* * Example 7.10 on page 235 * open data wage1.raw data(format=free,org=columns) 1 526 wage educ exper tenure nonwhite female married numdep smsa northcen south west construc ndurman trcommpu trade services profserv profocc clerocc servocc lwage expersq tenursq * set expersq = exper**2 set tenursq = tenure**2 * set femeduc = female*educ * linreg lwage # constant female educ femeduc exper expersq tenure tenursq * * Joint test of the two female coefficients * exclude # female femeduc