrics 215
Models 162 Notes 221
What to Do About It 166 Index 223
Preface

This book was designed to give students the tools the sampling theory assumptions but not the
they need to carry out econometric analysis in the causal analysis assumptions.
modern world. Most textbooks assume that the Our book begins with sampling theory: how
purpose of econometrics is to formulate a true to use a sample to make inferences about a
mathematical model of a piece of the economy whole population. We address causality as a dis-
or to estimate whether a change in one variable tinct topic in the last two chapters of the book.
causes change in another. Many students are In between, we cover the critical topics that are
unsure what to do if they cannot justify the often an essential part of any econometrics course,
unrealistic assumptions required of a true model including properties of estimators, hypothesis
or a causal effect. If the model is misspecified, testing, dealing with nonlinear relationships,
does this mean it is useless? If we cannot convinc- heteroskedasticity, correlated errors, and sam-
ingly justify causality, are we wasting our time? pling bias. These are essentials of applied econo-
Much work in practice does not have such metrics regardless of whether the goal of your
grand goals. Google does not usually care about research concerns correlation, prediction, or
doing airtight tests of whether one variable causation.
causes another. It is more interested in using The book covers essential econometric the-
(often very large) data sets to find correlations ory but with an emphasis on the best practices
and predict people’s behavior. Estimating corre- for estimating econometric models. It stresses
lations and performing predictions are very dif- the importance of being explicit about the pur-
ferent goals to formulating true models and pose of the analysis, i.e., the population we want
establishing causality. We believe our book is our analysis to inform us about and whether our
unique among intermediate econometrics texts goal is to establish correlation, predict out-
at making this distinction clear. comes, or demonstrate causation. Real-world
Traditional econometrics textbooks also examples are used throughout to illuminate the
confound two distinct sets of assumptions that concepts presented while stimulating student
econometricians make. Some of these assump- interest in putting econometric tools to use.
tions address how your data sample represents
the whole population (sampling theory) and
some of these assumptions address how eco- THE GENESIS OF REBELTEXT
nomic variables relate to each other (causal
analysis). Most textbooks lump these assump- It was Winter Quarter 2012. The memory of
tions together, which makes it unclear where student protests and pepper spray still perme-
one ends and the other begins. However, if your ated the air above the UC Davis quad. Ed gritted
goal is correlation or prediction, then you need his teeth and told the campus bookstore to

vii
viii Preface

order up 125 copies of an undergraduate econo- upper-division undergraduate econometrics

metrics textbook at $150 a shot. (That’s a gross class. That is primarily what this is. The knowl-
of $18,750 just from one class.) edge in this book should prime any undergradu-
Over dinner that night, Ed’s 20-year-old son, ate for further study or to venture out into the
Sebastian, just back from occupying the Port of real world with an appreciation for the essential
Oakland, said he spent $180 on a new edition concepts and tools of econometrics. More than
calculus text required for his course. Sebastian’s a textbook, this can be a helpful basic reference
little brother, Julian, exclaimed: “That’s in applied econometrics for any graduate stu-
obscene.” Sebastian responded, “You’re right. dent, researcher, or practitioner.
Basic calculus hasn’t changed in decades. You RebelText was created to make learning and
don’t need new editions to learn calculus.” teaching as efficient as possible. We need to
Before dinner was over, Ed’s two kids had learn the essentials of the subject. We do not
ambushed him and made him promise never, want to wade through thick textbooks in order
ever, to assign an expensive textbook to his stu- to locate what we need to know, constantly won-
dents again. dering what will and won’t be on the next test.
“So, what do you want me to do then, write We especially do not want to pay for a big text-
one?” Ed asked them. book that we don’t come close to finishing in the
“Exactly,” they answered in unison. course! Because it is concise, there is no reason
“And get a good title for it,” Ed’s wife, Peri, not to read and study every word of Essentials of
added. Applied Econometrics. All of it could be on the
The next day, RebelText was born. What’s test. Master it, and you will be conversant
RebelText? enough to strike up a conversation with anyone
First, it’s affordable. It costs as little as one- who does econometrics, and you’ll have the
fifth the price of a normal textbook. Second, it’s basic tools to do high-quality applied econo-
concise. It covers what one can hope to get metric work. Th ink of this book as presenting
through in a quarter- or semester-long course. the “best practices” and state-of-the-art meth-
Th ird, it’s more compact than most textbooks. ods for doing econometrics. By mastering it,
Being both affordable and compact, you can you’ll also have the conceptual and intuitive
carry it around with you. Write in it. Don’t grounding you need in order to move on to
worry about keeping the pages clean, because at higher-level econometrics courses. You’ll prob-
this price there’s no need to resell it after the ably find yourself referring back to it from time
class is through (or worry about whether there to time, so keep it on your shelf!
will still be a market for your edition). This
RebelText will naturally evolve as needed to
keep pace with the field, but there will never, STUDENT RESOURCES ONLINE
ever, be a new edition just for profits’ sake.
Essentials of Applied Econometrics is intended
to be used interactively with online content. We
WHO SHOULD USE THIS BOOK encourage you to visit our living website, http://
AND HOW www.ucpress.edu/go/appliedeconometrics,
where you will fi nd an “Econometrics Rosetta
When we sat down to write Essentials of Applied Stone” showing how to use some of the most
Econometrics, we wanted a compact book for an popular software packages to do econometric
 Preface ix

