*
* Example 8.3 from page 264
*
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
*
set avgsensq = avgsen**2
*
linreg(robust) narr86
# constant pcnv avgsen avgsensq ptime86 qemp86 inc86 black hispan
*
* Find maximum for avg sentence effect: the linear coefficient is in %beta(3) and
* the quadratic is in %beta(4).
*
compute szero=-%beta(3)/(2*%beta(4))
disp "Maximum is at" szero
*
linreg narr86 / u
# constant pcnv ptime86 qemp86 inc86 black hispan
*
* Standard LM test
*
linreg u
# constant pcnv ptime86 qemp86 inc86 black hispan avgsen avgsensq
cdf(title="Standard LM Statistic") chisqr %trsquared 2
*
* Robust LM test
*
mcov(opgstat=lm) / u
# constant pcnv ptime86 qemp86 inc86 black hispan avgsen avgsensq
cdf(title="Robust LM Statistic") chisqr lm 2