* ANOVA Model for Real Investment * * Keywords: * regression, ols, anova, real, investment * * Description: * We illustrate how to conduct the Analysis of Variance of Multiple Linear OLS * Model for Real Investment * * Author(s): * Noel Roy * Skif Pankov * * Source: * William H. Greene, Econometric Analysis - 7th Edition * Pearson International Edition, Chapter 3, Example 3.3 (page 82) * sample 1 15 * Reading the datafile and naming the variables, specifying to ignore the * first line of the file read (TableF3-1.shd) inv gnp r inf c / skiplines=1 * Generating a time variabe genr t=time(0) * Running an OLS regression of inv on time trend t, real gnp, r and inflation * inf, specifying to include the ANOVA table into the output ols inv t gnp r inf / anova stop