analysis. You will also find a variety of interest- are available for download with permission of
ing data sets, study questions, and online appen- the publisher. If you are teaching with Essentials
dices for our book. We welcome your sugges- of Applied Econometrics, consider contributing
tions for other online content you discover on your ideas about novel uses of the book and
your own! When we use the textbook, the web- website, interesting data sets, programs, and
site becomes a center of class activity. projects to the RebelText movement. To find out
how, visit rebeltext.org and click on “contribut-
ing to RebelText.”
INSTRUCTOR RESOURCES ONLINE

A set of instructor resources including test

questions and images for lecture presentations
Acknowledgments

This book would not have happened without ing him about California school finance and
our families and students. Ed gives special thereby providing us with the main example we
thanks to Sebastian and Julian, who shamed use in the book. Abbie Turiansky was instru-
him into launching the RebelText project; to mental in helping us put together the very fi rst
his wife Peri Fletcher, who believed in this draft of many of the chapters in this book.
project from the start; to Laika, who managed Michael Castelhano, Justin Kagin, Dale Man-
to eat only a couple early drafts of our manu- ning, and Karen Thome provided valuable
script; and to UC Davis undergraduate Quanti- research assistance at various stages of this
tative Methods (ARE 106) students, who were project. We are greatly indebted to Jan Camp at
our guinea pigs and cheerleaders while this Arc Light Books, who helped us launch the first
book was being written. Aaron thanks his wife RebelTexts as print-on-demand books.
Heather and daughter Hayley for their endur- Aaron Smith and J. Edward Taylor
ing patience and inspiration while he labored Davis, California, 2016
on this book. He also thanks Heather for teach-

x
About the Authors

Aaron Smith’s first real job was teaching econo- J. Edward Taylor loves teaching economics,
metrics (not counting working on the family especially econometrics, microeconomics, and
farm in New Zealand where he grew up). In economic development. He’s been doing it for
1994, just before heading off to graduate school, about 25 years now at UC Davis, where he is a
he taught an econometrics class much like the professor in the Agricultural and Resource Eco-
one you’re probably taking with this book. It was nomics Department. He’s also done a lot of eco-
a scary and invigorating experience—he must nomic research. At last count, he had published
have enjoyed it because he’s still doing it all about 150 articles, book chapters, and books on
these years later! He is currently a professor of topics ranging from labor economics, interna-
Agricultural and Resource Economics at UC tional trade, immigration, biodiversity, and pov-
Davis, where he has been since 2001 after earn- erty—and more than 20,000 citations on Google
ing his PhD in Economics from UC San Diego. Scholar. He’s in Who’s Who in Economics, the
When not teaching, he does research on policy, list of the world’s most cited economists; a Fel-
prices, and trading in agricultural, energy, and low of the Agricultural and Applied Economics
financial markets. Recent project topics include Association (AAEA), and recent editor of the
identifying which traders in commodity futures American Journal of Agricultural Economics
markets seem to know where prices are headed, (AJAE). Nearly everything Ed does involves
estimating how the recent growth in the use of applied econometrics. He has presented his
ethanol made from corn as an ingredient in findings to the US Congress, the United
gasoline has affected food and gas prices, and Nations, the World Bank, and governments
understanding commodity booms and busts. around the world, and he is published in jour-
His research has won the Quality of Communi- nals ranging from The American Economic
cation, Quality of Research Discovery, and Out- Review to Science. His recent book, Beyond
standing American Journal of Agricultural Eco- Experiments in Development Economics: Local
nomics Article Awards from the Agricultural Economy-Wide Impact Evaluation (Oxford Uni-
and Applied Economics Association. You can versity Press, 2014), won the AAEA Quality of
learn more about Aaron at his website: asmith Communication Award. You can learn more
.ucdavis.edu. about Ed at his website: jetaylor.ucdavis.edu.

