* Reference: Chapter 8 of
* Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach,
* South-Western College Publishing, 2000.
SAMPLE 1 732
READ (GPA3.shd) term sat tothrs cumgpa season frstsem crsgpa &
    verbmath trmgpa hssize hsrank id spring female black white &
    ctrmgpa ctothrs ccrsgpa ccrspop cseason hsperc football 
SET MISSVALU=-999
SET SKIPMISS

* Restrict to the spring semester
SET NOWARNSKIP
SKIPIF (spring.eq.0)

* Example 8.2
* Equation (8.7), p. 253.
*  Report OLS standard errors
OLS cumgpa sat hsperc tothrs female black white
*  Test of significance
TEST
 TEST black=0
 TEST white=0
END

*  Report Heteroskedasticity-Robust standard errors
OLS cumgpa sat hsperc tothrs female black white / HETCOV
*  Test of significance - Heteroskedasticity-Robust F statistic
TEST
 TEST black=0
 TEST white=0
END
STOP