* Linear OLS Model for Seasonality in Refrigerator Sales * * Keywords: * regression, ols, linear, dummy, interaction, ancova, seasonality, * fridge * * Description: * We illustrate how to estimate OLS Models with Quantitative variables * for Seasonality in Refrigerator Sales * * Author(s): * Skif Pankov * * Source: * Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition * McGraw-Hill International Edition, Chapter 9, Example 9.6 (page 292) * sample 1 32 * Reading the datafile and naming variables read(data_9.6.shd) frig dur d2 d3 d4 * Generating a dummy variable indicating the first quarter by applying * logical operators genr d1 = (d2.eq.0) .and. (d3.eq.0) .and. (d4.eq.0) * Running an OLS regression of frig on all dummies without an intercept, * stating to include residual statistics ols frig d1 d2 d3 d4 / noconstant rstat * Running an OLS regression of frig on d2, d3 and d4 - this is used to * show similarities with the first regression ols frig d2 d3 d4 / rstat * Running an OLS regression of frig on d2, d3 and d4, specifying to show * residual statistics and create a residual table (list option) ols frig d2 d3 d4 dur / rstat list stop