*
* Example 3.3 from page 75
*
data(unit=input,org=columns) 1 5 y x1 x2 x3
 3 1 3 5
 1 1 1 4
 8 1 5 6
 3 1 2 4
 5 1 4 6
*
* The CMOM instruction computes cross product matrices. By including y and the
* three x variables, we have y'y, X'y and X'X, all in a single matrix. We can
* then use the %xsubmat function to pull out the pieces we need.
*
cmom
# y x1 x2 x3
compute xx=%xsubmat(%cmom,2,4,2,4)
compute xy=%xsubmat(%cmom,1,1,2,4)
compute b=%solve(xx,xy)
*
* And the (1,1) element of the cross product matrix is y'y, which we need to
* compute the sum of squared residuals
*
compute rss=%cmom(1,1)-%dot(b,xy)
disp "Multiple Regression Coefficients" b
disp "Sum of Squared Residuals" rss
*
* Same thing with means extracted. This is done using the "center" option on
* cmom. Of course, we leave the "x1" variable out of X when we do that.
*
cmom(center)
# y x2 x3
compute xx=%xsubmat(%cmom,2,3,2,3)
compute xy=%xsubmat(%cmom,1,1,2,3)
compute b=%solve(xx,xy)
disp "Multiple Regression Coefficients-Deviation Form" b