* * Dougherty, Introduction to Econometrics, 4th ed * Example from Section 3.5 * Goodness of fit * open data eaef21c.xls data(format=xls,org=columns) 1 540 id female male ethblack ethhisp ethwhite age s educprof educphd educmast $ educba educaa educhsd educdo single married divorced faithn faithp faithc faithj faitho asvab01 asvab02 $ asvab03 asvab04 asvab05 asvab06 asvabc height weight85 weight02 sm sf siblings library pov78 earnings $ hours tenure exper collbarg catgov catpri catse urban regne regnc regw regs * linreg s # constant sm sf asvabc * * RATS includes the regression F in the standard output, but doesn't include the * analysis of variance breakdown. The separate @reganova procedure does that. This * needs to be invoked immediately after a regression * @reganova * * The joint test for zero can be done using the EXCLUDE instruction: * exclude(title="Test of parental schooling variables") # sm sf * * The significance level of this will match the t-statistic on SF * exclude(title="Test of SF only") # sf