xi
 CH A P T ER

Introduction to 1
Econometrics

It is interesting that people try to find meaningful patterns in things that are
essentially random.
—Data, Star Trek

J
LEARNING OBJECTIVES aime Escalante was born in Bolivia in 1930. He immi-
Upon completing the work in this chapter, grated to the United States in the 1960s, hoping for a
you will be able to:
better life. After teaching himself English and working
䉴 Define and describe the basics of his way through college, he became a teacher at Garfield
econometrics
䉴 Describe how to do an econometric study
High School in East Los Angeles. Jaime believed strongly
that higher math was crucial for building a successful
career, but most of the students at Garfield High, many of
whom came from poor backgrounds, had very weak math
skills. He worked tirelessly to transform these kids into
math whizzes. Incredibly, more than a quarter of all the
Mexican-American high school students who passed the
AP calculus test in 1987 were taught by Jaime.
Hollywood made a movie of Jaime’s story called “Stand
and Deliver.” If you haven’t seen that movie, you’ve proba-
bly seen one of the other dozens with a similar plot. An
inspiring and unconventional teacher gets thrown into an
unfamiliar environment filled with struggling or troubled
kids. The teacher figures out how to reach the kids, they
perform well in school, and their lives change forever.
We all have stories of an inspiring teacher we once had.
Or a terrible teacher we once had. Meanwhile, school
boards everywhere struggle with the question of how to
teach kids and turn them into economically productive
adults. Do good teachers really make all the difference
in our lives? Or do they merely leave us with happy

1
Exploring the Variety of Random
Documents with Different Content
 XXV

Parmi des morts et de grands blessés, — c’est alors

Qu’un Français, se levant, cria : « Debout, les morts ! »
Mais nous seuls nous savions que cet appel sublime
Montait vers tous les morts accourus de l’abîme.

Or, cet appel vibra dans tous les cœurs en deuil,

Au souvenir des morts enterrés sans cercueil.
Et les vierges en pleurs, les femmes noir-vêtues,
Croyaient ouïr les voix chères qui se sont tues…
Et nous, nous entendions chanter, en longs accords,
Ces même voix, lointains adieux d’esprits sans corps :

— « Nous sommes morts pour vous défendre

Contre de vils envahisseurs,
Vous que nous aimions d’amour tendre,
Vieilles mères, petites sœurs !

« Jeunesse encor mal aguerrie,

Tout éprise de grâce et d’arts,
Nous sommes morts pour la patrie,
Fiers de tomber sous vos regards.

« La mort nous prit sans différence,

Riches, pauvres, jeunes ou vieux.
 Et nous sommes morts, chère France,
Pour tes fils et pour nos aïeux.

« Mourir pour toi, — ce fut bien vivre,

O France, cœur du monde ! sel
De la terre ! esprit du saint Livre
Qui veut l’amour universel !

« Nous sommes morts pour la défense

Du plus doux idéal humain ;
Pour le léguer pur à l’enfance
Qui sera la France demain.

« Rapprochés par la mort des pères,

Et sentant notre âme sur eux,
Nos fils, dans nos maisons prospères,
Vivront plus fiers et plus heureux.

