/usr/share/gretl/scripts/ps7-3.inp is in gretl-common 2016a-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # PS7.3, to duplicate Table 7.2
open data7-3
ols price const sqft
# This is model E in Table 7.2
ols price const sqft bedrms baths pool famroom firepl
# omit variable with highest pvalue, one at a time
omit baths
omit bedrms
omit firepl
# Model F
omit famroom
# rerun full model for Wald test
ols price const sqft bedrms baths pool famroom firepl
# Wald F-statistic for Models E and F is provided
omit bedrms baths famroom firepl
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