*
* Example 6.6 from page 206
*
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
*
* As with 6.5, the SUMMARIZE instruction computes the linear combination and its
* variance. Since we need a linear combination which includes all the
* coefficients, it's simpler to use the VECTOR option, which inputs directly the
* weights on all coefficients.
*
summarize(vector=||1.0,1200.0,30,5,25||)
*
disp "Standard Error of Prediction" sqrt(%varlc*%seesq)
disp "95% Confidence Interval" %sumlc-1.96*sqrt(%varlc*%seesq) "to" %sumlc+1.96*sqrt(%varlc*%seesq)