« Nous sommes morts pour vous défendre

Contre de vils envahisseurs,
Vous que nous aimions d’un cœur tendre,
Petits enfants, — frères et sœurs ! »

Des tombes, çà et là fraîchement remuées,

Cette hymne, dominant la guerre et ses huées,
S’élançait, rejoignait, comme mêlée au vent,
Les anciens morts, — la mort, autre infini vivant,
Matrice des soleils, semence des étoiles !
Et les femmes, penchant le front sous leurs longs voiles,
Les vieux, un crêpe au bras, plusieurs peuples en deuil,
Répondaient, en un chant de magnifique orgueil :

— « Vous aurez dans nos cœurs une tombe immortelle,

O vous que votre amour de la paix — a trahis !
Vous fîtes en mourant l’humanité plus belle,
Soldats morts pour notre pays !
« Nous laissons, sous nos yeux cernés, couler nos larmes,
Mais nos cœurs sont encor plus grands que nos douleurs,
Et sur vos corps, ensevelis avec leurs armes,
Nous jetons des lauriers en fleurs.

« Votre mort que l’on pleure, on la donne en exemple ;

On la pleure en silence, on l’admire à grands cris ;
Et nos cœurs éternels sont pour vous comme un temple
Où, dans l’or, vos noms sont inscrits.

« Vous sûtes, par la mort, avec vos grandes âmes,

Faire, au monde sauvé, des avenirs plus beaux !
Et c’est pourquoi vos sœurs, vos mères et vos femmes,
Vous voient vivants sur vos tombeaux. »

Telle, en prodigieuse et lente symphonie,

Chantait son chant d’orgueil l’espérance infinie.

Alors, un autre chœur, mais plus retentissant,

De moins lente harmonie et de plus rude accent,
Vint jusqu’à nous… C’était la voix, l’âme enflammée,
La résolution ardente d’une armée…
Quelque chose pourtant d’allègre et de moqueur
Traversait les accords farouches de ce chœur :

— « Nos camarades morts sont les moissons fauchées ;

Mais nous, nous sommes le grain mûr,
Le grain gonflé d’espoir qui dort dans les tranchées,
Où germine déjà le triomphe futur.

« Nous avons en mépris cette race allemande,

Son idéal matériel.
C’est la bête puante et féroce, — et gourmande,
L’ours noir qui rôde autour des ruchers pleins de miel.

« Ruisselantes de sang, baïonnettes vermeilles,

Harcelez le fauve aux pieds lourds !
La brute, sous le dard de toutes les abeilles,
Saura bientôt comment on fait danser les ours.

« Mais non, le dur Germain n’est pas si débonnaire ;

Ce n’est pas l’ours, plaisant danseur ;
Et les canons d’Europe, à défaut du tonnerre,
Écraseront, dans sa fange, l’envahisseur !

« Voyons-le tel qu’il est : un dragon de légende,

Un monstre aux sept gueules d’enfer,
Et jurons-nous d’anéantir l’hydre allemande,
Avec la sape, avec la flamme, avec le fer !

« Nous sauverons l’espoir, l’amour, la paix des mondes,

En frappant le monstre en plein cœur,
Et nous arracherons les sept langues immondes :
Il tordra ses anneaux sous le pied du vainqueur.

« Entends-tu le serment des Francs, prince féroce,

Faux roi, Guillaume le second ?
Nous mettrons sous nos pieds, sous l’épée et la crosse,
Ta tête affreuse et les sept têtes du dragon.

« Nous ne voulons revoir nos maisons, plus prospères,

Que sous des drapeaux triomphants,
Quand les mères pourront offrir aux heureux pères
Des lauriers tout en fleurs par la main des enfants. »

Des soldats souriants chantaient ce chant suprême,

Et la Mort reculait et doutait d’elle-même.
 XXVI

La France ainsi chantait, fidèle librement

Au Christ universel, à l’Évangile aimant.

Or un vent noir, venu du fond de l’Allemagne,

Apporta jusqu’à nous, dans un long sifflement,
Avec un gaz fétide, épars sur la campagne,
Un chant que suit l’effroi, que la mort accompagne…
C’est l’hymne du Christ allemand :

« Je veux, moi, seul grand dans le monde,

Moi, le seul peuple élu de Dieu,
Purger la terre — elle est immonde —
Par l’air empoisonné, par le fer et le feu.

« C’est sur l’ordre exprès de Dieu même,

Que j’attaque, en vils ennemis,
Ces peuples corrompus, que j’aime,
Et qui, pour leur bonheur, doivent m’être soumis.

