*
* 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