SAMPLE 1 17
READ (THEIL.txt) YEAR CONSUME INCOME PRICE
* Obtain parameter estimates for the linear model
OLS CONSUME INCOME PRICE / PREDICT=YHAT1
* Use the GENR command to get logarithms of the variables
GENR LC=LOG(CONSUME)
GENR LINC=LOG(INCOME)
GENR LP=LOG(PRICE)
* Obtain parameter estimates for the log-log model
OLS LC LINC LP / RSTAT LOGLOG PREDICT=YHAT2
* Obtain the antilog predicted values (include a bias adjustment)
GENR YHAT2=EXP(YHAT2+$SIG2/2)
*
* Print results
PRINT YEAR CONSUME YHAT1 YHAT2
STOP