*
* Example 7.1.6 from p 197-199
*
open data benefits.asc
data(format=free,org=columns) 1 4877 $
 stateur statemb state age age2 tenure slack abol seasonal $
 nwhite school12 male bluecol smsa married dkids dykids yrdispl $
 rr rr2 head y
*
linreg y
# constant rr rr2 age age2 tenure slack abol seasonal head married $
  dkids dykids smsa nwhite yrdispl school12 male statemb stateur
ddv(dist=logit) y
# constant rr rr2 age age2 tenure slack abol seasonal head married $
  dkids dykids smsa nwhite yrdispl school12 male statemb stateur
ddv(dist=probit,gresids=gr) y
# constant rr rr2 age age2 tenure slack abol seasonal head married $
  dkids dykids smsa nwhite yrdispl school12 male statemb stateur
*
prj fit
set fit2 = fit**2
set fit3 = fit**3
mcov(opgstat=lmnormal) / gr
# %reglist() fit2 fit3
cdf(title="LM Test for Normality") chisqr lmnormal 2