« Notre vieux Dieu, celui qu’on nomme

Dieu le Père et le Roi des rois,
Laissa clouer le Fils de l’Homme,
Pour le salut du monde, à l’infamante croix…

« Je suis le peuple qu’il désigne

 Pour crucifier, à mon tour,
L’Humanité, sa fille indigne,
Et je la châtierai sans pitié, par amour.

« La France est la prostituée

Qui corrompt le vieil univers ;
Il faut donc qu’elle soit tuée !…
A nous ses vins ! et les plages de ses deux mers !

« Et puisqu’elle a dit elle-même

Qu’elle est le Christ des nations,
Je justifierai son blasphème :
Je livrerai la France aux tribulations.

« Allemands ! acceptons sans plainte

L’ordre de nous faire un cœur dur :
Nous accomplirons l’œuvre sainte
Que commandent Dieu même et Guillaume le Pur.

« Soyons des Attilas superbes ;

Fléaux par Dieu même voulus,
Foulons les corps comme des herbes !
Où passent nos chevaux, que rien ne vive plus !

« Torturons nos tristes victimes,

Puisque Dieu veut leur châtiment ;
Assurons-leur, bourreaux sublimes,
Un salut éternel par des maux d’un moment !

« Que leur sanglot nous réjouisse,

Comme il réjouira le ciel !
Dieu m’a dit : « Va ! le sacrifice
« Sera d’autant plus beau qu’il sera plus cruel ! »

« Savourons les cris de souffrance !

Pour être grands, soyons sans cœur !
Et sur le monde, et sur la France,
Nous représenterons Dieu même, — et Christ vainqueur. »

— « Les entends-tu ? dis-je au vieillard.

« En Germanie,
Où l’on condamne à mort l’humanité punie,
Catholiques ou non, tous, prêtres et pasteurs,
Prônent le sacrifice… en sacrificateurs.

« Ce qu’on prêche, dans les églises allemandes,

C’est un Christ noir, vrai fils du Satan des légendes. »
 XXVII

— « La mort, dit Le vieux sage, est un feu dans la nuit ;

C’est dans l’obscurité, qu’une étoile éblouit ;
Plus s’épaissit l’obscur, mieux on voit toute flamme ;
Nuit pour la chair, la mort est lumière pour l’âme.
A peine est-il tombé, que le reître germain,
Qui marchait contre vous, torche ou fusil en main,
Mort, entre frissonnant dans la vérité même,
O France ! et c’est alors toi qu’il sert, toi qu’il aime !
Mais toi, France au grand cœur, ce qui fait ton cœur fort,
C’est la fidélité de tes fils dans la mort.
Le lourd crâne carré, que surmonte une pique,
Subit aveuglément son maître satanique,
Mais, cadavre, il le juge ; il maudit, plein d’horreur,
L’Antéchrist reconnu dans ce rouge empereur ;
Et Guillaume le Fauve à tout moment tressaille,
Quand il passe aujourd’hui sur un champ de bataille,
Car il y voit tous les cadavres allemands,
Le suivre du regard avec des yeux tournants.
Et ce regard, où désespère l’âme humaine,
Pour lui n’a plus d’humain qu’une implacable haine.

« Le soldat français, lui, mort pour la vérité,

Ne donne à son bourreau qu’un regard contristé…
C’est alors que, sentant l’horreur de sa tuerie,
Le roi rouge, croyant mentir à Dieu, s’écrie :

— « Je ne l’ai pas voulue ! »

« A ce mot, l’œil des morts
Jette des feux qui vont, comme autant de remords,
Fouiller cette âme obscure, éperdue, exécrée,
Où s’allume un enfer d’épouvante sacrée. »
 XXVIII

— « Haine ! mort ! je n’entends que ces mots, et des pleurs !

