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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 | # PS4.1 for reproducing Table 4.2
open data4-1
ols price const sqft
# add bedrms - Model B
add bedrms
# add bath rooms also - Model C
add baths
# model with only constant - Model D
ols price const
# model without a constant
ols price sqft
# The following commands will be useful for Example 4.6 on Wald F-test
ols price const sqft bedrms baths
# retrieve ESS
genr ESSU = $ess
# retrieve d.f.
genr DFU = $df
# restricted model R
ols price const sqft
# retrieve ESS
genr ESSR = $ess
# retrieve d.f.
genr DFR = $df
# number of restrictions
genr NR = DFR - DFU
# compute Fc
genr Fc = (ESSR - ESSU)*DFU/(ESSU*NR)
# learn about pvalue
help pvalue
# compute pvalue - F-distribution is 4
pvalue F NR DFU Fc
# Model U again
ols price const sqft bedrms baths
# use omit command and note that Fc and pvalue are given at the end
omit bedrms baths
# commands for Example 4.2
genr sqft2 = sqft-2000
genr bedrms2 = bedrms-4
genr baths2 = baths-2.5
ols price 0 sqft2 bedrms2 baths2
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