* E435 computer assignment # 4
set nocolor
file 11 b:data7-12.dat
read(11) price hatch wbase length width height &
weight cyl litres gasmpg trans
ols gasmpg litres width length height/pcov predict=yh1
test width=height
test
test width=0
test height=0
test length=0
end
* Testing # 1 by applying the restriction
genr sum=width+height
ols gasmpg litres sum length
* Testing # 2 by applying zero restrictions
ols gasmpg litres
* Box-Cox Test for # 4
box gasmpg litres width length height/all
* MacKinnon-White-Davidson test for # 4
genr lgasmpg=log(gasmpg)
genr llitres=log(litres)
genr lwidth=log(width)
genr llength=log(length)
genr lheight=log(height)
ols lgasmpg llitres lwidth llength lheight/predict=lyh2
genr lyh1=log(yh1)
genr yh2=exp(lyh2)
genr z1=lyh1-lyh2
ols gasmpg litres width length height z1
genr z2=yh2-yh1
ols lgasmpg llitres lwidth llength lheight z2
* Testing # 3 (Chow test)
sort gasmpg litres width length height
sample 1 42
ols gasmpg litres width length height
sample 43 82
ols gasmpg litres width length height
sample 1 82
?ols gasmpg litres width length height
diagnos/chowtest