Chapters 2, 3, 4 The Simple Linear Regression Model 
ols.sha 
The food expenditure equation
(including the effects of scaling data, a linearlog model,
the JarqueBera test for normally distributed errors)

samp10.sha 
A repeated sampling experiment

hprice.sha 
Nonlinear relationships

hprice2.sha 
Using indicator (dummy) variables

test.sha 
Interval estimation and hypothesis testing 
predict.sha 
Prediction 
poly.sha 
Polynomial models, estimating a growth rate 
wage.sha 
A wage equation and prediction with a logdependent variable

chicken.sha 
A loglog poultry demand equation

Chapters 5, 6
The Multiple Regression Model 
sales.sha 
Sales model for a hamburger chain

pizza.sha 
Interaction variables 
beer.sha 
Restricted least squares 
faminc.sha 
Model specification and the RESET test

car.sha 
A model of car gasoline consumption 
Chapter 7
Using Indicator Variables 
house.sha 
The university effect on house prices

wage2008.sha 
Applying indicator variables  a wage equation

coke.sha 
A linear probability model

Chapter 8
Heteroskedasticity 
het.sha 
Testing for heteroskedasticity, White standard
errors, weighted least squares, multiplicative heteroskedasticity

gls.sha 
The GoldfeldQuandt test and Generalized Least Squares

coke.sha 
Heteroskedasticity in the linear probability model

Chapter 9
Regression with Time Series Data 
okun.sha 
Finite distributed lags, serial correlation

phillips.sha 
A Phillips curve

Chapter 10
Random Regressors and MomentBased Estimation 
mroz.sha 
Instrumental variables estimation

Chapter 11
Simultaneous Equations Models 
system.sha 
2SLS estimation for the demand and supply
of truffles

fish.sha 
Supply and demand at the Fulton Fish Market

Chapter 14
TimeVarying Volatility and ARCH Models 
arch.sha 
Estimation of ARCH models

Chapter 15
Panel Data Models 
panel.sha 
A microeconomic panel data model

pool.sha 
Sets of regression equations

sure.sha 
Seemingly Unrelated Regression

Chapter 16
Qualitative and Limited Dependent Variable Models 
probit.sha 
Probit and logit estimation of a model of
transport choice

coke.sha 
More probit and logit estimation

medal.sha 
Poisson regression: A model of medal totals at the Olympic Games

tobit.sha 
Tobit model estimation

mroz.sha 
Tobit estimation of a labour supply function
