ANOVA 
Prints an analysis of variance table and an Fstatistic
for the null hypothesis that all slope coefficients are zero.
This option also prints a variety of model selection tests
(including the Akaike information criterion and the Schwarz criterion).

DLAG 
Computes Durbin's h statistic as a test for AR(1) errors
when a lagged dependent variable is included as an explanatory variable.
The lagged dependent variable must be the first variable listed
following the dependent variable on the OLS command.

DWPVALUE 
Computes the pvalue for the DurbinWatson test statistic.

HETCOV 
Computes standard errors that are adjusted for
heteroskedastic errors using White's heteroskedasticconsistent
covariance matrix calculation.

LIST 
Lists and plots the residuals and
the predicted values of the dependent variable. 
LOGLIN 
Used for semilogarithmic models when the dependent variable
is in log form but the explanatory variables are in levels.
Note that the dependent variable must be transformed to log form
prior to OLS estimation. When this option is used the elasticities at
sample means are computed appropriately.
When the RSTAT option is also specified the output will
report the Rsquare between antilogs observed and predicted.

LOGLOG 
Used when the dependent variable and all explanatory
variables are transformed to logarithms. Note: the data must be
transformed by the user with appropriate GENR commands
prior to OLS estimation. When this option is used the elasticities
are reported as the estimated coefficients. When the RSTAT
option is also specified the output will report the Rsquare
between antilogs observed and predicted.

NOCONSTANT 
Forces NO constant (no intercept
coefficient) in the regression. By default, SHAZAM automatically
includes an intercept coefficient in the regression
and this is given the name CONSTANT .
On the SHAZAM output, the intercept estimate is listed as the
final coefficient estimate. 
PCOV 
Prints the estimated covariance matrix of
the parameter estimates. Note that this should not be confused with the
covariance matrix of the variables that is obtained with the
STAT command. 
RESTRICT 
Implements restricted least squares estimation.
Linear restrictions are specified with RESTRICT commands
that follow the OLS command. 
RSTAT 
Lists residual statistics including the DurbinWatson
statistic.


Options that save results 
COEF= 
Saves the estimated coefficients in the
variable specfied. For example, the option COEF=BETA
will save the estimated coefficients in the variable with the name
BETA . The intercept parameter is saved as the final
value. 
PREDICT= 
Saves the predicted values in the variable specified.

RESID= 
Saves the estimated residuals in the variable specified.

STDERR= 
Saves the estimated standard errors of the coefficient
estimates in the variable specified.

TRATIO= 
Saves the tratios in the variable specified.


Option for Weighted Least Squares estimation

WEIGHT= 
Specifies the weight variable to be used for weighted
least squares regression.
