* PS4.1, using data file DATA4-1, for reproducing Table 4.2 read(data4-1) price sqft bedrms baths ols price sqft * add bedrms - Model B ols price sqft bedrms * add bath rooms also - Model C ols price sqft bedrms baths * model with only constant - Model D ols price * model without a constant ols price sqft /noconstant * The following commands will be useful for Example 4.6 on Wald F-test ols price sqft bedrms baths * retrieve ESS genr ESSU = $sse * retrieve d.f. genr DFU = $df * restricted model R ols price sqft * retrieve ESS genr ESSR = $sse * retrieve d.f. genr DFR = $df * number of restrictions genr NR = DFR - DFU * compute Fc genr Fc = (ESSR - ESSU)*DFU/(ESSU*NR) sample 1 1 print Fc distrib Fc / type=F df1=NR,df2=DFU stop