*
* Example BIGCITY.DAT from pp 438-439
*
open data bigcity.dat
data(format=free,org=columns) 1 12 y x1 x2
*
linreg y
# constant x1 x2
*
prj(stderrs=ser,xvx=varreg) predicted
*
compute kvalue=%invttest(.05,9)
set lowermean = predicted-kvalue*sqrt(%seesq*varreg)
set uppermean = predicted+kvalue*sqrt(%seesq*varreg)
set lowerpred = predicted-kvalue*ser
set upperpred = predicted+kvalue*ser
*
print 1 12 y predicted ser lowermean uppermean lowerpred upperpred
*
* Non-representative sample
*
linreg(smpl=(x2==15.or.x2==20)) y
# constant x1 x2
*
* Representative sample
*
linreg(smpl=(t>=3.and.t<=7.or.t==9.or.t==12)) y
# constant x1 x2