Père ! je meurs de voir tuer ! »

— « Regarde ailleurs. »

— « Hélas ! vieillard ! devant tant d’horreurs amassées

Toutes, à tout instant, par d’autres dépassées,
Aucun de nos espoirs ne me reste certain,
Je perds le goût de vivre et le sens du destin.
Le monde entier me semble entré dans la démence.
Comme un naufragé, seul, sur une mer immense,
Désespérément nage, et cherche, autour de lui,
Une épave, un débris flottant, un point d’appui,
Et, n’en trouvant aucun, seul dans la grande houle,
Tout seul contre les flots monstrueux, — sent qu’il coule,
Je meurs à ma raison qui sombre avec ma foi.
Si tu vois un vrai point fixe, montre-le-moi,
Mais qui soit bien réel, non plus dans tes chimères.
On égorge l’enfance ! on fusille les mères !
Guillaume a fait cela ! le refera demain !
Et qu’un prince vivant soit ce monstre inhumain,
Sans qu’il tombe honni, dégradé par le nombre,
Devant l’inexpliqué ma raison fuit… je sombre !
Et, mourant sans honneur, vainement irrité,
Ma faiblesse me semble une complicité !

« Oh ! lorsqu’on est l’esprit, la tendresse, la grâce,

La France ! et reine et libre, et guerrière de race,
Riche, enviée, on a des périls à prévoir,
Et se garder au monde est le premier devoir ;
Honneur du monde, on doit, plus belle d’être forte,
Abriter, au milieu d’une invincible escorte,
Ses droits et ses orgueils fièrement défendus,
Sous un dais rayonnant fait de glaives tendus.

« Sous la voûte d’acier n’être pas bien gardée,

C’est offrir aux périls l’avenir de l’idée,
Les noblesses de l’art, les bonheurs de l’amour,
Tout ce qui rend si doux au cœur — l’éclat du jour.

« Maintenant qu’une guerre interminable gronde,

Où rencontrer, dans quel recoin du vaste monde,
Puisqu’il faut qu’on massacre ou qu’on soit massacré,
Un geste évangélique et pur, vraiment sacré,
Le Christ en acte et non en mots gonflés d’emphase ?
L’heure n’est plus à l’art de cadencer la phrase ;
Montre-moi, si tu peux, un héros désarmé
Qui, vrai soldat du Christ, ne veuille qu’être aimé.

« Alors, tout en foulant cette fange sanglante,

Vieillard, je pourrai croire à la victoire lente
Mais sûre, — de ce Dieu qui, mort sur un sommet,
Jamais ne nous revient et toujours se promet ! »

— « Eh bien, regarde, au plein milieu de la tuerie,

Vois, penché sur les grands blessés, dont la chair crie,
L’homme de paix, qui va les guérir par l’acier,
Et dont le saint labeur est de s’apitoyer,
De vaincre la souffrance et d’exalter la vie ;
Par lui, la charité, malgré tout, est servie ;
Ennemi de la mort qu’il attaque en soldat,
Seul il défend l’esprit de paix, en plein combat.

« Vestale des chrétiens, près de lui, l’infirmière

Abrite, de sa main, l’amour — notre lumière.

« Et parmi les effrois, le prêtre, à leur côté,

Héroïque avec eux, sauve la charité.

« Tant que ceux-là, souvent martyrs de l’Allemagne,

Donneront aux horreurs la bonté pour compagne,
Le globe pourra voir, du zénith au nadir,
L’astre de Bethléem marcher et resplendir. »
 XXIX

De hauts palmiers berçaient au vent leurs nobles palmes,

Sur les bords en gradins d’une rade aux eaux calmes.

Cela nous apparut comme un vibrant décor,

Où dominait l’azur, où resplendissait l’or.
De notre plateau nu, rocailleux et grisâtre,
Nous admirions, comme un heureux fond de théâtre,
La ville, dont les toits, les clochers et les tours,
Encerclaient cette rade aux sinueux contours.

Et le spectacle était d’une beauté parfaite.

Pourtant, dans la cité qu’on aurait crue en fête,

A qui tout souriait, mer pure et ciel serein,
Les arsenaux, battant le fer, fondant l’airain,
Travaillaient pour la mort, à l’appel de la guerre ;
Mais tout semblait aussi tranquille que naguère,
D’abord par la vertu du climat souriant
Où s’annonce déjà le charme d’Orient,
Puis, parce que le cœur héroïque de France
Poursuit son rythme, en guerre, en paix, sans différence,
Et que, sûr de sa force, exalté par son droit,
Il jouit du futur triomphe — auquel il croit.
Nous avions sous nos yeux non pas un paysage,
Mais l’âme de la France aimée, — et son visage,
Tel qu’il était hier, tel qu’il sera demain,
Lorsqu’on aura chassé le cauchemar germain.

