*
* Dougherty, Introduction to Econometrics, 4th ed
* Example from Section 6.4
* Proxy variables
*
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 asvabc
*
linreg s
# constant asvabc sm sf library siblings
*
cmom(corr,print)
# asvabc sm sf library siblings