*
* Examples in section 4.5, pp 143-150
*
open data mlb1.raw
data(format=free,org=columns) 1 353 salary teamsal nl years games atbats runs hits doubles triples hruns $
 rbis bavg bb so sbases fldperc frstbase scndbase shrtstop thrdbase outfield catcher yrsallst hispan $
 black whitepop blackpop hisppop pcinc gamesyr hrunsyr atbatsyr allstar slugavg rbisyr sbasesyr runsyr $
 percwhte percblck perchisp blckpb hispph whtepw blckph hisppb lsalary
*
* Do the unrestricted regression (4.31) and save the sum of squared residuals.
*
linreg lsalary
# constant years gamesyr bavg hrunsyr rbisyr
compute rssu=%rss
*
* Do the restricted regression (4.33)
*
linreg lsalary
# constant years gamesyr
*
* Compute the F-statistic (page 148) and use CDF to display its significance
* level.
*
compute f=((%rss-rssu)/rssu)*(%nobs-6)/3
cdf ftest f 3 %nobs-6
*
* This uses the EXCLUDE instruction to do the test directly off the unrestricted
* regression. Estimate the unrestricted regression, then follow with an EXCLUDE
* which lists the set of coefficients being tested.
*
linreg lsalary
# constant years gamesyr bavg hrunsyr rbisyr
exclude(title="Test of Performance Variables")
# bavg hrunsyr rbisyr