Le grand pavois flottait, triomphant par avance,

En plein ciel libre, à bord du cuirassé Provence,
Qui saluait, du bruit tonnant de son canon,
Le pays des lauriers, dont il porte le nom.

Dans la montagne et les gorges les plus profondes,

Ce tonnerre, en échos, roulait par larges ondes,
Sans qu’on vît, même au loin, un nuage orageux.
Cachée, et s’exerçant à ses terribles jeux,
La mitrailleuse, exacte à scander ses rafales,
Soufflait ce bruit que fait la mer, par intervalles,
En roulant des galets qui se choquent entre eux.

Dans l’air pur, tout fleuri de pavillons nombreux,

De blancs oiseaux marins, les ailes toutes grandes,
Entrelaçaient leurs vols en vivantes guirlandes,
Sur cet éden réel, sur ce rêve enchanté.

Et, devant ces splendeurs de suprême beauté,

Le Mage s’écria :

— « France, celte et latine,

A tous les beaux destins ta beauté te destine !

« O France ! tu vaincras tes fauves ennemis.

Ton triomphe certain commence ; il est promis ;
Car il faut que le monde aille vers la lumière,
Et c’est toi, vers l’amour, qui marches la première !

« L’esprit germain est lourd, comme matériel,

Et le tien est ailé comme l’oiseau du ciel.
« O France ! tu vaincras, car le monde veut vivre.
La terre entière attend le verbe qui délivre,
Et qu’il soit esprit libre ou sentiment chrétien,
Le grand verbe d’amour sur terre, c’est le tien. »

Entre ciel et mer, blanc, ses deux ailes tendues,

Un hydroavion, roi des deux étendues,
Planait, — et, pour nos cœurs, en ce siècle d’effrois,
Moderne labarum, figurait une croix.
 XXX

La vision fondit comme un reflet sous l’onde.

Et nous étions tous deux, seuls, au sommet du monde.

Le bruit sourd du canon lointain, à temps égaux,

Ébranlait la montagne en frappant les échos :
On eût dit le marteau d’un Titan dans sa forge.

Auprès de nous, chantait un petit rouge-gorge ;

Sous la croix, sur ce haut désert plat, rocailleux,
Il s’attaquait du bec aux dards des chardons bleus.
 XXXI

Et l’univers n’était, sous nos yeux, qu’une plaine.

Tel, au pied de la croix, Jean, près de Magdeleine,

Le vieillard, sur le haut crucifix vermoulu,
S’appuya, cette fois dans un geste voulu.
Il mourait, et cherchait cet appui de son âme.

Et de ses veux sa foi jaillit comme une flamme ;

Il sembla qu’elle allait allumer tout là-bas
Des renouveaux d’espoir aux cœurs de nos soldats ;

Et l’on eût dit, au front du Sinaï, Moïse

Lançant des feux lointains sur la Terre Promise,
Et certain que les fils d’Israël la verront.
Ses cheveux au soleil irradiaient son front ;
Sa barbe ruisselait dans le vent comme un fleuve :
Et ses yeux contemplaient une humanité neuve,
Préparée, à travers tant de siècles éteints,
Par tous les rêves purs qu’on n’a jamais atteints.

O Terre de l’amour ! éternelle espérée !

Or, sous la Croix, qui me parut démesurée,

Le vieillard, tout à coup, en murmurant : « Je vois ! »
Tomba. Tout s’éteignit en lui, regards et voix…
Et la Croix, sous mes yeux, parut grandir encore.

Midi, plus rayonnant, mais plus frais qu’une aurore,

Frappait d’aplomb sur nous et sur le Crucifix ;
Le Dieu mort promettait le triomphe à ses fils :
Sur ses bras grands ouverts tombait tant de lumière,
Que leur ombre enlaçait la terre tout entière.

ACHEVÉ D’IMPRIMER
SUR LES PRESSES DE L’IMPRIMERIE LAHURE
LE 10 MARS 1916
*** END OF THE PROJECT GUTENBERG EBOOK LE TÉMOIN: 1914-
1916 ***

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