SAMPLE 1 17 READ (THEIL.txt) YEAR CONSUME INCOME PRICE * Transform the data to logarithms GENR LC=LOG(CONSUME) GENR LY=LOG(INCOME) GENR LP=LOG(PRICE) * Estimate the log-log model OLS LC LY LP / LOGLOG ANOVA * Hypothesis testing TEST LY=1 TEST LP=-1 * * A joint test TEST TEST LY=1 TEST LP=-1 END * * Now duplicate the F-test that is reported with the ANOVA option TEST TEST LY=0 TEST LP=0 END STOP