*
*  Example from p. 587
*  Linear Probability Model
*
open data table15-1.prn
data(format=prn,org=columns) 1 40
*
* Estimate Linear Probability Model. Compute the fitted values into yhat.
*
linreg y
# constant x
prj yhat
*
* The sample for the weighted regression will be those entries for which YHAT is
* positive and less than one. Compute the variance series, which is
* YHAT*(1-YHAT). (Weighted least squares are usually done in RATS by supplying
* the variance, rather than actual weights).
*
set smpl = yhat>0.0.and.yhat<1.0
set v    = %if(smpl,yhat*(1-yhat),0.0)
*
* Run the new regression, using the restricted sample and the heteroscedasticity
* correction.
*
linreg(smpl=smpl,spread=v) y
# constant x