# PS4.5, for Table 4.5 and Application in Section 4.7 open data4-5 ols wlfp 0 yf ym educ ue mr dr urb wh # retrieve relevant statistics for Wald F-test genr ESSU = $ess genr DFU = $df # omit variables one at a time - Model B omit mr # Model C omit ym # Using this final model as the restricted model retrieve ESSR and DFR genr ESSR = $ess genr DFR = $df # compute number of restrictions genr NR = DFR-DFU # compute F-statistic genr Fc = (ESSR - ESSU)*DFU/(NR*ESSU) # compute p-value for Fc pvalue F NR DFU Fc