* PS4.3, using DATA4-3, for Examples 4.11 and 4.12 in Section 4.5
read(data4-3) year housing pop gnp unemp intrate 
* Model A in Example 4.11
ols housing gnp intrate 
genr ESSR=$sse
genr DFR=$df
* Model B in Example 4.11
ols housing gnp 
* Model C in Example 4.12
ols housing gnp intrate pop unemp
genr ESSU=$sse
genr DFU=$df
genr NR=DFR-DFU
* Practice Problem 4.8
ols housing gnp intrate unemp
* Wald test for omitting pop and unemp using Equation 4.3
genr Fc=(ESSR-ESSU)*DFU/(ESSU*NR)
smpl 1 1
distrib Fc / type=F df1=NR,df2=DFU
stop