*
* Example 6.6.1 starting page 149.
*
open data edu_inc.dat
data(format=free,org=columns) 1 428 faminc hedu wedu kl6 x5 x6
table
*
* The VCV instruction computes the covariance\correlation matrix for a set of
* variables. The wizard is the "Covariance Matrix" on the "Statistics" menu.
*
vcv(center)
# faminc hedu wedu kl6 x5 x6
*
linreg faminc
# constant hedu wedu
linreg faminc
# constant hedu
linreg faminc
# constant hedu wedu kl6
linreg faminc
# constant hedu wedu kl6 x5 x6
*
linreg faminc
# constant hedu wedu kl6
*
* RESET test on page 152. This applies to the most recent regression. The H option
* indicate the (maximum) power of the fitted values to use. So H=3 includes the
* 2nd and 3rd powers.
*
@regreset(h=2)
@regreset(h=3)