*
* Example 8.2 on page 262
*
open data gpa3.raw
data(format=free,org=columns) 1 732 term sat tothrs cumgpa season frstsem crsgpa verbmath trmgpa $
  hssize hsrank id spring female black white ctrmgpa ctothrs ccrsgpa ccrspop cseason hsperc football
*
* Run regression only using data for term==2, with robust standard errors
*
linreg(smpl=(term==2),robust) cumgpa
# constant sat hsperc tothrs female black white
*
* Do an exclusion restriction. This will print as a chisquared with 2 d.f. The
* test statistic divided by 2 will be an F with infinite denominator degrees of
* freedom.
*
exclude
# black white