*
* Example 5.3 from page 177
*
open data crime1.raw
data(format=free,org=columns) 1 2725 narr86 nfarr86 nparr86 pcnv avgsen tottime $
 ptime86 qemp86 inc86 durat black hispan born60 pcnvsq pt86sq inc86sq
*
linreg narr86
# constant pcnv ptime86 qemp86
*
* N x R**2 is provided in the summary statistics for the regression, and is also
* available as %TRSQUARED.
*
linreg %resids
# constant pcnv ptime86 qemp86 avgsen tottime
cdf(title="LM Test") chisqr %trsquared 2
*
* Standard exclusion test of the same hypothesis
*
linreg narr86
# constant pcnv ptime86 qemp86 avgsen tottime
exclude
# avgsen tottime