*   R. Carter Hill, William E. Griffiths and Guay C. Lim,  
*   Principles of Econometrics, Fourth Edition, Wiley, 2011.

* Chapter 6.4.2  A model of car gasoline consumption

SAMPLE 1 392
READ (cars.dat) / names

* Check for high correlations among the regressors that
* may suggest collinearity.
STAT CYL ENG WGT / PCOR

* Estimation results are given on p. 242.
OLS MPG CYL

* On the OLS command the ANOVA option reports that F-test statistic
* for testing the overall significance of the model.
* A high F-test statistic and relatively low t-test statistics
* for testing the significance of individual coefficients is
* a signal for collinearity.

OLS MPG CYL ENG WGT / ANOVA

* A joint test that the coefficients on CYL and ENG are both zero.
TEST 
 TEST CYL=0
 TEST ENG=0
END
STOP