*
* Example 6.5 from page 204
*
open data gpa2.raw
data(format=free,org=columns) 1 4137 sat tothrs colgpa athlete verbmath hsize $
  hsrank hsperc female white black hsizesq
*
set hsizesq = hsize**2
linreg colgpa
# constant sat hsperc hsize hsizesq
*
* The prediction and its standard error can be done using the SUMMARIZE
* instruction. Feed in a vector with the test values for the explanatory
* variables.
*
summarize(vector=||1.0,1200.0,30,5,25||)
*
* The confidence interval can be computed using the variables %SUMLC (sum of
* linear combination) and %VARLC (variance of linear combination) defined by
* SUMMARIZE.
*
disp '95% Confidence Interval' %sumlc-1.96*sqrt(%varlc) 'to' %sumlc+1.96*sqrt(%varlc)