Version 6 Documentation Errata
Below is a listing of errors found in the RATS Version 6 User's Guide and Reference Manual. Most of these were fixed in the PDF files shipping with later Version 6 releases (6.2, 6.3, and 6.35).
See Version 7 Errata for errata in the Version 7 manuals, and Version 5 Errata for errors in the Version 5 documentation.
User's Guide
- Page 238:
The example code for the Hausman test was incorrect—the test should use the standard error of estimate squared from the OLS regression in both computations. Here is an improved version of the example:
linreg y
# constant x1 x2
compute xxols=%xx,betaols=%beta,seesqols=%rss/%nobs
instruments constant z1 z2
linreg(inst) y
# constant x1 x2
compute %xx=seesqols*(%xx-xxols)
test(title='Hausman Test',vector=betaols,noscale,whole)
- Page 469:
The first formula on page 469 is missing parentheses in the exponent on the first term. Instead of:
|Sigma|^-x-k-1/2
This should read:
|Sigma|^(-x-k-1)/2
Reference Manual
- Page 148:
As of Version 6.02, FIND also defines values for the reserved variables %BETA and %XX
- Page 188:
The POSITION option also has choices TOPMARGIN and BOTTOMMARGIN
- Page 416:
The description of the MATRIX option indicates that the standard error is stored in column 4, which is incorrect. The standard error is stored in column 3.
