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* Investment model beginning page 391
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open data grunfeld.dat
calendar(panelobs=20,a) 1935
all 10//1954:01
data(format=free,org=columns) 1//1935:01 10//1954:01 ind time invest value capital
*
dec vect[series] idummies(10)
do i=1,10
   set idummies(i) = %indiv(t)==i
end do i
*
linreg invest
# idummies value capital
compute rssdummy=%rss,ndfdummy=%ndf
*
linreg invest
# constant value capital
compute rsspool=%rss,ndfpool=%ndf
*
cdf(title="Test of pooling") ftest (rsspool-rssdummy)/(ndfpool-ndfdummy)/(rssdummy/ndfdummy) ndfpool-ndfdummy ndfdummy
*
preg(method=fixed) invest
# constant value capital