*
* Example BIGCITY.DAT from pp 415
*
open data bigcity.dat
data(format=free,org=columns) 1 12 y x1 x2
*
linreg y
# constant x1 x2
*
* You can test whether a variable or set of variables can be excluded from the
* last regression with the EXCLUDE instruction.
*
exclude
# x2