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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 | # PS5.1, to verify Example 5.1 and Table 5.1
open data4-3
ols housing 0 intrate pop gnp
# compute absolute percentage error
genr ape3 = 100*abs($uhat)/housing
# compute mean percentage error
genr mape3 = mean(ape3)
# Model B
omit pop
genr ape2 = 100*abs($uhat)/housing
genr mape2 = mean(ape2)
# Model A
ols housing 0 intrate pop
genr ape1 = 100*abs($uhat)/housing
genr mape1 = mean(ape1)
# Correlation coefficients
corr gnp pop intrate
print mape1 mape2 mape3
# carry out joint F-test for coefficients of pop and gnp
ols housing 0 intrate pop gnp
omit pop gnp
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