* PS12.1, using DATA4-5, for Example 12.1 SAMPLE 1 50 READ(data4-5) WLFP YF YM EDUC UE MR DR URB WH GENR LWLFP=LOG(WLFP/(100-WLFP)) * * ESTIMATE THE LOGIT MODEL AND SAVE PREDICTED VALUES * OLS LWLFP YF EDUC UE URB WH / LOGLIN PREDICT=YHAT * * TAKE ANTILOG AND CORRECT FOR BIAS IN LOG MODEL * GENR Y1=EXP(YHAT+($SSE/(2*$DF))) * * PREDICT THE PARTICIPATION RATE AND COMPUTE THE ERRORS * GENR WLFPHAT=100*Y1/(1+Y1) GENR ERROR=WLFP - WLFPHAT * * COMPUTE ESS AND ADJUSTED MODEL SELECTION CRITERIA FOR LOGIT MODEL * GENR ESS=SUM(ERROR*ERROR) SMPL 50 50 GENR K=6 GENR T=50 GENR ESST=ESS/T GENR SGMASQ=ESS/(T-K) GENR FPE=(ESST*(T+K))/(T-K) GENR GCV=ESST*((T/(T-K))**2) GENR HQ=ESST*(LOG(T)**(2*K/T)) GENR RICE=ESS/(T-(2*K)) GENR SHIBATA=ESST*(T+(2*K))/T GENR SCHWARZ=ESST*(T**(K/T)) GENR AIC=ESST*EXP(2*K/T) PRINT SGMASQ FPE GCV HQ PRINT RICE SHIBATA SCHWARZ AIC * * ESTIMATE LINEAR MODEL * SMPL 1 50 OLS WLFP YF EDUC UE URB WH * DELETE /ALL STOP