*
* Example from 8.3.3 starting on page 208
*
open data cps2.dat
data(format=free,org=columns) 1 1000 wage educ exper female black married union south fulltime metro
*
linreg(smpl=metro) wage
# constant educ exper
compute rssmetro=%rss,ndfmetro=%ndf
linreg(smpl=.not.metro) wage
# constant educ exper
compute rssrural=%rss,ndfrural=%ndf
*
compute gqstat=(rssmetro/ndfmetro)/(rssrural/ndfrural)
cdf(title="Goldfeld-Quandt Test") ftest gqstat ndfmetro ndfrural