* W.H. Greene, Econometric Analysis, Fourth Edition, 2000. SAMPLE 1 11 READ (consump.shd) / NAMES * Chapter 6 - Example 6.11, p. 238 * Least Squares Regression OLS C X * Repeat the above results with some simple SHAZAM programming commands. * Summary statistics STAT C X / PCPDEV CPDEV=CP MEANS=MU GEN1 SST=CP:1 GEN1 SXY=CP:2 GEN1 SXX=CP:3 GEN1 B2=SXY/SXX GEN1 B1=MU:1-B2*MU:2 GEN1 SSR=B2*B2*SXX GEN1 SSE=SST-SSR GEN1 RSQ=SSR/SST PRINT SST SXY SXX B1 B2 SSE RSQ * Omit the wartime years 1942-1945 SKIPIF ((YEAR.GE.1942).AND.(YEAR.LE.1945)) OLS C X DELETE SKIP$ * Chapter 8 - Example 8.1, p. 318 * Define a wartime dummy variable IF ((YEAR.GE.1942).AND.(YEAR.LE.1945)) W=1 OLS C X W STOP