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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | # PS4.5, for Table 4.5 and Application in Section 4.7
open data4-5
ols wlfp 0 yf ym educ ue mr dr urb wh
# retrieve relevant statistics for Wald F-test
genr ESSU = $ess
genr DFU = $df
# omit variables one at a time - Model B
omit mr
# Model C
omit ym
# Using this final model as the restricted model retrieve ESSR and DFR
genr ESSR = $ess
genr DFR = $df
# compute number of restrictions
genr NR = DFR-DFU
# compute F-statistic
genr Fc = (ESSR - ESSU)*DFU/(NR*ESSU)
# compute p-value for Fc
pvalue F NR DFU Fc
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