*
* Example 8.4, page 272
*
cal 1960
open data table7-9.prn
data(format=prn,org=columns) 1960:1 1982:1
*
set logy = log(y)
set logx2 = log(x2)
set logx3 = log(x3)
set logx4 = log(x4)
set logx5 = log(x5)
linreg logy
# constant logx2 logx3 logx4 logx5
*
* Testing the joint restriction that the last two coefficients are zero using
* EXCLUDE.
*
exclude
# logx4 logx5
*
* Same calculation done using restricted and unrestricted regressions
*
compute rsqu=%rsquared,ndfu=%ndf
linreg logy
# constant logx2 logx3
compute f=((rsqu-%rsquared)/2)/((1-rsqu)/ndfu)
cdf ftest f 2 ndfu