* PS6.11 using DATA6-4 for Example 6.8 
SAMPLE 1 49
READ(data6-4)  WAGE EDUC EXPER AGE
* Generate the logged wages.
GENR LNWAGE=LOG(WAGE)
*
* The residuals from the Basic Model is saved in the vector called UT which
* will be used as the dependent variable in the Auxiliary Regression.
*
OLS LNWAGE EDUC EXPER AGE / RESID=UT LOGLIN
*
* Generate the squared values for EDUC, EXPER and AGE.
*
GENR EDUC2=EDUC**2
GENR EXPER2=EXPER**2
GENR AGE2=AGE**2
*
* Estimate the Auxiliary Regression.
*
OLS UT EDUC EXPER AGE EDUC2 EXPER2 AGE2 
*
* Calculate and print the LM test statistic using the GEN1 and PRINT commands.
* The number of observations in the Auxiliary Regression is saved in
* the temporary variable $N and the Unadjusted R-square is saved in the
* temporary variable $R2.
*
GEN1 LM=$N*$R2
PRINT LM 
SAMPLE 1 1
DISTRIB LM / TYPE=CHI DF=3
*
DELETE / ALL
STOP